CME Japanese Yen Future September 2015
Trading Metrics calculated at close of trading on 18-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2015 |
18-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
0.8049 |
0.8040 |
-0.0009 |
-0.1% |
0.8055 |
High |
0.8053 |
0.8055 |
0.0002 |
0.0% |
0.8081 |
Low |
0.8029 |
0.8033 |
0.0004 |
0.0% |
0.7985 |
Close |
0.8039 |
0.8041 |
0.0002 |
0.0% |
0.8051 |
Range |
0.0024 |
0.0022 |
-0.0002 |
-8.5% |
0.0097 |
ATR |
0.0100 |
0.0095 |
-0.0006 |
-5.6% |
0.0000 |
Volume |
88,753 |
84,516 |
-4,237 |
-4.8% |
594,851 |
|
Daily Pivots for day following 18-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8107 |
0.8095 |
0.8052 |
|
R3 |
0.8086 |
0.8074 |
0.8046 |
|
R2 |
0.8064 |
0.8064 |
0.8044 |
|
R1 |
0.8052 |
0.8052 |
0.8042 |
0.8058 |
PP |
0.8043 |
0.8043 |
0.8043 |
0.8046 |
S1 |
0.8031 |
0.8031 |
0.8039 |
0.8037 |
S2 |
0.8021 |
0.8021 |
0.8037 |
|
S3 |
0.8000 |
0.8009 |
0.8035 |
|
S4 |
0.7978 |
0.7988 |
0.8029 |
|
|
Weekly Pivots for week ending 14-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8328 |
0.8286 |
0.8104 |
|
R3 |
0.8232 |
0.8189 |
0.8077 |
|
R2 |
0.8135 |
0.8135 |
0.8068 |
|
R1 |
0.8093 |
0.8093 |
0.8059 |
0.8066 |
PP |
0.8039 |
0.8039 |
0.8039 |
0.8025 |
S1 |
0.7996 |
0.7996 |
0.8042 |
0.7969 |
S2 |
0.7942 |
0.7942 |
0.8033 |
|
S3 |
0.7846 |
0.7900 |
0.8024 |
|
S4 |
0.7749 |
0.7803 |
0.7997 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8081 |
0.7985 |
0.0097 |
1.2% |
0.0042 |
0.5% |
58% |
False |
False |
108,218 |
10 |
0.8081 |
0.7985 |
0.0097 |
1.2% |
0.0045 |
0.6% |
58% |
False |
False |
114,124 |
20 |
0.8134 |
0.7985 |
0.0150 |
1.9% |
0.0043 |
0.5% |
37% |
False |
False |
103,088 |
40 |
0.8313 |
0.7985 |
0.0328 |
4.1% |
0.0051 |
0.6% |
17% |
False |
False |
104,968 |
60 |
0.8313 |
0.0810 |
0.7503 |
93.3% |
0.0056 |
0.7% |
96% |
False |
False |
90,102 |
80 |
0.8455 |
0.0810 |
0.7645 |
95.1% |
0.0054 |
0.7% |
95% |
False |
False |
67,674 |
100 |
0.8455 |
0.0810 |
0.7645 |
95.1% |
0.0053 |
0.7% |
95% |
False |
False |
54,162 |
120 |
0.8470 |
0.0810 |
0.7660 |
95.3% |
0.0051 |
0.6% |
94% |
False |
False |
45,146 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8146 |
2.618 |
0.8111 |
1.618 |
0.8089 |
1.000 |
0.8076 |
0.618 |
0.8068 |
HIGH |
0.8055 |
0.618 |
0.8046 |
0.500 |
0.8044 |
0.382 |
0.8041 |
LOW |
0.8033 |
0.618 |
0.8020 |
1.000 |
0.8012 |
1.618 |
0.7998 |
2.618 |
0.7977 |
4.250 |
0.7942 |
|
|
Fisher Pivots for day following 18-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8044 |
0.8046 |
PP |
0.8043 |
0.8044 |
S1 |
0.8042 |
0.8042 |
|