CME Japanese Yen Future September 2015
| Trading Metrics calculated at close of trading on 16-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2015 |
16-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8111 |
0.8083 |
-0.0028 |
-0.3% |
0.8205 |
| High |
0.8119 |
0.8087 |
-0.0032 |
-0.4% |
0.8313 |
| Low |
0.8071 |
0.8058 |
-0.0014 |
-0.2% |
0.8125 |
| Close |
0.8089 |
0.8061 |
-0.0028 |
-0.3% |
0.8146 |
| Range |
0.0048 |
0.0029 |
-0.0019 |
-38.9% |
0.0188 |
| ATR |
0.0354 |
0.0331 |
-0.0023 |
-6.5% |
0.0000 |
| Volume |
87,134 |
74,198 |
-12,936 |
-14.8% |
762,816 |
|
| Daily Pivots for day following 16-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8155 |
0.8137 |
0.8076 |
|
| R3 |
0.8126 |
0.8108 |
0.8068 |
|
| R2 |
0.8097 |
0.8097 |
0.8066 |
|
| R1 |
0.8079 |
0.8079 |
0.8063 |
0.8074 |
| PP |
0.8068 |
0.8068 |
0.8068 |
0.8066 |
| S1 |
0.8050 |
0.8050 |
0.8058 |
0.8045 |
| S2 |
0.8039 |
0.8039 |
0.8055 |
|
| S3 |
0.8010 |
0.8021 |
0.8053 |
|
| S4 |
0.7981 |
0.7992 |
0.8045 |
|
|
| 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 |
0.8241 |
0.8058 |
0.0183 |
2.3% |
0.0061 |
0.8% |
2% |
False |
True |
100,475 |
| 10 |
0.8313 |
0.8058 |
0.0255 |
3.2% |
0.0072 |
0.9% |
1% |
False |
True |
121,218 |
| 20 |
0.8313 |
0.0810 |
0.7503 |
93.1% |
0.0058 |
0.7% |
97% |
False |
False |
112,902 |
| 40 |
0.8313 |
0.0810 |
0.7503 |
93.1% |
0.0064 |
0.8% |
97% |
False |
False |
79,093 |
| 60 |
0.8455 |
0.0810 |
0.7645 |
94.8% |
0.0058 |
0.7% |
95% |
False |
False |
52,826 |
| 80 |
0.8470 |
0.0810 |
0.7660 |
95.0% |
0.0057 |
0.7% |
95% |
False |
False |
39,645 |
| 100 |
0.8470 |
0.0810 |
0.7660 |
95.0% |
0.0052 |
0.7% |
95% |
False |
False |
31,727 |
| 120 |
0.8559 |
0.0810 |
0.7749 |
96.1% |
0.0048 |
0.6% |
94% |
False |
False |
26,444 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8210 |
|
2.618 |
0.8162 |
|
1.618 |
0.8133 |
|
1.000 |
0.8116 |
|
0.618 |
0.8104 |
|
HIGH |
0.8087 |
|
0.618 |
0.8075 |
|
0.500 |
0.8072 |
|
0.382 |
0.8069 |
|
LOW |
0.8058 |
|
0.618 |
0.8040 |
|
1.000 |
0.8029 |
|
1.618 |
0.8011 |
|
2.618 |
0.7982 |
|
4.250 |
0.7934 |
|
|
| Fisher Pivots for day following 16-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8072 |
0.8100 |
| PP |
0.8068 |
0.8087 |
| S1 |
0.8064 |
0.8074 |
|