CME Japanese Yen Future December 2015
Trading Metrics calculated at close of trading on 29-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2015 |
29-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
0.8308 |
0.8348 |
0.0040 |
0.5% |
0.8340 |
High |
0.8365 |
0.8395 |
0.0030 |
0.4% |
0.8401 |
Low |
0.8303 |
0.8330 |
0.0027 |
0.3% |
0.8260 |
Close |
0.8356 |
0.8365 |
0.0009 |
0.1% |
0.8299 |
Range |
0.0062 |
0.0065 |
0.0003 |
4.8% |
0.0142 |
ATR |
0.0078 |
0.0077 |
-0.0001 |
-1.2% |
0.0000 |
Volume |
132,507 |
173,624 |
41,117 |
31.0% |
729,135 |
|
Daily Pivots for day following 29-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8558 |
0.8527 |
0.8401 |
|
R3 |
0.8493 |
0.8462 |
0.8383 |
|
R2 |
0.8428 |
0.8428 |
0.8377 |
|
R1 |
0.8397 |
0.8397 |
0.8371 |
0.8412 |
PP |
0.8363 |
0.8363 |
0.8363 |
0.8371 |
S1 |
0.8332 |
0.8332 |
0.8359 |
0.8347 |
S2 |
0.8298 |
0.8298 |
0.8353 |
|
S3 |
0.8233 |
0.8267 |
0.8347 |
|
S4 |
0.8168 |
0.8202 |
0.8329 |
|
|
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% |
0.0072 |
0.9% |
75% |
False |
False |
162,752 |
10 |
0.8414 |
0.8260 |
0.0154 |
1.8% |
0.0071 |
0.8% |
69% |
False |
False |
147,919 |
20 |
0.8446 |
0.8251 |
0.0195 |
2.3% |
0.0080 |
1.0% |
59% |
False |
False |
109,911 |
40 |
0.8604 |
0.7997 |
0.0607 |
7.3% |
0.0077 |
0.9% |
61% |
False |
False |
55,440 |
60 |
0.8604 |
0.7997 |
0.0607 |
7.3% |
0.0066 |
0.8% |
61% |
False |
False |
37,018 |
80 |
0.8604 |
0.7977 |
0.0627 |
7.5% |
0.0062 |
0.7% |
62% |
False |
False |
27,808 |
100 |
0.8604 |
0.7977 |
0.0627 |
7.5% |
0.0058 |
0.7% |
62% |
False |
False |
22,255 |
120 |
0.8604 |
0.7977 |
0.0627 |
7.5% |
0.0053 |
0.6% |
62% |
False |
False |
18,549 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8671 |
2.618 |
0.8565 |
1.618 |
0.8500 |
1.000 |
0.8460 |
0.618 |
0.8435 |
HIGH |
0.8395 |
0.618 |
0.8370 |
0.500 |
0.8362 |
0.382 |
0.8354 |
LOW |
0.8330 |
0.618 |
0.8289 |
1.000 |
0.8265 |
1.618 |
0.8224 |
2.618 |
0.8159 |
4.250 |
0.8053 |
|
|
Fisher Pivots for day following 29-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8364 |
0.8352 |
PP |
0.8363 |
0.8340 |
S1 |
0.8362 |
0.8327 |
|