CME Japanese Yen Future September 2015
| Trading Metrics calculated at close of trading on 13-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2015 |
13-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8241 |
0.8164 |
-0.0077 |
-0.9% |
0.8205 |
| High |
0.8241 |
0.8175 |
-0.0066 |
-0.8% |
0.8313 |
| Low |
0.8144 |
0.8100 |
-0.0044 |
-0.5% |
0.8125 |
| Close |
0.8146 |
0.8106 |
-0.0040 |
-0.5% |
0.8146 |
| Range |
0.0097 |
0.0075 |
-0.0022 |
-22.8% |
0.0188 |
| ATR |
0.0427 |
0.0402 |
-0.0025 |
-5.9% |
0.0000 |
| Volume |
144,368 |
114,191 |
-30,177 |
-20.9% |
762,816 |
|
| Daily Pivots for day following 13-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8350 |
0.8303 |
0.8147 |
|
| R3 |
0.8276 |
0.8228 |
0.8126 |
|
| R2 |
0.8201 |
0.8201 |
0.8120 |
|
| R1 |
0.8154 |
0.8154 |
0.8113 |
0.8140 |
| PP |
0.8127 |
0.8127 |
0.8127 |
0.8120 |
| S1 |
0.8079 |
0.8079 |
0.8099 |
0.8066 |
| S2 |
0.8052 |
0.8052 |
0.8092 |
|
| S3 |
0.7978 |
0.8005 |
0.8086 |
|
| S4 |
0.7903 |
0.7930 |
0.8065 |
|
|
| Weekly Pivots for week ending 10-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8758 |
0.8640 |
0.8249 |
|
| R3 |
0.8570 |
0.8452 |
0.8198 |
|
| R2 |
0.8382 |
0.8382 |
0.8180 |
|
| R1 |
0.8264 |
0.8264 |
0.8163 |
0.8229 |
| PP |
0.8194 |
0.8194 |
0.8194 |
0.8177 |
| S1 |
0.8076 |
0.8076 |
0.8129 |
0.8041 |
| S2 |
0.8006 |
0.8006 |
0.8112 |
|
| S3 |
0.7818 |
0.7888 |
0.8094 |
|
| S4 |
0.7630 |
0.7700 |
0.8043 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8313 |
0.8100 |
0.0213 |
2.6% |
0.0090 |
1.1% |
3% |
False |
True |
144,550 |
| 10 |
0.8313 |
0.8088 |
0.0225 |
2.8% |
0.0077 |
1.0% |
8% |
False |
False |
137,168 |
| 20 |
0.8313 |
0.0810 |
0.7503 |
92.6% |
0.0059 |
0.7% |
97% |
False |
False |
115,176 |
| 40 |
0.8400 |
0.0810 |
0.7590 |
93.6% |
0.0065 |
0.8% |
96% |
False |
False |
73,031 |
| 60 |
0.8455 |
0.0810 |
0.7645 |
94.3% |
0.0058 |
0.7% |
95% |
False |
False |
48,770 |
| 80 |
0.8470 |
0.0810 |
0.7660 |
94.5% |
0.0057 |
0.7% |
95% |
False |
False |
36,602 |
| 100 |
0.8470 |
0.0810 |
0.7660 |
94.5% |
0.0052 |
0.6% |
95% |
False |
False |
29,289 |
| 120 |
0.8559 |
0.0810 |
0.7749 |
95.6% |
0.0048 |
0.6% |
94% |
False |
False |
24,412 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8491 |
|
2.618 |
0.8370 |
|
1.618 |
0.8295 |
|
1.000 |
0.8249 |
|
0.618 |
0.8221 |
|
HIGH |
0.8175 |
|
0.618 |
0.8146 |
|
0.500 |
0.8137 |
|
0.382 |
0.8128 |
|
LOW |
0.8100 |
|
0.618 |
0.8054 |
|
1.000 |
0.8026 |
|
1.618 |
0.7979 |
|
2.618 |
0.7905 |
|
4.250 |
0.7783 |
|
|
| Fisher Pivots for day following 13-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8137 |
0.8204 |
| PP |
0.8127 |
0.8171 |
| S1 |
0.8116 |
0.8139 |
|