CME Japanese Yen Future December 2015
| Trading Metrics calculated at close of trading on 20-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2015 |
20-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8075 |
0.8073 |
-0.0003 |
0.0% |
0.8174 |
| High |
0.8083 |
0.8075 |
-0.0008 |
-0.1% |
0.8174 |
| Low |
0.8073 |
0.8048 |
-0.0025 |
-0.3% |
0.8071 |
| Close |
0.8075 |
0.8063 |
-0.0012 |
-0.1% |
0.8075 |
| Range |
0.0010 |
0.0027 |
0.0017 |
170.0% |
0.0103 |
| ATR |
0.0054 |
0.0052 |
-0.0002 |
-3.6% |
0.0000 |
| Volume |
50 |
153 |
103 |
206.0% |
749 |
|
| Daily Pivots for day following 20-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8143 |
0.8130 |
0.8078 |
|
| R3 |
0.8116 |
0.8103 |
0.8070 |
|
| R2 |
0.8089 |
0.8089 |
0.8068 |
|
| R1 |
0.8076 |
0.8076 |
0.8065 |
0.8069 |
| PP |
0.8062 |
0.8062 |
0.8062 |
0.8059 |
| S1 |
0.8049 |
0.8049 |
0.8061 |
0.8042 |
| S2 |
0.8035 |
0.8035 |
0.8058 |
|
| S3 |
0.8008 |
0.8022 |
0.8056 |
|
| S4 |
0.7981 |
0.7995 |
0.8048 |
|
|
| Weekly Pivots for week ending 17-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8415 |
0.8348 |
0.8132 |
|
| R3 |
0.8312 |
0.8245 |
0.8103 |
|
| R2 |
0.8209 |
0.8209 |
0.8094 |
|
| R1 |
0.8142 |
0.8142 |
0.8084 |
0.8124 |
| PP |
0.8106 |
0.8106 |
0.8106 |
0.8097 |
| S1 |
0.8039 |
0.8039 |
0.8066 |
0.8021 |
| S2 |
0.8003 |
0.8003 |
0.8056 |
|
| S3 |
0.7900 |
0.7936 |
0.8047 |
|
| S4 |
0.7797 |
0.7833 |
0.8018 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8152 |
0.8048 |
0.0104 |
1.3% |
0.0028 |
0.4% |
14% |
False |
True |
140 |
| 10 |
0.8320 |
0.8048 |
0.0272 |
3.4% |
0.0054 |
0.7% |
6% |
False |
True |
185 |
| 20 |
0.8320 |
0.8048 |
0.0272 |
3.4% |
0.0049 |
0.6% |
6% |
False |
True |
198 |
| 40 |
0.8320 |
0.7977 |
0.0343 |
4.2% |
0.0052 |
0.6% |
25% |
False |
False |
154 |
| 60 |
0.8454 |
0.7977 |
0.0477 |
5.9% |
0.0043 |
0.5% |
18% |
False |
False |
110 |
| 80 |
0.8455 |
0.7977 |
0.0478 |
5.9% |
0.0038 |
0.5% |
18% |
False |
False |
84 |
| 100 |
0.8470 |
0.7977 |
0.0493 |
6.1% |
0.0037 |
0.5% |
17% |
False |
False |
68 |
| 120 |
0.8598 |
0.7977 |
0.0621 |
7.7% |
0.0034 |
0.4% |
14% |
False |
False |
58 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8190 |
|
2.618 |
0.8146 |
|
1.618 |
0.8119 |
|
1.000 |
0.8102 |
|
0.618 |
0.8092 |
|
HIGH |
0.8075 |
|
0.618 |
0.8065 |
|
0.500 |
0.8062 |
|
0.382 |
0.8058 |
|
LOW |
0.8048 |
|
0.618 |
0.8031 |
|
1.000 |
0.8021 |
|
1.618 |
0.8004 |
|
2.618 |
0.7977 |
|
4.250 |
0.7933 |
|
|
| Fisher Pivots for day following 20-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8063 |
0.8070 |
| PP |
0.8062 |
0.8068 |
| S1 |
0.8062 |
0.8065 |
|