CME Japanese Yen Future September 2015
| Trading Metrics calculated at close of trading on 14-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2015 |
14-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8164 |
0.8107 |
-0.0058 |
-0.7% |
0.8205 |
| High |
0.8175 |
0.8143 |
-0.0032 |
-0.4% |
0.8313 |
| Low |
0.8100 |
0.8088 |
-0.0013 |
-0.2% |
0.8125 |
| Close |
0.8106 |
0.8113 |
0.0007 |
0.1% |
0.8146 |
| Range |
0.0075 |
0.0055 |
-0.0020 |
-26.2% |
0.0188 |
| ATR |
0.0402 |
0.0377 |
-0.0025 |
-6.2% |
0.0000 |
| Volume |
114,191 |
82,488 |
-31,703 |
-27.8% |
762,816 |
|
| Daily Pivots for day following 14-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8279 |
0.8251 |
0.8143 |
|
| R3 |
0.8224 |
0.8196 |
0.8128 |
|
| R2 |
0.8169 |
0.8169 |
0.8123 |
|
| R1 |
0.8141 |
0.8141 |
0.8118 |
0.8155 |
| PP |
0.8114 |
0.8114 |
0.8114 |
0.8121 |
| S1 |
0.8086 |
0.8086 |
0.8108 |
0.8100 |
| S2 |
0.8059 |
0.8059 |
0.8103 |
|
| S3 |
0.8004 |
0.8031 |
0.8098 |
|
| S4 |
0.7949 |
0.7976 |
0.8083 |
|
|
| 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 |
0.8088 |
0.0225 |
2.8% |
0.0090 |
1.1% |
11% |
False |
True |
136,777 |
| 10 |
0.8313 |
0.8088 |
0.0225 |
2.8% |
0.0075 |
0.9% |
11% |
False |
True |
128,888 |
| 20 |
0.8313 |
0.0810 |
0.7503 |
92.5% |
0.0061 |
0.7% |
97% |
False |
False |
115,252 |
| 40 |
0.8390 |
0.0810 |
0.7580 |
93.4% |
0.0065 |
0.8% |
96% |
False |
False |
75,075 |
| 60 |
0.8455 |
0.0810 |
0.7645 |
94.2% |
0.0058 |
0.7% |
96% |
False |
False |
50,144 |
| 80 |
0.8470 |
0.0810 |
0.7660 |
94.4% |
0.0057 |
0.7% |
95% |
False |
False |
37,631 |
| 100 |
0.8470 |
0.0810 |
0.7660 |
94.4% |
0.0052 |
0.6% |
95% |
False |
False |
30,113 |
| 120 |
0.8559 |
0.0810 |
0.7749 |
95.5% |
0.0048 |
0.6% |
94% |
False |
False |
25,099 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8376 |
|
2.618 |
0.8286 |
|
1.618 |
0.8231 |
|
1.000 |
0.8198 |
|
0.618 |
0.8176 |
|
HIGH |
0.8143 |
|
0.618 |
0.8121 |
|
0.500 |
0.8115 |
|
0.382 |
0.8109 |
|
LOW |
0.8088 |
|
0.618 |
0.8054 |
|
1.000 |
0.8033 |
|
1.618 |
0.7999 |
|
2.618 |
0.7944 |
|
4.250 |
0.7854 |
|
|
| Fisher Pivots for day following 14-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8115 |
0.8164 |
| PP |
0.8114 |
0.8147 |
| S1 |
0.8114 |
0.8130 |
|