CME Japanese Yen Future December 2015
| Trading Metrics calculated at close of trading on 10-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2015 |
10-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8352 |
0.8317 |
-0.0035 |
-0.4% |
0.8235 |
| High |
0.8356 |
0.8348 |
-0.0008 |
-0.1% |
0.8446 |
| Low |
0.8264 |
0.8251 |
-0.0013 |
-0.2% |
0.8235 |
| Close |
0.8305 |
0.8304 |
-0.0001 |
0.0% |
0.8421 |
| Range |
0.0092 |
0.0097 |
0.0005 |
5.4% |
0.0211 |
| ATR |
0.0086 |
0.0087 |
0.0001 |
0.9% |
0.0000 |
| Volume |
105,310 |
127,013 |
21,703 |
20.6% |
36,830 |
|
| Daily Pivots for day following 10-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8592 |
0.8545 |
0.8357 |
|
| R3 |
0.8495 |
0.8448 |
0.8331 |
|
| R2 |
0.8398 |
0.8398 |
0.8322 |
|
| R1 |
0.8351 |
0.8351 |
0.8313 |
0.8326 |
| PP |
0.8301 |
0.8301 |
0.8301 |
0.8288 |
| S1 |
0.8254 |
0.8254 |
0.8295 |
0.8229 |
| S2 |
0.8204 |
0.8204 |
0.8286 |
|
| S3 |
0.8107 |
0.8157 |
0.8277 |
|
| S4 |
0.8010 |
0.8060 |
0.8251 |
|
|
| 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 |
0.8251 |
0.0195 |
2.3% |
0.0095 |
1.1% |
27% |
False |
True |
60,179 |
| 10 |
0.8446 |
0.8229 |
0.0217 |
2.6% |
0.0092 |
1.1% |
35% |
False |
False |
31,685 |
| 20 |
0.8604 |
0.8039 |
0.0565 |
6.8% |
0.0092 |
1.1% |
47% |
False |
False |
16,326 |
| 40 |
0.8604 |
0.7997 |
0.0607 |
7.3% |
0.0065 |
0.8% |
51% |
False |
False |
8,332 |
| 60 |
0.8604 |
0.7997 |
0.0607 |
7.3% |
0.0061 |
0.7% |
51% |
False |
False |
5,617 |
| 80 |
0.8604 |
0.7977 |
0.0627 |
7.5% |
0.0059 |
0.7% |
52% |
False |
False |
4,239 |
| 100 |
0.8604 |
0.7977 |
0.0627 |
7.5% |
0.0052 |
0.6% |
52% |
False |
False |
3,395 |
| 120 |
0.8604 |
0.7977 |
0.0627 |
7.5% |
0.0047 |
0.6% |
52% |
False |
False |
2,830 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8760 |
|
2.618 |
0.8601 |
|
1.618 |
0.8504 |
|
1.000 |
0.8445 |
|
0.618 |
0.8407 |
|
HIGH |
0.8348 |
|
0.618 |
0.8310 |
|
0.500 |
0.8299 |
|
0.382 |
0.8288 |
|
LOW |
0.8251 |
|
0.618 |
0.8191 |
|
1.000 |
0.8154 |
|
1.618 |
0.8094 |
|
2.618 |
0.7997 |
|
4.250 |
0.7838 |
|
|
| Fisher Pivots for day following 10-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8302 |
0.8340 |
| PP |
0.8301 |
0.8328 |
| S1 |
0.8299 |
0.8316 |
|