CME Japanese Yen Future March 2016
Trading Metrics calculated at close of trading on 10-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2015 |
10-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
0.8345 |
0.8346 |
0.0001 |
0.0% |
0.8279 |
High |
0.8371 |
0.8357 |
-0.0014 |
-0.2% |
0.8444 |
Low |
0.8289 |
0.8279 |
-0.0010 |
-0.1% |
0.8265 |
Close |
0.8324 |
0.8324 |
-0.0001 |
0.0% |
0.8440 |
Range |
0.0082 |
0.0078 |
-0.0005 |
-5.5% |
0.0179 |
ATR |
0.0076 |
0.0076 |
0.0000 |
0.2% |
0.0000 |
Volume |
83 |
8 |
-75 |
-90.4% |
10 |
|
Daily Pivots for day following 10-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8552 |
0.8515 |
0.8366 |
|
R3 |
0.8475 |
0.8438 |
0.8345 |
|
R2 |
0.8397 |
0.8397 |
0.8338 |
|
R1 |
0.8360 |
0.8360 |
0.8331 |
0.8340 |
PP |
0.8320 |
0.8320 |
0.8320 |
0.8310 |
S1 |
0.8283 |
0.8283 |
0.8316 |
0.8263 |
S2 |
0.8242 |
0.8242 |
0.8309 |
|
S3 |
0.8165 |
0.8205 |
0.8302 |
|
S4 |
0.8087 |
0.8128 |
0.8281 |
|
|
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 |
0.8279 |
0.0165 |
2.0% |
0.0079 |
0.9% |
27% |
False |
True |
24 |
10 |
0.8444 |
0.8259 |
0.0185 |
2.2% |
0.0076 |
0.9% |
35% |
False |
False |
13 |
20 |
0.8608 |
0.8065 |
0.0544 |
6.5% |
0.0074 |
0.9% |
48% |
False |
False |
12 |
40 |
0.8608 |
0.8017 |
0.0591 |
7.1% |
0.0053 |
0.6% |
52% |
False |
False |
9 |
60 |
0.8608 |
0.8017 |
0.0591 |
7.1% |
0.0044 |
0.5% |
52% |
False |
False |
7 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8686 |
2.618 |
0.8559 |
1.618 |
0.8482 |
1.000 |
0.8434 |
0.618 |
0.8404 |
HIGH |
0.8357 |
0.618 |
0.8327 |
0.500 |
0.8318 |
0.382 |
0.8309 |
LOW |
0.8279 |
0.618 |
0.8231 |
1.000 |
0.8202 |
1.618 |
0.8154 |
2.618 |
0.8076 |
4.250 |
0.7950 |
|
|
Fisher Pivots for day following 10-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8322 |
0.8361 |
PP |
0.8320 |
0.8348 |
S1 |
0.8318 |
0.8336 |
|