CME Japanese Yen Future September 2015
| Trading Metrics calculated at close of trading on 01-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2015 |
01-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8169 |
0.8167 |
-0.0002 |
0.0% |
0.8130 |
| High |
0.8209 |
0.8175 |
-0.0034 |
-0.4% |
0.8130 |
| Low |
0.8156 |
0.8120 |
-0.0036 |
-0.4% |
0.8048 |
| Close |
0.8183 |
0.8127 |
-0.0056 |
-0.7% |
0.8083 |
| Range |
0.0053 |
0.0055 |
0.0002 |
3.8% |
0.0082 |
| ATR |
0.0659 |
0.0616 |
-0.0043 |
-6.5% |
0.0000 |
| Volume |
138,547 |
99,482 |
-39,065 |
-28.2% |
398,714 |
|
| Daily Pivots for day following 01-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8304 |
0.8270 |
0.8156 |
|
| R3 |
0.8249 |
0.8215 |
0.8141 |
|
| R2 |
0.8195 |
0.8195 |
0.8136 |
|
| R1 |
0.8161 |
0.8161 |
0.8131 |
0.8151 |
| PP |
0.8140 |
0.8140 |
0.8140 |
0.8135 |
| S1 |
0.8106 |
0.8106 |
0.8122 |
0.8096 |
| S2 |
0.8086 |
0.8086 |
0.8117 |
|
| S3 |
0.8031 |
0.8052 |
0.8112 |
|
| S4 |
0.7977 |
0.7997 |
0.8097 |
|
|
| Weekly Pivots for week ending 26-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8333 |
0.8290 |
0.8128 |
|
| R3 |
0.8251 |
0.8208 |
0.8106 |
|
| R2 |
0.8169 |
0.8169 |
0.8098 |
|
| R1 |
0.8126 |
0.8126 |
0.8091 |
0.8107 |
| PP |
0.8087 |
0.8087 |
0.8087 |
0.8077 |
| S1 |
0.8044 |
0.8044 |
0.8075 |
0.8025 |
| S2 |
0.8005 |
0.8005 |
0.8068 |
|
| S3 |
0.7923 |
0.7962 |
0.8060 |
|
| S4 |
0.7841 |
0.7880 |
0.8038 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8209 |
0.8073 |
0.0136 |
1.7% |
0.0055 |
0.7% |
40% |
False |
False |
112,983 |
| 10 |
0.8209 |
0.0810 |
0.7399 |
91.0% |
0.0044 |
0.5% |
99% |
False |
False |
104,585 |
| 20 |
0.8209 |
0.0810 |
0.7399 |
91.0% |
0.0059 |
0.7% |
99% |
False |
False |
94,881 |
| 40 |
0.8423 |
0.0810 |
0.7613 |
93.7% |
0.0058 |
0.7% |
96% |
False |
False |
48,868 |
| 60 |
0.8455 |
0.0810 |
0.7645 |
94.1% |
0.0055 |
0.7% |
96% |
False |
False |
32,645 |
| 80 |
0.8470 |
0.0810 |
0.7660 |
94.3% |
0.0054 |
0.7% |
96% |
False |
False |
24,504 |
| 100 |
0.8470 |
0.0810 |
0.7660 |
94.3% |
0.0049 |
0.6% |
96% |
False |
False |
19,610 |
| 120 |
0.8640 |
0.0810 |
0.7830 |
96.4% |
0.0047 |
0.6% |
93% |
False |
False |
16,343 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8406 |
|
2.618 |
0.8317 |
|
1.618 |
0.8263 |
|
1.000 |
0.8229 |
|
0.618 |
0.8208 |
|
HIGH |
0.8175 |
|
0.618 |
0.8154 |
|
0.500 |
0.8147 |
|
0.382 |
0.8141 |
|
LOW |
0.8120 |
|
0.618 |
0.8086 |
|
1.000 |
0.8066 |
|
1.618 |
0.8032 |
|
2.618 |
0.7977 |
|
4.250 |
0.7888 |
|
|
| Fisher Pivots for day following 01-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8147 |
0.8164 |
| PP |
0.8140 |
0.8152 |
| S1 |
0.8133 |
0.8139 |
|