CME Japanese Yen Future March 2016
| Trading Metrics calculated at close of trading on 02-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2015 |
02-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8381 |
0.8350 |
-0.0031 |
-0.4% |
0.8276 |
| High |
0.8406 |
0.8401 |
-0.0005 |
-0.1% |
0.8608 |
| Low |
0.8284 |
0.8338 |
0.0054 |
0.7% |
0.8259 |
| Close |
0.8381 |
0.8350 |
-0.0031 |
-0.4% |
0.8271 |
| Range |
0.0122 |
0.0063 |
-0.0059 |
-48.6% |
0.0350 |
| ATR |
0.0075 |
0.0074 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 02-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8550 |
0.8513 |
0.8384 |
|
| R3 |
0.8488 |
0.8450 |
0.8367 |
|
| R2 |
0.8425 |
0.8425 |
0.8361 |
|
| R1 |
0.8388 |
0.8388 |
0.8356 |
0.8381 |
| PP |
0.8363 |
0.8363 |
0.8363 |
0.8360 |
| S1 |
0.8325 |
0.8325 |
0.8344 |
0.8319 |
| S2 |
0.8300 |
0.8300 |
0.8339 |
|
| S3 |
0.8238 |
0.8263 |
0.8333 |
|
| S4 |
0.8175 |
0.8200 |
0.8316 |
|
|
| Weekly Pivots for week ending 28-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9428 |
0.9199 |
0.8463 |
|
| R3 |
0.9078 |
0.8849 |
0.8367 |
|
| R2 |
0.8729 |
0.8729 |
0.8335 |
|
| R1 |
0.8500 |
0.8500 |
0.8303 |
0.8440 |
| PP |
0.8379 |
0.8379 |
0.8379 |
0.8349 |
| S1 |
0.8150 |
0.8150 |
0.8239 |
0.8090 |
| S2 |
0.8030 |
0.8030 |
0.8207 |
|
| S3 |
0.7680 |
0.7801 |
0.8175 |
|
| S4 |
0.7331 |
0.7451 |
0.8079 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8406 |
0.8259 |
0.0147 |
1.8% |
0.0073 |
0.9% |
62% |
False |
False |
3 |
| 10 |
0.8608 |
0.8097 |
0.0511 |
6.1% |
0.0100 |
1.2% |
50% |
False |
False |
11 |
| 20 |
0.8608 |
0.8017 |
0.0591 |
7.1% |
0.0065 |
0.8% |
56% |
False |
False |
9 |
| 40 |
0.8608 |
0.8017 |
0.0591 |
7.1% |
0.0048 |
0.6% |
56% |
False |
False |
6 |
| 60 |
0.8608 |
0.8017 |
0.0591 |
7.1% |
0.0040 |
0.5% |
56% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8666 |
|
2.618 |
0.8564 |
|
1.618 |
0.8502 |
|
1.000 |
0.8463 |
|
0.618 |
0.8439 |
|
HIGH |
0.8401 |
|
0.618 |
0.8377 |
|
0.500 |
0.8369 |
|
0.382 |
0.8362 |
|
LOW |
0.8338 |
|
0.618 |
0.8299 |
|
1.000 |
0.8276 |
|
1.618 |
0.8237 |
|
2.618 |
0.8174 |
|
4.250 |
0.8072 |
|
|
| Fisher Pivots for day following 02-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8369 |
0.8345 |
| PP |
0.8363 |
0.8340 |
| S1 |
0.8356 |
0.8335 |
|