CME Japanese Yen Future December 2015
Trading Metrics calculated at close of trading on 03-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2015 |
03-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
0.8380 |
0.8318 |
-0.0062 |
-0.7% |
0.8220 |
High |
0.8389 |
0.8371 |
-0.0019 |
-0.2% |
0.8604 |
Low |
0.8315 |
0.8298 |
-0.0017 |
-0.2% |
0.8214 |
Close |
0.8331 |
0.8348 |
0.0017 |
0.2% |
0.8253 |
Range |
0.0075 |
0.0073 |
-0.0002 |
-2.7% |
0.0390 |
ATR |
0.0084 |
0.0083 |
-0.0001 |
-1.0% |
0.0000 |
Volume |
4,934 |
6,103 |
1,169 |
23.7% |
9,319 |
|
Daily Pivots for day following 03-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8556 |
0.8524 |
0.8387 |
|
R3 |
0.8484 |
0.8452 |
0.8367 |
|
R2 |
0.8411 |
0.8411 |
0.8361 |
|
R1 |
0.8379 |
0.8379 |
0.8354 |
0.8395 |
PP |
0.8339 |
0.8339 |
0.8339 |
0.8347 |
S1 |
0.8307 |
0.8307 |
0.8341 |
0.8323 |
S2 |
0.8266 |
0.8266 |
0.8334 |
|
S3 |
0.8194 |
0.8234 |
0.8328 |
|
S4 |
0.8121 |
0.8162 |
0.8308 |
|
|
Weekly Pivots for week ending 28-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9525 |
0.9278 |
0.8467 |
|
R3 |
0.9136 |
0.8889 |
0.8360 |
|
R2 |
0.8746 |
0.8746 |
0.8324 |
|
R1 |
0.8499 |
0.8499 |
0.8288 |
0.8623 |
PP |
0.8357 |
0.8357 |
0.8357 |
0.8418 |
S1 |
0.8110 |
0.8110 |
0.8217 |
0.8233 |
S2 |
0.7967 |
0.7967 |
0.8181 |
|
S3 |
0.7578 |
0.7720 |
0.8145 |
|
S4 |
0.7188 |
0.7331 |
0.8038 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8399 |
0.8229 |
0.0170 |
2.0% |
0.0081 |
1.0% |
70% |
False |
False |
4,154 |
10 |
0.8604 |
0.8114 |
0.0490 |
5.9% |
0.0126 |
1.5% |
48% |
False |
False |
3,003 |
20 |
0.8604 |
0.7997 |
0.0607 |
7.3% |
0.0083 |
1.0% |
58% |
False |
False |
1,800 |
40 |
0.8604 |
0.7997 |
0.0607 |
7.3% |
0.0061 |
0.7% |
58% |
False |
False |
979 |
60 |
0.8604 |
0.7997 |
0.0607 |
7.3% |
0.0057 |
0.7% |
58% |
False |
False |
710 |
80 |
0.8604 |
0.7977 |
0.0627 |
7.5% |
0.0056 |
0.7% |
59% |
False |
False |
554 |
100 |
0.8604 |
0.7977 |
0.0627 |
7.5% |
0.0049 |
0.6% |
59% |
False |
False |
447 |
120 |
0.8604 |
0.7977 |
0.0627 |
7.5% |
0.0046 |
0.6% |
59% |
False |
False |
374 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8679 |
2.618 |
0.8560 |
1.618 |
0.8488 |
1.000 |
0.8443 |
0.618 |
0.8415 |
HIGH |
0.8371 |
0.618 |
0.8343 |
0.500 |
0.8334 |
0.382 |
0.8326 |
LOW |
0.8298 |
0.618 |
0.8253 |
1.000 |
0.8226 |
1.618 |
0.8181 |
2.618 |
0.8108 |
4.250 |
0.7990 |
|
|
Fisher Pivots for day following 03-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8343 |
0.8342 |
PP |
0.8339 |
0.8336 |
S1 |
0.8334 |
0.8330 |
|