CME Japanese Yen Future March 2016
Trading Metrics calculated at close of trading on 14-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2015 |
14-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
0.8314 |
0.8363 |
0.0049 |
0.6% |
0.8430 |
High |
0.8336 |
0.8375 |
0.0039 |
0.5% |
0.8443 |
Low |
0.8306 |
0.8317 |
0.0011 |
0.1% |
0.8279 |
Close |
0.8325 |
0.8363 |
0.0039 |
0.5% |
0.8325 |
Range |
0.0030 |
0.0058 |
0.0028 |
94.9% |
0.0164 |
ATR |
0.0072 |
0.0071 |
-0.0001 |
-1.5% |
0.0000 |
Volume |
34 |
0 |
-34 |
-100.0% |
151 |
|
Daily Pivots for day following 14-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8524 |
0.8501 |
0.8395 |
|
R3 |
0.8467 |
0.8444 |
0.8379 |
|
R2 |
0.8409 |
0.8409 |
0.8374 |
|
R1 |
0.8386 |
0.8386 |
0.8368 |
0.8392 |
PP |
0.8352 |
0.8352 |
0.8352 |
0.8354 |
S1 |
0.8329 |
0.8329 |
0.8358 |
0.8334 |
S2 |
0.8294 |
0.8294 |
0.8352 |
|
S3 |
0.8237 |
0.8271 |
0.8347 |
|
S4 |
0.8179 |
0.8214 |
0.8331 |
|
|
Weekly Pivots for week ending 11-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8839 |
0.8745 |
0.8414 |
|
R3 |
0.8676 |
0.8582 |
0.8369 |
|
R2 |
0.8512 |
0.8512 |
0.8354 |
|
R1 |
0.8418 |
0.8418 |
0.8339 |
0.8384 |
PP |
0.8349 |
0.8349 |
0.8349 |
0.8331 |
S1 |
0.8255 |
0.8255 |
0.8310 |
0.8220 |
S2 |
0.8185 |
0.8185 |
0.8295 |
|
S3 |
0.8022 |
0.8091 |
0.8280 |
|
S4 |
0.7858 |
0.7928 |
0.8235 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8443 |
0.8279 |
0.0164 |
2.0% |
0.0067 |
0.8% |
51% |
False |
False |
30 |
10 |
0.8444 |
0.8265 |
0.0179 |
2.1% |
0.0070 |
0.8% |
55% |
False |
False |
16 |
20 |
0.8608 |
0.8066 |
0.0542 |
6.5% |
0.0077 |
0.9% |
55% |
False |
False |
14 |
40 |
0.8608 |
0.8017 |
0.0591 |
7.1% |
0.0055 |
0.7% |
59% |
False |
False |
10 |
60 |
0.8608 |
0.8017 |
0.0591 |
7.1% |
0.0046 |
0.5% |
59% |
False |
False |
8 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8619 |
2.618 |
0.8525 |
1.618 |
0.8468 |
1.000 |
0.8432 |
0.618 |
0.8410 |
HIGH |
0.8375 |
0.618 |
0.8353 |
0.500 |
0.8346 |
0.382 |
0.8339 |
LOW |
0.8317 |
0.618 |
0.8281 |
1.000 |
0.8260 |
1.618 |
0.8224 |
2.618 |
0.8166 |
4.250 |
0.8073 |
|
|
Fisher Pivots for day following 14-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8357 |
0.8351 |
PP |
0.8352 |
0.8339 |
S1 |
0.8346 |
0.8327 |
|