CME Japanese Yen Future September 2015
| 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 |
0.8286 |
0.8298 |
0.0012 |
0.1% |
0.8409 |
| High |
0.8308 |
0.8335 |
0.0027 |
0.3% |
0.8418 |
| Low |
0.8267 |
0.8276 |
0.0009 |
0.1% |
0.8239 |
| Close |
0.8293 |
0.8328 |
0.0036 |
0.4% |
0.8293 |
| Range |
0.0041 |
0.0060 |
0.0019 |
45.1% |
0.0180 |
| ATR |
0.0100 |
0.0097 |
-0.0003 |
-2.9% |
0.0000 |
| Volume |
40,459 |
2,889 |
-37,570 |
-92.9% |
774,990 |
|
| Daily Pivots for day following 14-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8491 |
0.8469 |
0.8361 |
|
| R3 |
0.8432 |
0.8410 |
0.8344 |
|
| R2 |
0.8372 |
0.8372 |
0.8339 |
|
| R1 |
0.8350 |
0.8350 |
0.8333 |
0.8361 |
| PP |
0.8313 |
0.8313 |
0.8313 |
0.8318 |
| S1 |
0.8291 |
0.8291 |
0.8323 |
0.8302 |
| S2 |
0.8253 |
0.8253 |
0.8317 |
|
| S3 |
0.8194 |
0.8231 |
0.8312 |
|
| S4 |
0.8134 |
0.8172 |
0.8295 |
|
|
| Weekly Pivots for week ending 11-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8855 |
0.8753 |
0.8391 |
|
| R3 |
0.8675 |
0.8574 |
0.8342 |
|
| R2 |
0.8496 |
0.8496 |
0.8325 |
|
| R1 |
0.8394 |
0.8394 |
0.8309 |
0.8355 |
| PP |
0.8316 |
0.8316 |
0.8316 |
0.8297 |
| S1 |
0.8215 |
0.8215 |
0.8276 |
0.8176 |
| S2 |
0.8137 |
0.8137 |
0.8260 |
|
| S3 |
0.7957 |
0.8035 |
0.8243 |
|
| S4 |
0.7778 |
0.7856 |
0.8194 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8418 |
0.8239 |
0.0180 |
2.2% |
0.0078 |
0.9% |
50% |
False |
False |
155,575 |
| 10 |
0.8433 |
0.8224 |
0.0210 |
2.5% |
0.0084 |
1.0% |
50% |
False |
False |
169,112 |
| 20 |
0.8592 |
0.8029 |
0.0563 |
6.8% |
0.0098 |
1.2% |
53% |
False |
False |
190,501 |
| 40 |
0.8592 |
0.7985 |
0.0607 |
7.3% |
0.0071 |
0.9% |
57% |
False |
False |
145,680 |
| 60 |
0.8592 |
0.7985 |
0.0607 |
7.3% |
0.0067 |
0.8% |
57% |
False |
False |
132,947 |
| 80 |
0.8592 |
0.0810 |
0.7782 |
93.4% |
0.0067 |
0.8% |
97% |
False |
False |
113,056 |
| 100 |
0.8592 |
0.0810 |
0.7782 |
93.4% |
0.0063 |
0.8% |
97% |
False |
False |
90,509 |
| 120 |
0.8592 |
0.0810 |
0.7782 |
93.4% |
0.0061 |
0.7% |
97% |
False |
False |
75,443 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8588 |
|
2.618 |
0.8491 |
|
1.618 |
0.8431 |
|
1.000 |
0.8395 |
|
0.618 |
0.8372 |
|
HIGH |
0.8335 |
|
0.618 |
0.8312 |
|
0.500 |
0.8305 |
|
0.382 |
0.8298 |
|
LOW |
0.8276 |
|
0.618 |
0.8239 |
|
1.000 |
0.8216 |
|
1.618 |
0.8179 |
|
2.618 |
0.8120 |
|
4.250 |
0.8023 |
|
|
| Fisher Pivots for day following 14-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8320 |
0.8314 |
| PP |
0.8313 |
0.8301 |
| S1 |
0.8305 |
0.8287 |
|