CME Japanese Yen Future December 2015
| Trading Metrics calculated at close of trading on 08-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2015 |
08-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8338 |
0.8423 |
0.0085 |
1.0% |
0.8235 |
| High |
0.8446 |
0.8430 |
-0.0016 |
-0.2% |
0.8446 |
| Low |
0.8334 |
0.8331 |
-0.0003 |
0.0% |
0.8235 |
| Close |
0.8421 |
0.8349 |
-0.0072 |
-0.8% |
0.8421 |
| Range |
0.0112 |
0.0099 |
-0.0013 |
-11.6% |
0.0211 |
| ATR |
0.0085 |
0.0086 |
0.0001 |
1.2% |
0.0000 |
| Volume |
16,658 |
45,813 |
29,155 |
175.0% |
36,830 |
|
| Daily Pivots for day following 08-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8667 |
0.8607 |
0.8403 |
|
| R3 |
0.8568 |
0.8508 |
0.8376 |
|
| R2 |
0.8469 |
0.8469 |
0.8367 |
|
| R1 |
0.8409 |
0.8409 |
0.8358 |
0.8390 |
| PP |
0.8370 |
0.8370 |
0.8370 |
0.8360 |
| S1 |
0.8310 |
0.8310 |
0.8340 |
0.8291 |
| S2 |
0.8271 |
0.8271 |
0.8331 |
|
| S3 |
0.8172 |
0.8211 |
0.8322 |
|
| S4 |
0.8073 |
0.8112 |
0.8295 |
|
|
| 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 |
0.8262 |
0.0184 |
2.2% |
0.0099 |
1.2% |
48% |
False |
False |
15,920 |
| 10 |
0.8466 |
0.8229 |
0.0237 |
2.8% |
0.0098 |
1.2% |
51% |
False |
False |
9,074 |
| 20 |
0.8604 |
0.7997 |
0.0607 |
7.3% |
0.0089 |
1.1% |
58% |
False |
False |
4,863 |
| 40 |
0.8604 |
0.7997 |
0.0607 |
7.3% |
0.0062 |
0.7% |
58% |
False |
False |
2,532 |
| 60 |
0.8604 |
0.7997 |
0.0607 |
7.3% |
0.0059 |
0.7% |
58% |
False |
False |
1,746 |
| 80 |
0.8604 |
0.7977 |
0.0627 |
7.5% |
0.0057 |
0.7% |
59% |
False |
False |
1,335 |
| 100 |
0.8604 |
0.7977 |
0.0627 |
7.5% |
0.0050 |
0.6% |
59% |
False |
False |
1,072 |
| 120 |
0.8604 |
0.7977 |
0.0627 |
7.5% |
0.0046 |
0.6% |
59% |
False |
False |
894 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8851 |
|
2.618 |
0.8689 |
|
1.618 |
0.8590 |
|
1.000 |
0.8529 |
|
0.618 |
0.8491 |
|
HIGH |
0.8430 |
|
0.618 |
0.8392 |
|
0.500 |
0.8381 |
|
0.382 |
0.8369 |
|
LOW |
0.8331 |
|
0.618 |
0.8270 |
|
1.000 |
0.8232 |
|
1.618 |
0.8171 |
|
2.618 |
0.8072 |
|
4.250 |
0.7910 |
|
|
| Fisher Pivots for day following 08-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8381 |
0.8372 |
| PP |
0.8370 |
0.8364 |
| S1 |
0.8360 |
0.8357 |
|