CME Japanese Yen Future December 2015
Trading Metrics calculated at close of trading on 21-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2015 |
21-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
0.8333 |
0.8340 |
0.0007 |
0.1% |
0.8308 |
High |
0.8414 |
0.8367 |
-0.0047 |
-0.6% |
0.8414 |
Low |
0.8319 |
0.8302 |
-0.0017 |
-0.2% |
0.8274 |
Close |
0.8360 |
0.8308 |
-0.0053 |
-0.6% |
0.8360 |
Range |
0.0095 |
0.0065 |
-0.0030 |
-31.6% |
0.0140 |
ATR |
0.0082 |
0.0081 |
-0.0001 |
-1.5% |
0.0000 |
Volume |
174,178 |
99,497 |
-74,681 |
-42.9% |
723,488 |
|
Daily Pivots for day following 21-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8521 |
0.8479 |
0.8343 |
|
R3 |
0.8456 |
0.8414 |
0.8325 |
|
R2 |
0.8391 |
0.8391 |
0.8319 |
|
R1 |
0.8349 |
0.8349 |
0.8313 |
0.8337 |
PP |
0.8326 |
0.8326 |
0.8326 |
0.8320 |
S1 |
0.8284 |
0.8284 |
0.8302 |
0.8272 |
S2 |
0.8261 |
0.8261 |
0.8296 |
|
S3 |
0.8196 |
0.8219 |
0.8290 |
|
S4 |
0.8131 |
0.8154 |
0.8272 |
|
|
Weekly Pivots for week ending 18-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8768 |
0.8703 |
0.8437 |
|
R3 |
0.8628 |
0.8564 |
0.8398 |
|
R2 |
0.8489 |
0.8489 |
0.8386 |
|
R1 |
0.8424 |
0.8424 |
0.8373 |
0.8457 |
PP |
0.8349 |
0.8349 |
0.8349 |
0.8365 |
S1 |
0.8285 |
0.8285 |
0.8347 |
0.8317 |
S2 |
0.8210 |
0.8210 |
0.8334 |
|
S3 |
0.8070 |
0.8145 |
0.8322 |
|
S4 |
0.7931 |
0.8006 |
0.8283 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8414 |
0.8274 |
0.0140 |
1.7% |
0.0076 |
0.9% |
24% |
False |
False |
140,428 |
10 |
0.8430 |
0.8251 |
0.0180 |
2.2% |
0.0078 |
0.9% |
32% |
False |
False |
122,867 |
20 |
0.8604 |
0.8214 |
0.0390 |
4.7% |
0.0102 |
1.2% |
24% |
False |
False |
63,741 |
40 |
0.8604 |
0.7997 |
0.0607 |
7.3% |
0.0073 |
0.9% |
51% |
False |
False |
32,075 |
60 |
0.8604 |
0.7997 |
0.0607 |
7.3% |
0.0064 |
0.8% |
51% |
False |
False |
21,453 |
80 |
0.8604 |
0.7977 |
0.0627 |
7.5% |
0.0061 |
0.7% |
53% |
False |
False |
16,118 |
100 |
0.8604 |
0.7977 |
0.0627 |
7.5% |
0.0055 |
0.7% |
53% |
False |
False |
12,900 |
120 |
0.8604 |
0.7977 |
0.0627 |
7.5% |
0.0050 |
0.6% |
53% |
False |
False |
10,751 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8643 |
2.618 |
0.8537 |
1.618 |
0.8472 |
1.000 |
0.8432 |
0.618 |
0.8407 |
HIGH |
0.8367 |
0.618 |
0.8342 |
0.500 |
0.8335 |
0.382 |
0.8327 |
LOW |
0.8302 |
0.618 |
0.8262 |
1.000 |
0.8237 |
1.618 |
0.8197 |
2.618 |
0.8132 |
4.250 |
0.8026 |
|
|
Fisher Pivots for day following 21-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8335 |
0.8344 |
PP |
0.8326 |
0.8332 |
S1 |
0.8317 |
0.8320 |
|