CME Japanese Yen Future December 2015
| Trading Metrics calculated at close of trading on 17-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2015 |
17-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8318 |
0.8308 |
-0.0010 |
-0.1% |
0.8423 |
| High |
0.8339 |
0.8362 |
0.0023 |
0.3% |
0.8430 |
| Low |
0.8297 |
0.8274 |
-0.0023 |
-0.3% |
0.8251 |
| Close |
0.8300 |
0.8333 |
0.0034 |
0.4% |
0.8305 |
| Range |
0.0042 |
0.0088 |
0.0046 |
108.3% |
0.0180 |
| ATR |
0.0080 |
0.0081 |
0.0001 |
0.6% |
0.0000 |
| Volume |
110,026 |
159,729 |
49,703 |
45.2% |
405,693 |
|
| Daily Pivots for day following 17-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8585 |
0.8547 |
0.8381 |
|
| R3 |
0.8498 |
0.8459 |
0.8357 |
|
| R2 |
0.8410 |
0.8410 |
0.8349 |
|
| R1 |
0.8372 |
0.8372 |
0.8341 |
0.8391 |
| PP |
0.8323 |
0.8323 |
0.8323 |
0.8333 |
| S1 |
0.8284 |
0.8284 |
0.8325 |
0.8304 |
| S2 |
0.8235 |
0.8235 |
0.8317 |
|
| S3 |
0.8148 |
0.8197 |
0.8309 |
|
| S4 |
0.8060 |
0.8109 |
0.8285 |
|
|
| 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 |
0.8274 |
0.0115 |
1.4% |
0.0066 |
0.8% |
51% |
False |
True |
135,373 |
| 10 |
0.8446 |
0.8251 |
0.0195 |
2.3% |
0.0080 |
1.0% |
42% |
False |
False |
97,776 |
| 20 |
0.8604 |
0.8070 |
0.0534 |
6.4% |
0.0102 |
1.2% |
49% |
False |
False |
50,106 |
| 40 |
0.8604 |
0.7997 |
0.0607 |
7.3% |
0.0070 |
0.8% |
55% |
False |
False |
25,236 |
| 60 |
0.8604 |
0.7997 |
0.0607 |
7.3% |
0.0063 |
0.8% |
55% |
False |
False |
16,894 |
| 80 |
0.8604 |
0.7977 |
0.0627 |
7.5% |
0.0060 |
0.7% |
57% |
False |
False |
12,699 |
| 100 |
0.8604 |
0.7977 |
0.0627 |
7.5% |
0.0054 |
0.6% |
57% |
False |
False |
10,164 |
| 120 |
0.8604 |
0.7977 |
0.0627 |
7.5% |
0.0049 |
0.6% |
57% |
False |
False |
8,470 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8733 |
|
2.618 |
0.8591 |
|
1.618 |
0.8503 |
|
1.000 |
0.8449 |
|
0.618 |
0.8416 |
|
HIGH |
0.8362 |
|
0.618 |
0.8328 |
|
0.500 |
0.8318 |
|
0.382 |
0.8307 |
|
LOW |
0.8274 |
|
0.618 |
0.8220 |
|
1.000 |
0.8187 |
|
1.618 |
0.8132 |
|
2.618 |
0.8045 |
|
4.250 |
0.7902 |
|
|
| Fisher Pivots for day following 17-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8328 |
0.8333 |
| PP |
0.8323 |
0.8332 |
| S1 |
0.8318 |
0.8332 |
|