CME Japanese Yen Future March 2016
Trading Metrics calculated at close of trading on 04-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2015 |
04-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
0.8350 |
0.8421 |
0.0071 |
0.8% |
0.8279 |
High |
0.8378 |
0.8444 |
0.0066 |
0.8% |
0.8444 |
Low |
0.8321 |
0.8356 |
0.0035 |
0.4% |
0.8265 |
Close |
0.8367 |
0.8440 |
0.0074 |
0.9% |
0.8440 |
Range |
0.0057 |
0.0088 |
0.0031 |
54.4% |
0.0179 |
ATR |
0.0073 |
0.0074 |
0.0001 |
1.5% |
0.0000 |
Volume |
2 |
3 |
1 |
50.0% |
10 |
|
Daily Pivots for day following 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8677 |
0.8647 |
0.8488 |
|
R3 |
0.8589 |
0.8559 |
0.8464 |
|
R2 |
0.8501 |
0.8501 |
0.8456 |
|
R1 |
0.8471 |
0.8471 |
0.8448 |
0.8486 |
PP |
0.8413 |
0.8413 |
0.8413 |
0.8421 |
S1 |
0.8383 |
0.8383 |
0.8432 |
0.8398 |
S2 |
0.8325 |
0.8325 |
0.8424 |
|
S3 |
0.8237 |
0.8295 |
0.8416 |
|
S4 |
0.8149 |
0.8207 |
0.8392 |
|
|
Weekly Pivots for week ending 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8918 |
0.8858 |
0.8538 |
|
R3 |
0.8740 |
0.8679 |
0.8489 |
|
R2 |
0.8561 |
0.8561 |
0.8473 |
|
R1 |
0.8501 |
0.8501 |
0.8456 |
0.8531 |
PP |
0.8383 |
0.8383 |
0.8383 |
0.8398 |
S1 |
0.8322 |
0.8322 |
0.8424 |
0.8353 |
S2 |
0.8204 |
0.8204 |
0.8407 |
|
S3 |
0.8026 |
0.8144 |
0.8391 |
|
S4 |
0.7847 |
0.7965 |
0.8342 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8444 |
0.8265 |
0.0179 |
2.1% |
0.0072 |
0.9% |
98% |
True |
False |
2 |
10 |
0.8608 |
0.8259 |
0.0350 |
4.1% |
0.0107 |
1.3% |
52% |
False |
False |
11 |
20 |
0.8608 |
0.8017 |
0.0591 |
7.0% |
0.0070 |
0.8% |
72% |
False |
False |
9 |
40 |
0.8608 |
0.8017 |
0.0591 |
7.0% |
0.0050 |
0.6% |
72% |
False |
False |
6 |
60 |
0.8608 |
0.8017 |
0.0591 |
7.0% |
0.0041 |
0.5% |
72% |
False |
False |
5 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8818 |
2.618 |
0.8674 |
1.618 |
0.8586 |
1.000 |
0.8532 |
0.618 |
0.8498 |
HIGH |
0.8444 |
0.618 |
0.8410 |
0.500 |
0.8400 |
0.382 |
0.8389 |
LOW |
0.8356 |
0.618 |
0.8301 |
1.000 |
0.8268 |
1.618 |
0.8213 |
2.618 |
0.8125 |
4.250 |
0.7982 |
|
|
Fisher Pivots for day following 04-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8427 |
0.8421 |
PP |
0.8413 |
0.8401 |
S1 |
0.8400 |
0.8382 |
|