CME Japanese Yen Future December 2015
| Trading Metrics calculated at close of trading on 01-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2015 |
01-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8184 |
0.8183 |
-0.0001 |
0.0% |
0.8166 |
| High |
0.8219 |
0.8183 |
-0.0036 |
-0.4% |
0.8166 |
| Low |
0.8183 |
0.8135 |
-0.0048 |
-0.6% |
0.8061 |
| Close |
0.8195 |
0.8140 |
-0.0056 |
-0.7% |
0.8096 |
| Range |
0.0036 |
0.0048 |
0.0012 |
33.3% |
0.0105 |
| ATR |
0.0051 |
0.0052 |
0.0001 |
1.2% |
0.0000 |
| Volume |
368 |
800 |
432 |
117.4% |
273 |
|
| Daily Pivots for day following 01-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8297 |
0.8266 |
0.8166 |
|
| R3 |
0.8249 |
0.8218 |
0.8153 |
|
| R2 |
0.8201 |
0.8201 |
0.8148 |
|
| R1 |
0.8170 |
0.8170 |
0.8144 |
0.8161 |
| PP |
0.8153 |
0.8153 |
0.8153 |
0.8148 |
| S1 |
0.8122 |
0.8122 |
0.8135 |
0.8113 |
| S2 |
0.8105 |
0.8105 |
0.8131 |
|
| S3 |
0.8057 |
0.8074 |
0.8126 |
|
| S4 |
0.8009 |
0.8026 |
0.8113 |
|
|
| Weekly Pivots for week ending 26-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8423 |
0.8364 |
0.8153 |
|
| R3 |
0.8318 |
0.8259 |
0.8124 |
|
| R2 |
0.8213 |
0.8213 |
0.8115 |
|
| R1 |
0.8154 |
0.8154 |
0.8105 |
0.8131 |
| PP |
0.8108 |
0.8108 |
0.8108 |
0.8096 |
| S1 |
0.8049 |
0.8049 |
0.8086 |
0.8026 |
| S2 |
0.8003 |
0.8003 |
0.8076 |
|
| S3 |
0.7898 |
0.7944 |
0.8067 |
|
| S4 |
0.7793 |
0.7839 |
0.8038 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8219 |
0.8086 |
0.0134 |
1.6% |
0.0044 |
0.5% |
40% |
False |
False |
268 |
| 10 |
0.8219 |
0.8061 |
0.0158 |
1.9% |
0.0045 |
0.5% |
50% |
False |
False |
161 |
| 20 |
0.8219 |
0.7977 |
0.0242 |
3.0% |
0.0049 |
0.6% |
67% |
False |
False |
160 |
| 40 |
0.8434 |
0.7977 |
0.0457 |
5.6% |
0.0044 |
0.5% |
36% |
False |
False |
101 |
| 60 |
0.8455 |
0.7977 |
0.0478 |
5.9% |
0.0038 |
0.5% |
34% |
False |
False |
69 |
| 80 |
0.8470 |
0.7977 |
0.0493 |
6.1% |
0.0036 |
0.4% |
33% |
False |
False |
54 |
| 100 |
0.8492 |
0.7977 |
0.0515 |
6.3% |
0.0033 |
0.4% |
32% |
False |
False |
44 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8387 |
|
2.618 |
0.8309 |
|
1.618 |
0.8261 |
|
1.000 |
0.8231 |
|
0.618 |
0.8213 |
|
HIGH |
0.8183 |
|
0.618 |
0.8165 |
|
0.500 |
0.8159 |
|
0.382 |
0.8153 |
|
LOW |
0.8135 |
|
0.618 |
0.8105 |
|
1.000 |
0.8087 |
|
1.618 |
0.8057 |
|
2.618 |
0.8009 |
|
4.250 |
0.7931 |
|
|
| Fisher Pivots for day following 01-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8159 |
0.8177 |
| PP |
0.8153 |
0.8165 |
| S1 |
0.8146 |
0.8152 |
|