CME Japanese Yen Future December 2015
Trading Metrics calculated at close of trading on 10-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2015 |
10-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
0.8317 |
0.8250 |
-0.0067 |
-0.8% |
0.8145 |
High |
0.8317 |
0.8250 |
-0.0067 |
-0.8% |
0.8320 |
Low |
0.8248 |
0.8158 |
-0.0091 |
-1.1% |
0.8144 |
Close |
0.8262 |
0.8159 |
-0.0103 |
-1.2% |
0.8159 |
Range |
0.0069 |
0.0093 |
0.0024 |
34.1% |
0.0176 |
ATR |
0.0058 |
0.0062 |
0.0003 |
5.6% |
0.0000 |
Volume |
416 |
135 |
-281 |
-67.5% |
1,262 |
|
Daily Pivots for day following 10-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8466 |
0.8405 |
0.8209 |
|
R3 |
0.8374 |
0.8312 |
0.8184 |
|
R2 |
0.8281 |
0.8281 |
0.8175 |
|
R1 |
0.8220 |
0.8220 |
0.8167 |
0.8204 |
PP |
0.8189 |
0.8189 |
0.8189 |
0.8181 |
S1 |
0.8127 |
0.8127 |
0.8150 |
0.8112 |
S2 |
0.8096 |
0.8096 |
0.8142 |
|
S3 |
0.8004 |
0.8035 |
0.8133 |
|
S4 |
0.7911 |
0.7942 |
0.8108 |
|
|
Weekly Pivots for week ending 10-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8734 |
0.8622 |
0.8255 |
|
R3 |
0.8558 |
0.8446 |
0.8207 |
|
R2 |
0.8383 |
0.8383 |
0.8191 |
|
R1 |
0.8271 |
0.8271 |
0.8175 |
0.8327 |
PP |
0.8207 |
0.8207 |
0.8207 |
0.8235 |
S1 |
0.8095 |
0.8095 |
0.8142 |
0.8151 |
S2 |
0.8032 |
0.8032 |
0.8126 |
|
S3 |
0.7856 |
0.7920 |
0.8110 |
|
S4 |
0.7681 |
0.7744 |
0.8062 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8320 |
0.8144 |
0.0176 |
2.2% |
0.0080 |
1.0% |
8% |
False |
False |
252 |
10 |
0.8320 |
0.8086 |
0.0234 |
2.9% |
0.0063 |
0.8% |
31% |
False |
False |
286 |
20 |
0.8320 |
0.8061 |
0.0259 |
3.2% |
0.0050 |
0.6% |
38% |
False |
False |
165 |
40 |
0.8434 |
0.7977 |
0.0457 |
5.6% |
0.0052 |
0.6% |
40% |
False |
False |
133 |
60 |
0.8455 |
0.7977 |
0.0478 |
5.9% |
0.0042 |
0.5% |
38% |
False |
False |
95 |
80 |
0.8470 |
0.7977 |
0.0493 |
6.0% |
0.0039 |
0.5% |
37% |
False |
False |
73 |
100 |
0.8470 |
0.7977 |
0.0493 |
6.0% |
0.0035 |
0.4% |
37% |
False |
False |
59 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8643 |
2.618 |
0.8492 |
1.618 |
0.8400 |
1.000 |
0.8343 |
0.618 |
0.8307 |
HIGH |
0.8250 |
0.618 |
0.8215 |
0.500 |
0.8204 |
0.382 |
0.8193 |
LOW |
0.8158 |
0.618 |
0.8100 |
1.000 |
0.8065 |
1.618 |
0.8008 |
2.618 |
0.7915 |
4.250 |
0.7764 |
|
|
Fisher Pivots for day following 10-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8204 |
0.8239 |
PP |
0.8189 |
0.8212 |
S1 |
0.8174 |
0.8185 |
|