CME Japanese Yen Future December 2015
Trading Metrics calculated at close of trading on 28-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2015 |
28-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
0.8330 |
0.8308 |
-0.0022 |
-0.3% |
0.8340 |
High |
0.8344 |
0.8365 |
0.0021 |
0.2% |
0.8401 |
Low |
0.8260 |
0.8303 |
0.0043 |
0.5% |
0.8260 |
Close |
0.8299 |
0.8356 |
0.0058 |
0.7% |
0.8299 |
Range |
0.0085 |
0.0062 |
-0.0023 |
-26.6% |
0.0142 |
ATR |
0.0079 |
0.0078 |
-0.0001 |
-1.2% |
0.0000 |
Volume |
193,091 |
132,507 |
-60,584 |
-31.4% |
729,135 |
|
Daily Pivots for day following 28-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8527 |
0.8504 |
0.8390 |
|
R3 |
0.8465 |
0.8442 |
0.8373 |
|
R2 |
0.8403 |
0.8403 |
0.8367 |
|
R1 |
0.8380 |
0.8380 |
0.8362 |
0.8391 |
PP |
0.8341 |
0.8341 |
0.8341 |
0.8347 |
S1 |
0.8318 |
0.8318 |
0.8350 |
0.8329 |
S2 |
0.8279 |
0.8279 |
0.8345 |
|
S3 |
0.8217 |
0.8256 |
0.8339 |
|
S4 |
0.8155 |
0.8194 |
0.8322 |
|
|
Weekly Pivots for week ending 25-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8744 |
0.8663 |
0.8376 |
|
R3 |
0.8603 |
0.8521 |
0.8337 |
|
R2 |
0.8461 |
0.8461 |
0.8324 |
|
R1 |
0.8380 |
0.8380 |
0.8311 |
0.8350 |
PP |
0.8320 |
0.8320 |
0.8320 |
0.8305 |
S1 |
0.8238 |
0.8238 |
0.8286 |
0.8208 |
S2 |
0.8178 |
0.8178 |
0.8273 |
|
S3 |
0.8037 |
0.8097 |
0.8260 |
|
S4 |
0.7895 |
0.7955 |
0.8221 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8401 |
0.8260 |
0.0142 |
1.7% |
0.0071 |
0.8% |
68% |
False |
False |
152,429 |
10 |
0.8414 |
0.8260 |
0.0154 |
1.8% |
0.0073 |
0.9% |
63% |
False |
False |
146,428 |
20 |
0.8446 |
0.8235 |
0.0211 |
2.5% |
0.0079 |
0.9% |
57% |
False |
False |
101,382 |
40 |
0.8604 |
0.7997 |
0.0607 |
7.3% |
0.0076 |
0.9% |
59% |
False |
False |
51,105 |
60 |
0.8604 |
0.7997 |
0.0607 |
7.3% |
0.0066 |
0.8% |
59% |
False |
False |
34,129 |
80 |
0.8604 |
0.7977 |
0.0627 |
7.5% |
0.0062 |
0.7% |
60% |
False |
False |
25,640 |
100 |
0.8604 |
0.7977 |
0.0627 |
7.5% |
0.0058 |
0.7% |
60% |
False |
False |
20,520 |
120 |
0.8604 |
0.7977 |
0.0627 |
7.5% |
0.0052 |
0.6% |
60% |
False |
False |
17,102 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8628 |
2.618 |
0.8527 |
1.618 |
0.8465 |
1.000 |
0.8427 |
0.618 |
0.8403 |
HIGH |
0.8365 |
0.618 |
0.8341 |
0.500 |
0.8334 |
0.382 |
0.8326 |
LOW |
0.8303 |
0.618 |
0.8264 |
1.000 |
0.8241 |
1.618 |
0.8202 |
2.618 |
0.8140 |
4.250 |
0.8039 |
|
|
Fisher Pivots for day following 28-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8349 |
0.8347 |
PP |
0.8341 |
0.8339 |
S1 |
0.8334 |
0.8330 |
|