CME Japanese Yen Future December 2015
Trading Metrics calculated at close of trading on 01-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2015 |
01-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
0.8357 |
0.8349 |
-0.0008 |
-0.1% |
0.8340 |
High |
0.8372 |
0.8377 |
0.0005 |
0.1% |
0.8401 |
Low |
0.8317 |
0.8321 |
0.0005 |
0.1% |
0.8260 |
Close |
0.8343 |
0.8345 |
0.0002 |
0.0% |
0.8299 |
Range |
0.0056 |
0.0056 |
0.0001 |
0.9% |
0.0142 |
ATR |
0.0076 |
0.0074 |
-0.0001 |
-1.8% |
0.0000 |
Volume |
151,287 |
158,733 |
7,446 |
4.9% |
729,135 |
|
Daily Pivots for day following 01-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8516 |
0.8486 |
0.8376 |
|
R3 |
0.8460 |
0.8430 |
0.8360 |
|
R2 |
0.8404 |
0.8404 |
0.8355 |
|
R1 |
0.8374 |
0.8374 |
0.8350 |
0.8361 |
PP |
0.8348 |
0.8348 |
0.8348 |
0.8341 |
S1 |
0.8318 |
0.8318 |
0.8340 |
0.8305 |
S2 |
0.8292 |
0.8292 |
0.8335 |
|
S3 |
0.8236 |
0.8262 |
0.8330 |
|
S4 |
0.8180 |
0.8206 |
0.8314 |
|
|
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 |
0.8395 |
0.8260 |
0.0135 |
1.6% |
0.0065 |
0.8% |
63% |
False |
False |
161,848 |
10 |
0.8414 |
0.8260 |
0.0154 |
1.8% |
0.0069 |
0.8% |
56% |
False |
False |
151,946 |
20 |
0.8446 |
0.8251 |
0.0195 |
2.3% |
0.0075 |
0.9% |
48% |
False |
False |
124,861 |
40 |
0.8604 |
0.7997 |
0.0607 |
7.3% |
0.0078 |
0.9% |
57% |
False |
False |
63,187 |
60 |
0.8604 |
0.7997 |
0.0607 |
7.3% |
0.0065 |
0.8% |
57% |
False |
False |
42,178 |
80 |
0.8604 |
0.7997 |
0.0607 |
7.3% |
0.0062 |
0.7% |
57% |
False |
False |
31,673 |
100 |
0.8604 |
0.7977 |
0.0627 |
7.5% |
0.0059 |
0.7% |
59% |
False |
False |
25,355 |
120 |
0.8604 |
0.7977 |
0.0627 |
7.5% |
0.0053 |
0.6% |
59% |
False |
False |
21,132 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8615 |
2.618 |
0.8524 |
1.618 |
0.8468 |
1.000 |
0.8433 |
0.618 |
0.8412 |
HIGH |
0.8377 |
0.618 |
0.8356 |
0.500 |
0.8349 |
0.382 |
0.8342 |
LOW |
0.8321 |
0.618 |
0.8286 |
1.000 |
0.8265 |
1.618 |
0.8230 |
2.618 |
0.8174 |
4.250 |
0.8083 |
|
|
Fisher Pivots for day following 01-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8349 |
0.8356 |
PP |
0.8348 |
0.8352 |
S1 |
0.8346 |
0.8349 |
|