CME Japanese Yen Future September 2015
| Trading Metrics calculated at close of trading on 09-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2015 |
09-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8409 |
0.8343 |
-0.0066 |
-0.8% |
0.8226 |
| High |
0.8418 |
0.8344 |
-0.0075 |
-0.9% |
0.8433 |
| Low |
0.8318 |
0.8251 |
-0.0067 |
-0.8% |
0.8224 |
| Close |
0.8336 |
0.8292 |
-0.0044 |
-0.5% |
0.8408 |
| Range |
0.0101 |
0.0093 |
-0.0008 |
-8.0% |
0.0210 |
| ATR |
0.0106 |
0.0105 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
268,533 |
241,586 |
-26,947 |
-10.0% |
913,241 |
|
| Daily Pivots for day following 09-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8573 |
0.8525 |
0.8343 |
|
| R3 |
0.8481 |
0.8433 |
0.8317 |
|
| R2 |
0.8388 |
0.8388 |
0.8309 |
|
| R1 |
0.8340 |
0.8340 |
0.8300 |
0.8318 |
| PP |
0.8296 |
0.8296 |
0.8296 |
0.8284 |
| S1 |
0.8248 |
0.8248 |
0.8284 |
0.8225 |
| S2 |
0.8203 |
0.8203 |
0.8275 |
|
| S3 |
0.8111 |
0.8155 |
0.8267 |
|
| S4 |
0.8018 |
0.8063 |
0.8241 |
|
|
| Weekly Pivots for week ending 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8983 |
0.8905 |
0.8523 |
|
| R3 |
0.8774 |
0.8695 |
0.8465 |
|
| R2 |
0.8564 |
0.8564 |
0.8446 |
|
| R1 |
0.8486 |
0.8486 |
0.8427 |
0.8525 |
| PP |
0.8355 |
0.8355 |
0.8355 |
0.8374 |
| S1 |
0.8276 |
0.8276 |
0.8388 |
0.8316 |
| S2 |
0.8145 |
0.8145 |
0.8369 |
|
| S3 |
0.7936 |
0.8067 |
0.8350 |
|
| S4 |
0.7726 |
0.7857 |
0.8292 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8433 |
0.8251 |
0.0182 |
2.2% |
0.0091 |
1.1% |
23% |
False |
True |
214,633 |
| 10 |
0.8445 |
0.8215 |
0.0230 |
2.8% |
0.0094 |
1.1% |
34% |
False |
False |
205,616 |
| 20 |
0.8592 |
0.7985 |
0.0607 |
7.3% |
0.0096 |
1.2% |
51% |
False |
False |
195,504 |
| 40 |
0.8592 |
0.7985 |
0.0607 |
7.3% |
0.0069 |
0.8% |
51% |
False |
False |
144,379 |
| 60 |
0.8592 |
0.0810 |
0.7782 |
93.8% |
0.0066 |
0.8% |
96% |
False |
False |
134,670 |
| 80 |
0.8592 |
0.0810 |
0.7782 |
93.8% |
0.0067 |
0.8% |
96% |
False |
False |
109,727 |
| 100 |
0.8592 |
0.0810 |
0.7782 |
93.8% |
0.0062 |
0.8% |
96% |
False |
False |
87,838 |
| 120 |
0.8592 |
0.0810 |
0.7782 |
93.8% |
0.0061 |
0.7% |
96% |
False |
False |
73,213 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8737 |
|
2.618 |
0.8586 |
|
1.618 |
0.8493 |
|
1.000 |
0.8436 |
|
0.618 |
0.8401 |
|
HIGH |
0.8344 |
|
0.618 |
0.8308 |
|
0.500 |
0.8297 |
|
0.382 |
0.8286 |
|
LOW |
0.8251 |
|
0.618 |
0.8194 |
|
1.000 |
0.8159 |
|
1.618 |
0.8101 |
|
2.618 |
0.8009 |
|
4.250 |
0.7858 |
|
|
| Fisher Pivots for day following 09-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8297 |
0.8342 |
| PP |
0.8296 |
0.8325 |
| S1 |
0.8294 |
0.8309 |
|