CME Japanese Yen Future September 2015
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 |
0.8343 |
0.8308 |
-0.0035 |
-0.4% |
0.8226 |
High |
0.8344 |
0.8336 |
-0.0008 |
-0.1% |
0.8433 |
Low |
0.8251 |
0.8239 |
-0.0013 |
-0.2% |
0.8224 |
Close |
0.8292 |
0.8292 |
0.0000 |
0.0% |
0.8408 |
Range |
0.0093 |
0.0097 |
0.0005 |
4.9% |
0.0210 |
ATR |
0.0105 |
0.0105 |
-0.0001 |
-0.6% |
0.0000 |
Volume |
241,586 |
224,412 |
-17,174 |
-7.1% |
913,241 |
|
Daily Pivots for day following 10-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8580 |
0.8533 |
0.8345 |
|
R3 |
0.8483 |
0.8436 |
0.8319 |
|
R2 |
0.8386 |
0.8386 |
0.8310 |
|
R1 |
0.8339 |
0.8339 |
0.8301 |
0.8314 |
PP |
0.8289 |
0.8289 |
0.8289 |
0.8276 |
S1 |
0.8242 |
0.8242 |
0.8283 |
0.8217 |
S2 |
0.8192 |
0.8192 |
0.8274 |
|
S3 |
0.8095 |
0.8145 |
0.8265 |
|
S4 |
0.7998 |
0.8048 |
0.8239 |
|
|
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 |
0.8239 |
0.0195 |
2.3% |
0.0095 |
1.2% |
28% |
False |
True |
222,369 |
10 |
0.8433 |
0.8215 |
0.0219 |
2.6% |
0.0093 |
1.1% |
35% |
False |
False |
200,297 |
20 |
0.8592 |
0.8026 |
0.0566 |
6.8% |
0.0096 |
1.2% |
47% |
False |
False |
197,133 |
40 |
0.8592 |
0.7985 |
0.0607 |
7.3% |
0.0070 |
0.8% |
51% |
False |
False |
147,811 |
60 |
0.8592 |
0.0810 |
0.7782 |
93.8% |
0.0067 |
0.8% |
96% |
False |
False |
137,139 |
80 |
0.8592 |
0.0810 |
0.7782 |
93.8% |
0.0068 |
0.8% |
96% |
False |
False |
112,528 |
100 |
0.8592 |
0.0810 |
0.7782 |
93.8% |
0.0063 |
0.8% |
96% |
False |
False |
90,080 |
120 |
0.8592 |
0.0810 |
0.7782 |
93.8% |
0.0061 |
0.7% |
96% |
False |
False |
75,083 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8748 |
2.618 |
0.8589 |
1.618 |
0.8492 |
1.000 |
0.8433 |
0.618 |
0.8395 |
HIGH |
0.8336 |
0.618 |
0.8298 |
0.500 |
0.8287 |
0.382 |
0.8276 |
LOW |
0.8239 |
0.618 |
0.8179 |
1.000 |
0.8142 |
1.618 |
0.8082 |
2.618 |
0.7985 |
4.250 |
0.7826 |
|
|
Fisher Pivots for day following 10-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8290 |
0.8328 |
PP |
0.8289 |
0.8316 |
S1 |
0.8287 |
0.8304 |
|