CME Japanese Yen Future December 2015
| Trading Metrics calculated at close of trading on 04-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2015 |
04-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8318 |
0.8338 |
0.0020 |
0.2% |
0.8235 |
| High |
0.8371 |
0.8446 |
0.0075 |
0.9% |
0.8446 |
| Low |
0.8298 |
0.8334 |
0.0036 |
0.4% |
0.8235 |
| Close |
0.8348 |
0.8421 |
0.0073 |
0.9% |
0.8421 |
| Range |
0.0073 |
0.0112 |
0.0040 |
54.5% |
0.0211 |
| ATR |
0.0083 |
0.0085 |
0.0002 |
2.5% |
0.0000 |
| Volume |
6,103 |
16,658 |
10,555 |
172.9% |
36,830 |
|
| Daily Pivots for day following 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8736 |
0.8690 |
0.8482 |
|
| R3 |
0.8624 |
0.8578 |
0.8451 |
|
| R2 |
0.8512 |
0.8512 |
0.8441 |
|
| R1 |
0.8466 |
0.8466 |
0.8431 |
0.8489 |
| PP |
0.8400 |
0.8400 |
0.8400 |
0.8411 |
| S1 |
0.8354 |
0.8354 |
0.8410 |
0.8377 |
| S2 |
0.8288 |
0.8288 |
0.8400 |
|
| S3 |
0.8176 |
0.8242 |
0.8390 |
|
| S4 |
0.8064 |
0.8130 |
0.8359 |
|
|
| Weekly Pivots for week ending 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8999 |
0.8920 |
0.8536 |
|
| R3 |
0.8788 |
0.8710 |
0.8478 |
|
| R2 |
0.8578 |
0.8578 |
0.8459 |
|
| R1 |
0.8499 |
0.8499 |
0.8440 |
0.8538 |
| PP |
0.8367 |
0.8367 |
0.8367 |
0.8387 |
| S1 |
0.8289 |
0.8289 |
0.8401 |
0.8328 |
| S2 |
0.8157 |
0.8157 |
0.8382 |
|
| S3 |
0.7946 |
0.8078 |
0.8363 |
|
| S4 |
0.7736 |
0.7868 |
0.8305 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8446 |
0.8235 |
0.0211 |
2.5% |
0.0089 |
1.1% |
88% |
True |
False |
7,366 |
| 10 |
0.8604 |
0.8214 |
0.0390 |
4.6% |
0.0127 |
1.5% |
53% |
False |
False |
4,614 |
| 20 |
0.8604 |
0.7997 |
0.0607 |
7.2% |
0.0086 |
1.0% |
70% |
False |
False |
2,625 |
| 40 |
0.8604 |
0.7997 |
0.0607 |
7.2% |
0.0061 |
0.7% |
70% |
False |
False |
1,392 |
| 60 |
0.8604 |
0.7997 |
0.0607 |
7.2% |
0.0057 |
0.7% |
70% |
False |
False |
983 |
| 80 |
0.8604 |
0.7977 |
0.0627 |
7.4% |
0.0056 |
0.7% |
71% |
False |
False |
762 |
| 100 |
0.8604 |
0.7977 |
0.0627 |
7.4% |
0.0050 |
0.6% |
71% |
False |
False |
614 |
| 120 |
0.8604 |
0.7977 |
0.0627 |
7.4% |
0.0046 |
0.5% |
71% |
False |
False |
513 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8922 |
|
2.618 |
0.8739 |
|
1.618 |
0.8627 |
|
1.000 |
0.8558 |
|
0.618 |
0.8515 |
|
HIGH |
0.8446 |
|
0.618 |
0.8403 |
|
0.500 |
0.8390 |
|
0.382 |
0.8376 |
|
LOW |
0.8334 |
|
0.618 |
0.8264 |
|
1.000 |
0.8222 |
|
1.618 |
0.8152 |
|
2.618 |
0.8040 |
|
4.250 |
0.7858 |
|
|
| Fisher Pivots for day following 04-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8410 |
0.8404 |
| PP |
0.8400 |
0.8388 |
| S1 |
0.8390 |
0.8372 |
|