CME Japanese Yen Future December 2015
| Trading Metrics calculated at close of trading on 09-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2015 |
09-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8423 |
0.8352 |
-0.0071 |
-0.8% |
0.8235 |
| High |
0.8430 |
0.8356 |
-0.0075 |
-0.9% |
0.8446 |
| Low |
0.8331 |
0.8264 |
-0.0068 |
-0.8% |
0.8235 |
| Close |
0.8349 |
0.8305 |
-0.0045 |
-0.5% |
0.8421 |
| Range |
0.0099 |
0.0092 |
-0.0007 |
-7.1% |
0.0211 |
| ATR |
0.0086 |
0.0086 |
0.0000 |
0.5% |
0.0000 |
| Volume |
45,813 |
105,310 |
59,497 |
129.9% |
36,830 |
|
| Daily Pivots for day following 09-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8584 |
0.8536 |
0.8355 |
|
| R3 |
0.8492 |
0.8444 |
0.8330 |
|
| R2 |
0.8400 |
0.8400 |
0.8321 |
|
| R1 |
0.8352 |
0.8352 |
0.8313 |
0.8330 |
| PP |
0.8308 |
0.8308 |
0.8308 |
0.8297 |
| S1 |
0.8260 |
0.8260 |
0.8296 |
0.8238 |
| S2 |
0.8216 |
0.8216 |
0.8288 |
|
| S3 |
0.8124 |
0.8168 |
0.8279 |
|
| S4 |
0.8032 |
0.8076 |
0.8254 |
|
|
| 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 |
0.8264 |
0.0182 |
2.2% |
0.0090 |
1.1% |
23% |
False |
True |
35,763 |
| 10 |
0.8456 |
0.8229 |
0.0227 |
2.7% |
0.0093 |
1.1% |
33% |
False |
False |
19,074 |
| 20 |
0.8604 |
0.7997 |
0.0607 |
7.3% |
0.0092 |
1.1% |
51% |
False |
False |
10,005 |
| 40 |
0.8604 |
0.7997 |
0.0607 |
7.3% |
0.0063 |
0.8% |
51% |
False |
False |
5,161 |
| 60 |
0.8604 |
0.7997 |
0.0607 |
7.3% |
0.0060 |
0.7% |
51% |
False |
False |
3,501 |
| 80 |
0.8604 |
0.7977 |
0.0627 |
7.5% |
0.0058 |
0.7% |
52% |
False |
False |
2,651 |
| 100 |
0.8604 |
0.7977 |
0.0627 |
7.5% |
0.0051 |
0.6% |
52% |
False |
False |
2,125 |
| 120 |
0.8604 |
0.7977 |
0.0627 |
7.5% |
0.0046 |
0.6% |
52% |
False |
False |
1,772 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8747 |
|
2.618 |
0.8596 |
|
1.618 |
0.8504 |
|
1.000 |
0.8448 |
|
0.618 |
0.8412 |
|
HIGH |
0.8356 |
|
0.618 |
0.8320 |
|
0.500 |
0.8310 |
|
0.382 |
0.8299 |
|
LOW |
0.8264 |
|
0.618 |
0.8207 |
|
1.000 |
0.8172 |
|
1.618 |
0.8115 |
|
2.618 |
0.8023 |
|
4.250 |
0.7873 |
|
|
| Fisher Pivots for day following 09-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8310 |
0.8355 |
| PP |
0.8308 |
0.8338 |
| S1 |
0.8306 |
0.8321 |
|