CME Japanese Yen Future September 2015
| Trading Metrics calculated at close of trading on 22-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2015 |
22-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8050 |
0.8076 |
0.0026 |
0.3% |
0.8164 |
| High |
0.8084 |
0.8097 |
0.0013 |
0.2% |
0.8175 |
| Low |
0.8038 |
0.8058 |
0.0020 |
0.2% |
0.8054 |
| Close |
0.8072 |
0.8064 |
-0.0009 |
-0.1% |
0.8063 |
| Range |
0.0046 |
0.0039 |
-0.0007 |
-15.2% |
0.0121 |
| ATR |
0.0271 |
0.0254 |
-0.0017 |
-6.1% |
0.0000 |
| Volume |
77,961 |
74,280 |
-3,681 |
-4.7% |
412,382 |
|
| Daily Pivots for day following 22-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8190 |
0.8166 |
0.8085 |
|
| R3 |
0.8151 |
0.8127 |
0.8074 |
|
| R2 |
0.8112 |
0.8112 |
0.8071 |
|
| R1 |
0.8088 |
0.8088 |
0.8067 |
0.8080 |
| PP |
0.8073 |
0.8073 |
0.8073 |
0.8069 |
| S1 |
0.8049 |
0.8049 |
0.8060 |
0.8041 |
| S2 |
0.8034 |
0.8034 |
0.8056 |
|
| S3 |
0.7995 |
0.8010 |
0.8053 |
|
| S4 |
0.7956 |
0.7971 |
0.8042 |
|
|
| Weekly Pivots for week ending 17-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8459 |
0.8381 |
0.8129 |
|
| R3 |
0.8338 |
0.8261 |
0.8096 |
|
| R2 |
0.8218 |
0.8218 |
0.8085 |
|
| R1 |
0.8140 |
0.8140 |
0.8074 |
0.8119 |
| PP |
0.8097 |
0.8097 |
0.8097 |
0.8086 |
| S1 |
0.8020 |
0.8020 |
0.8051 |
0.7998 |
| S2 |
0.7977 |
0.7977 |
0.8040 |
|
| S3 |
0.7856 |
0.7899 |
0.8029 |
|
| S4 |
0.7736 |
0.7779 |
0.7996 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8097 |
0.8037 |
0.0060 |
0.7% |
0.0032 |
0.4% |
45% |
True |
False |
66,311 |
| 10 |
0.8308 |
0.8037 |
0.0271 |
3.4% |
0.0051 |
0.6% |
10% |
False |
False |
88,697 |
| 20 |
0.8313 |
0.8037 |
0.0276 |
3.4% |
0.0059 |
0.7% |
10% |
False |
False |
105,975 |
| 40 |
0.8313 |
0.0810 |
0.7503 |
93.0% |
0.0061 |
0.8% |
97% |
False |
False |
85,398 |
| 60 |
0.8455 |
0.0810 |
0.7645 |
94.8% |
0.0057 |
0.7% |
95% |
False |
False |
57,105 |
| 80 |
0.8455 |
0.0810 |
0.7645 |
94.8% |
0.0055 |
0.7% |
95% |
False |
False |
42,857 |
| 100 |
0.8470 |
0.0810 |
0.7660 |
95.0% |
0.0053 |
0.7% |
95% |
False |
False |
34,300 |
| 120 |
0.8559 |
0.0810 |
0.7749 |
96.1% |
0.0049 |
0.6% |
94% |
False |
False |
28,588 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8262 |
|
2.618 |
0.8199 |
|
1.618 |
0.8160 |
|
1.000 |
0.8136 |
|
0.618 |
0.8121 |
|
HIGH |
0.8097 |
|
0.618 |
0.8082 |
|
0.500 |
0.8077 |
|
0.382 |
0.8072 |
|
LOW |
0.8058 |
|
0.618 |
0.8033 |
|
1.000 |
0.8019 |
|
1.618 |
0.7994 |
|
2.618 |
0.7955 |
|
4.250 |
0.7892 |
|
|
| Fisher Pivots for day following 22-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8077 |
0.8067 |
| PP |
0.8073 |
0.8066 |
| S1 |
0.8068 |
0.8065 |
|