CME Japanese Yen Future December 2015
| Trading Metrics calculated at close of trading on 22-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2015 |
22-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8340 |
0.8311 |
-0.0029 |
-0.3% |
0.8308 |
| High |
0.8367 |
0.8369 |
0.0002 |
0.0% |
0.8414 |
| Low |
0.8302 |
0.8308 |
0.0006 |
0.1% |
0.8274 |
| Close |
0.8308 |
0.8344 |
0.0037 |
0.4% |
0.8360 |
| Range |
0.0065 |
0.0061 |
-0.0004 |
-6.2% |
0.0140 |
| ATR |
0.0081 |
0.0079 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
99,497 |
122,009 |
22,512 |
22.6% |
723,488 |
|
| Daily Pivots for day following 22-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8523 |
0.8495 |
0.8378 |
|
| R3 |
0.8462 |
0.8434 |
0.8361 |
|
| R2 |
0.8401 |
0.8401 |
0.8355 |
|
| R1 |
0.8373 |
0.8373 |
0.8350 |
0.8387 |
| PP |
0.8340 |
0.8340 |
0.8340 |
0.8348 |
| S1 |
0.8312 |
0.8312 |
0.8338 |
0.8326 |
| S2 |
0.8279 |
0.8279 |
0.8333 |
|
| S3 |
0.8218 |
0.8251 |
0.8327 |
|
| S4 |
0.8157 |
0.8190 |
0.8310 |
|
|
| 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% |
0.0070 |
0.8% |
50% |
False |
False |
133,087 |
| 10 |
0.8414 |
0.8251 |
0.0163 |
2.0% |
0.0074 |
0.9% |
57% |
False |
False |
130,487 |
| 20 |
0.8466 |
0.8229 |
0.0237 |
2.8% |
0.0086 |
1.0% |
49% |
False |
False |
69,780 |
| 40 |
0.8604 |
0.7997 |
0.0607 |
7.3% |
0.0073 |
0.9% |
57% |
False |
False |
35,123 |
| 60 |
0.8604 |
0.7997 |
0.0607 |
7.3% |
0.0065 |
0.8% |
57% |
False |
False |
23,486 |
| 80 |
0.8604 |
0.7977 |
0.0627 |
7.5% |
0.0061 |
0.7% |
59% |
False |
False |
17,641 |
| 100 |
0.8604 |
0.7977 |
0.0627 |
7.5% |
0.0056 |
0.7% |
59% |
False |
False |
14,120 |
| 120 |
0.8604 |
0.7977 |
0.0627 |
7.5% |
0.0050 |
0.6% |
59% |
False |
False |
11,768 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8628 |
|
2.618 |
0.8529 |
|
1.618 |
0.8468 |
|
1.000 |
0.8430 |
|
0.618 |
0.8407 |
|
HIGH |
0.8369 |
|
0.618 |
0.8346 |
|
0.500 |
0.8339 |
|
0.382 |
0.8331 |
|
LOW |
0.8308 |
|
0.618 |
0.8270 |
|
1.000 |
0.8247 |
|
1.618 |
0.8209 |
|
2.618 |
0.8148 |
|
4.250 |
0.8049 |
|
|
| Fisher Pivots for day following 22-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8342 |
0.8358 |
| PP |
0.8340 |
0.8353 |
| S1 |
0.8339 |
0.8349 |
|