CME Japanese Yen Future December 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 |
0.8301 |
0.8308 |
0.0007 |
0.1% |
0.8423 |
High |
0.8321 |
0.8357 |
0.0037 |
0.4% |
0.8430 |
Low |
0.8279 |
0.8288 |
0.0009 |
0.1% |
0.8251 |
Close |
0.8305 |
0.8344 |
0.0039 |
0.5% |
0.8305 |
Range |
0.0042 |
0.0069 |
0.0028 |
66.3% |
0.0180 |
ATR |
0.0084 |
0.0083 |
-0.0001 |
-1.3% |
0.0000 |
Volume |
127,557 |
120,842 |
-6,715 |
-5.3% |
405,693 |
|
Daily Pivots for day following 14-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8537 |
0.8509 |
0.8381 |
|
R3 |
0.8468 |
0.8440 |
0.8362 |
|
R2 |
0.8399 |
0.8399 |
0.8356 |
|
R1 |
0.8371 |
0.8371 |
0.8350 |
0.8385 |
PP |
0.8330 |
0.8330 |
0.8330 |
0.8336 |
S1 |
0.8302 |
0.8302 |
0.8337 |
0.8316 |
S2 |
0.8261 |
0.8261 |
0.8331 |
|
S3 |
0.8192 |
0.8233 |
0.8325 |
|
S4 |
0.8123 |
0.8164 |
0.8306 |
|
|
Weekly Pivots for week ending 11-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8867 |
0.8766 |
0.8404 |
|
R3 |
0.8688 |
0.8586 |
0.8354 |
|
R2 |
0.8508 |
0.8508 |
0.8338 |
|
R1 |
0.8407 |
0.8407 |
0.8321 |
0.8368 |
PP |
0.8329 |
0.8329 |
0.8329 |
0.8309 |
S1 |
0.8227 |
0.8227 |
0.8289 |
0.8188 |
S2 |
0.8149 |
0.8149 |
0.8272 |
|
S3 |
0.7970 |
0.8048 |
0.8256 |
|
S4 |
0.7790 |
0.7868 |
0.8206 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8430 |
0.8251 |
0.0180 |
2.2% |
0.0080 |
1.0% |
52% |
False |
False |
105,307 |
10 |
0.8446 |
0.8235 |
0.0211 |
2.5% |
0.0084 |
1.0% |
52% |
False |
False |
56,336 |
20 |
0.8604 |
0.8044 |
0.0560 |
6.7% |
0.0095 |
1.1% |
54% |
False |
False |
28,698 |
40 |
0.8604 |
0.7997 |
0.0607 |
7.3% |
0.0067 |
0.8% |
57% |
False |
False |
14,536 |
60 |
0.8604 |
0.7997 |
0.0607 |
7.3% |
0.0061 |
0.7% |
57% |
False |
False |
9,756 |
80 |
0.8604 |
0.7977 |
0.0627 |
7.5% |
0.0060 |
0.7% |
58% |
False |
False |
7,343 |
100 |
0.8604 |
0.7977 |
0.0627 |
7.5% |
0.0053 |
0.6% |
58% |
False |
False |
5,879 |
120 |
0.8604 |
0.7977 |
0.0627 |
7.5% |
0.0048 |
0.6% |
58% |
False |
False |
4,900 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8650 |
2.618 |
0.8538 |
1.618 |
0.8469 |
1.000 |
0.8426 |
0.618 |
0.8400 |
HIGH |
0.8357 |
0.618 |
0.8331 |
0.500 |
0.8323 |
0.382 |
0.8314 |
LOW |
0.8288 |
0.618 |
0.8245 |
1.000 |
0.8219 |
1.618 |
0.8176 |
2.618 |
0.8107 |
4.250 |
0.7995 |
|
|
Fisher Pivots for day following 14-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8337 |
0.8330 |
PP |
0.8330 |
0.8317 |
S1 |
0.8323 |
0.8304 |
|