CME Japanese Yen Future December 2015
| Trading Metrics calculated at close of trading on 16-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2015 |
16-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8331 |
0.8318 |
-0.0013 |
-0.2% |
0.8423 |
| High |
0.8389 |
0.8339 |
-0.0050 |
-0.6% |
0.8430 |
| Low |
0.8301 |
0.8297 |
-0.0004 |
0.0% |
0.8251 |
| Close |
0.8314 |
0.8300 |
-0.0015 |
-0.2% |
0.8305 |
| Range |
0.0088 |
0.0042 |
-0.0046 |
-52.3% |
0.0180 |
| ATR |
0.0083 |
0.0080 |
-0.0003 |
-3.5% |
0.0000 |
| Volume |
158,713 |
110,026 |
-48,687 |
-30.7% |
405,693 |
|
| Daily Pivots for day following 16-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8438 |
0.8411 |
0.8323 |
|
| R3 |
0.8396 |
0.8369 |
0.8311 |
|
| R2 |
0.8354 |
0.8354 |
0.8307 |
|
| R1 |
0.8327 |
0.8327 |
0.8303 |
0.8319 |
| PP |
0.8312 |
0.8312 |
0.8312 |
0.8308 |
| S1 |
0.8285 |
0.8285 |
0.8296 |
0.8277 |
| S2 |
0.8270 |
0.8270 |
0.8292 |
|
| S3 |
0.8228 |
0.8243 |
0.8288 |
|
| S4 |
0.8186 |
0.8201 |
0.8276 |
|
|
| Weekly Pivots for week ending 11-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8867 |
0.8766 |
0.8404 |
|
| R3 |
0.8688 |
0.8586 |
0.8354 |
|
| R2 |
0.8508 |
0.8508 |
0.8338 |
|
| R1 |
0.8407 |
0.8407 |
0.8321 |
0.8368 |
| PP |
0.8329 |
0.8329 |
0.8329 |
0.8309 |
| S1 |
0.8227 |
0.8227 |
0.8289 |
0.8188 |
| S2 |
0.8149 |
0.8149 |
0.8272 |
|
| S3 |
0.7970 |
0.8048 |
0.8256 |
|
| S4 |
0.7790 |
0.7868 |
0.8206 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8389 |
0.8251 |
0.0139 |
1.7% |
0.0068 |
0.8% |
35% |
False |
False |
128,830 |
| 10 |
0.8446 |
0.8251 |
0.0195 |
2.3% |
0.0079 |
0.9% |
25% |
False |
False |
82,296 |
| 20 |
0.8604 |
0.8049 |
0.0555 |
6.7% |
0.0100 |
1.2% |
45% |
False |
False |
42,127 |
| 40 |
0.8604 |
0.7997 |
0.0607 |
7.3% |
0.0068 |
0.8% |
50% |
False |
False |
21,245 |
| 60 |
0.8604 |
0.7997 |
0.0607 |
7.3% |
0.0062 |
0.7% |
50% |
False |
False |
14,232 |
| 80 |
0.8604 |
0.7977 |
0.0627 |
7.5% |
0.0060 |
0.7% |
51% |
False |
False |
10,702 |
| 100 |
0.8604 |
0.7977 |
0.0627 |
7.5% |
0.0053 |
0.6% |
51% |
False |
False |
8,566 |
| 120 |
0.8604 |
0.7977 |
0.0627 |
7.5% |
0.0048 |
0.6% |
51% |
False |
False |
7,139 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8518 |
|
2.618 |
0.8449 |
|
1.618 |
0.8407 |
|
1.000 |
0.8381 |
|
0.618 |
0.8365 |
|
HIGH |
0.8339 |
|
0.618 |
0.8323 |
|
0.500 |
0.8318 |
|
0.382 |
0.8313 |
|
LOW |
0.8297 |
|
0.618 |
0.8271 |
|
1.000 |
0.8255 |
|
1.618 |
0.8229 |
|
2.618 |
0.8187 |
|
4.250 |
0.8119 |
|
|
| Fisher Pivots for day following 16-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8318 |
0.8339 |
| PP |
0.8312 |
0.8326 |
| S1 |
0.8306 |
0.8313 |
|