CME Japanese Yen Future September 2015
| Trading Metrics calculated at close of trading on 09-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2015 |
09-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8173 |
0.8298 |
0.0125 |
1.5% |
0.8149 |
| High |
0.8313 |
0.8308 |
-0.0005 |
-0.1% |
0.8209 |
| Low |
0.8167 |
0.8232 |
0.0066 |
0.8% |
0.8088 |
| Close |
0.8297 |
0.8249 |
-0.0049 |
-0.6% |
0.8132 |
| Range |
0.0146 |
0.0076 |
-0.0071 |
-48.3% |
0.0121 |
| ATR |
0.0481 |
0.0452 |
-0.0029 |
-6.0% |
0.0000 |
| Volume |
215,599 |
127,240 |
-88,359 |
-41.0% |
494,680 |
|
| Daily Pivots for day following 09-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8489 |
0.8444 |
0.8290 |
|
| R3 |
0.8414 |
0.8369 |
0.8269 |
|
| R2 |
0.8338 |
0.8338 |
0.8262 |
|
| R1 |
0.8293 |
0.8293 |
0.8255 |
0.8278 |
| PP |
0.8263 |
0.8263 |
0.8263 |
0.8255 |
| S1 |
0.8218 |
0.8218 |
0.8242 |
0.8203 |
| S2 |
0.8187 |
0.8187 |
0.8235 |
|
| S3 |
0.8112 |
0.8142 |
0.8228 |
|
| S4 |
0.8036 |
0.8067 |
0.8207 |
|
|
| Weekly Pivots for week ending 03-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8506 |
0.8440 |
0.8198 |
|
| R3 |
0.8385 |
0.8319 |
0.8165 |
|
| R2 |
0.8264 |
0.8264 |
0.8154 |
|
| R1 |
0.8198 |
0.8198 |
0.8143 |
0.8170 |
| PP |
0.8143 |
0.8143 |
0.8143 |
0.8129 |
| S1 |
0.8077 |
0.8077 |
0.8120 |
0.8049 |
| S2 |
0.8022 |
0.8022 |
0.8109 |
|
| S3 |
0.7901 |
0.7956 |
0.8098 |
|
| S4 |
0.7780 |
0.7835 |
0.8065 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8313 |
0.8088 |
0.0225 |
2.7% |
0.0084 |
1.0% |
72% |
False |
False |
141,961 |
| 10 |
0.8313 |
0.8073 |
0.0240 |
2.9% |
0.0069 |
0.8% |
73% |
False |
False |
127,472 |
| 20 |
0.8313 |
0.0810 |
0.7503 |
91.0% |
0.0058 |
0.7% |
99% |
False |
False |
116,093 |
| 40 |
0.8423 |
0.0810 |
0.7613 |
92.3% |
0.0063 |
0.8% |
98% |
False |
False |
66,583 |
| 60 |
0.8455 |
0.0810 |
0.7645 |
92.7% |
0.0057 |
0.7% |
97% |
False |
False |
44,464 |
| 80 |
0.8470 |
0.0810 |
0.7660 |
92.9% |
0.0058 |
0.7% |
97% |
False |
False |
33,372 |
| 100 |
0.8470 |
0.0810 |
0.7660 |
92.9% |
0.0050 |
0.6% |
97% |
False |
False |
26,703 |
| 120 |
0.8559 |
0.0810 |
0.7749 |
93.9% |
0.0047 |
0.6% |
96% |
False |
False |
22,257 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8628 |
|
2.618 |
0.8505 |
|
1.618 |
0.8430 |
|
1.000 |
0.8383 |
|
0.618 |
0.8354 |
|
HIGH |
0.8308 |
|
0.618 |
0.8279 |
|
0.500 |
0.8270 |
|
0.382 |
0.8261 |
|
LOW |
0.8232 |
|
0.618 |
0.8185 |
|
1.000 |
0.8157 |
|
1.618 |
0.8110 |
|
2.618 |
0.8034 |
|
4.250 |
0.7911 |
|
|
| Fisher Pivots for day following 09-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8270 |
0.8242 |
| PP |
0.8263 |
0.8235 |
| S1 |
0.8256 |
0.8229 |
|