CME Japanese Yen Future September 2015
Trading Metrics calculated at close of trading on 21-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2015 |
21-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
0.8076 |
0.8106 |
0.0031 |
0.4% |
0.8049 |
High |
0.8111 |
0.8212 |
0.0101 |
1.2% |
0.8212 |
Low |
0.8056 |
0.8099 |
0.0043 |
0.5% |
0.8029 |
Close |
0.8103 |
0.8192 |
0.0089 |
1.1% |
0.8192 |
Range |
0.0055 |
0.0113 |
0.0058 |
105.5% |
0.0183 |
ATR |
0.0089 |
0.0091 |
0.0002 |
1.9% |
0.0000 |
Volume |
149,027 |
261,026 |
111,999 |
75.2% |
742,248 |
|
Daily Pivots for day following 21-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8506 |
0.8462 |
0.8254 |
|
R3 |
0.8393 |
0.8349 |
0.8223 |
|
R2 |
0.8280 |
0.8280 |
0.8212 |
|
R1 |
0.8236 |
0.8236 |
0.8202 |
0.8258 |
PP |
0.8167 |
0.8167 |
0.8167 |
0.8178 |
S1 |
0.8123 |
0.8123 |
0.8181 |
0.8145 |
S2 |
0.8054 |
0.8054 |
0.8171 |
|
S3 |
0.7941 |
0.8010 |
0.8160 |
|
S4 |
0.7828 |
0.7897 |
0.8129 |
|
|
Weekly Pivots for week ending 21-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8692 |
0.8624 |
0.8292 |
|
R3 |
0.8509 |
0.8442 |
0.8242 |
|
R2 |
0.8327 |
0.8327 |
0.8225 |
|
R1 |
0.8259 |
0.8259 |
0.8208 |
0.8293 |
PP |
0.8144 |
0.8144 |
0.8144 |
0.8161 |
S1 |
0.8077 |
0.8077 |
0.8175 |
0.8110 |
S2 |
0.7962 |
0.7962 |
0.8158 |
|
S3 |
0.7779 |
0.7894 |
0.8141 |
|
S4 |
0.7597 |
0.7712 |
0.8091 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8212 |
0.8029 |
0.0183 |
2.2% |
0.0053 |
0.6% |
89% |
True |
False |
148,449 |
10 |
0.8212 |
0.7985 |
0.0227 |
2.8% |
0.0051 |
0.6% |
91% |
True |
False |
133,709 |
20 |
0.8212 |
0.7985 |
0.0227 |
2.8% |
0.0049 |
0.6% |
91% |
True |
False |
120,591 |
40 |
0.8313 |
0.7985 |
0.0328 |
4.0% |
0.0053 |
0.7% |
63% |
False |
False |
112,849 |
60 |
0.8313 |
0.0810 |
0.7503 |
91.6% |
0.0055 |
0.7% |
98% |
False |
False |
99,410 |
80 |
0.8455 |
0.0810 |
0.7645 |
93.3% |
0.0055 |
0.7% |
97% |
False |
False |
74,776 |
100 |
0.8455 |
0.0810 |
0.7645 |
93.3% |
0.0054 |
0.7% |
97% |
False |
False |
59,848 |
120 |
0.8470 |
0.0810 |
0.7660 |
93.5% |
0.0053 |
0.6% |
96% |
False |
False |
49,887 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8692 |
2.618 |
0.8507 |
1.618 |
0.8394 |
1.000 |
0.8325 |
0.618 |
0.8281 |
HIGH |
0.8212 |
0.618 |
0.8168 |
0.500 |
0.8155 |
0.382 |
0.8142 |
LOW |
0.8099 |
0.618 |
0.8029 |
1.000 |
0.7986 |
1.618 |
0.7916 |
2.618 |
0.7803 |
4.250 |
0.7618 |
|
|
Fisher Pivots for day following 21-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8179 |
0.8169 |
PP |
0.8167 |
0.8146 |
S1 |
0.8155 |
0.8124 |
|