CME Japanese Yen Future March 2016
| Trading Metrics calculated at close of trading on 08-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2015 |
08-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8421 |
0.8430 |
0.0009 |
0.1% |
0.8279 |
| High |
0.8444 |
0.8443 |
-0.0001 |
0.0% |
0.8444 |
| Low |
0.8356 |
0.8354 |
-0.0002 |
0.0% |
0.8265 |
| Close |
0.8440 |
0.8368 |
-0.0072 |
-0.9% |
0.8440 |
| Range |
0.0088 |
0.0089 |
0.0001 |
1.1% |
0.0179 |
| ATR |
0.0074 |
0.0075 |
0.0001 |
1.4% |
0.0000 |
| Volume |
3 |
26 |
23 |
766.7% |
10 |
|
| Daily Pivots for day following 08-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8655 |
0.8601 |
0.8417 |
|
| R3 |
0.8566 |
0.8512 |
0.8392 |
|
| R2 |
0.8477 |
0.8477 |
0.8384 |
|
| R1 |
0.8423 |
0.8423 |
0.8376 |
0.8405 |
| PP |
0.8388 |
0.8388 |
0.8388 |
0.8379 |
| S1 |
0.8334 |
0.8334 |
0.8360 |
0.8316 |
| S2 |
0.8299 |
0.8299 |
0.8352 |
|
| S3 |
0.8210 |
0.8245 |
0.8344 |
|
| S4 |
0.8121 |
0.8156 |
0.8319 |
|
|
| Weekly Pivots for week ending 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8918 |
0.8858 |
0.8538 |
|
| R3 |
0.8740 |
0.8679 |
0.8489 |
|
| R2 |
0.8561 |
0.8561 |
0.8473 |
|
| R1 |
0.8501 |
0.8501 |
0.8456 |
0.8531 |
| PP |
0.8383 |
0.8383 |
0.8383 |
0.8398 |
| S1 |
0.8322 |
0.8322 |
0.8424 |
0.8353 |
| S2 |
0.8204 |
0.8204 |
0.8407 |
|
| S3 |
0.8026 |
0.8144 |
0.8391 |
|
| S4 |
0.7847 |
0.7965 |
0.8342 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8444 |
0.8284 |
0.0160 |
1.9% |
0.0084 |
1.0% |
53% |
False |
False |
6 |
| 10 |
0.8479 |
0.8259 |
0.0220 |
2.6% |
0.0082 |
1.0% |
50% |
False |
False |
7 |
| 20 |
0.8608 |
0.8017 |
0.0591 |
7.1% |
0.0073 |
0.9% |
59% |
False |
False |
9 |
| 40 |
0.8608 |
0.8017 |
0.0591 |
7.1% |
0.0051 |
0.6% |
59% |
False |
False |
6 |
| 60 |
0.8608 |
0.8017 |
0.0591 |
7.1% |
0.0042 |
0.5% |
59% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8821 |
|
2.618 |
0.8676 |
|
1.618 |
0.8587 |
|
1.000 |
0.8532 |
|
0.618 |
0.8498 |
|
HIGH |
0.8443 |
|
0.618 |
0.8409 |
|
0.500 |
0.8398 |
|
0.382 |
0.8387 |
|
LOW |
0.8354 |
|
0.618 |
0.8298 |
|
1.000 |
0.8265 |
|
1.618 |
0.8209 |
|
2.618 |
0.8120 |
|
4.250 |
0.7975 |
|
|
| Fisher Pivots for day following 08-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8398 |
0.8382 |
| PP |
0.8388 |
0.8377 |
| S1 |
0.8378 |
0.8373 |
|