CME Japanese Yen Future December 2015
| Trading Metrics calculated at close of trading on 04-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2015 |
04-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8078 |
0.8080 |
0.0002 |
0.0% |
0.8102 |
| High |
0.8088 |
0.8088 |
0.0000 |
0.0% |
0.8146 |
| Low |
0.8065 |
0.8059 |
-0.0007 |
-0.1% |
0.8043 |
| Close |
0.8084 |
0.8059 |
-0.0025 |
-0.3% |
0.8080 |
| Range |
0.0023 |
0.0030 |
0.0007 |
28.3% |
0.0103 |
| ATR |
0.0044 |
0.0043 |
-0.0001 |
-2.4% |
0.0000 |
| Volume |
235 |
95 |
-140 |
-59.6% |
919 |
|
| Daily Pivots for day following 04-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8157 |
0.8137 |
0.8075 |
|
| R3 |
0.8127 |
0.8108 |
0.8067 |
|
| R2 |
0.8098 |
0.8098 |
0.8064 |
|
| R1 |
0.8078 |
0.8078 |
0.8061 |
0.8073 |
| PP |
0.8068 |
0.8068 |
0.8068 |
0.8066 |
| S1 |
0.8049 |
0.8049 |
0.8056 |
0.8044 |
| S2 |
0.8039 |
0.8039 |
0.8053 |
|
| S3 |
0.8009 |
0.8019 |
0.8050 |
|
| S4 |
0.7980 |
0.7990 |
0.8042 |
|
|
| Weekly Pivots for week ending 31-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8398 |
0.8342 |
0.8136 |
|
| R3 |
0.8295 |
0.8239 |
0.8108 |
|
| R2 |
0.8192 |
0.8192 |
0.8098 |
|
| R1 |
0.8136 |
0.8136 |
0.8089 |
0.8113 |
| PP |
0.8089 |
0.8089 |
0.8089 |
0.8078 |
| S1 |
0.8033 |
0.8033 |
0.8070 |
0.8010 |
| S2 |
0.7986 |
0.7986 |
0.8061 |
|
| S3 |
0.7883 |
0.7930 |
0.8051 |
|
| S4 |
0.7780 |
0.7827 |
0.8023 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8116 |
0.8043 |
0.0073 |
0.9% |
0.0032 |
0.4% |
22% |
False |
False |
205 |
| 10 |
0.8146 |
0.8043 |
0.0103 |
1.3% |
0.0034 |
0.4% |
16% |
False |
False |
147 |
| 20 |
0.8320 |
0.8043 |
0.0277 |
3.4% |
0.0044 |
0.5% |
6% |
False |
False |
171 |
| 40 |
0.8320 |
0.8037 |
0.0283 |
3.5% |
0.0046 |
0.6% |
8% |
False |
False |
174 |
| 60 |
0.8434 |
0.7977 |
0.0457 |
5.7% |
0.0045 |
0.6% |
18% |
False |
False |
133 |
| 80 |
0.8455 |
0.7977 |
0.0478 |
5.9% |
0.0041 |
0.5% |
17% |
False |
False |
104 |
| 100 |
0.8470 |
0.7977 |
0.0493 |
6.1% |
0.0038 |
0.5% |
17% |
False |
False |
85 |
| 120 |
0.8492 |
0.7977 |
0.0515 |
6.4% |
0.0035 |
0.4% |
16% |
False |
False |
71 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8213 |
|
2.618 |
0.8165 |
|
1.618 |
0.8136 |
|
1.000 |
0.8118 |
|
0.618 |
0.8106 |
|
HIGH |
0.8088 |
|
0.618 |
0.8077 |
|
0.500 |
0.8073 |
|
0.382 |
0.8070 |
|
LOW |
0.8059 |
|
0.618 |
0.8040 |
|
1.000 |
0.8029 |
|
1.618 |
0.8011 |
|
2.618 |
0.7981 |
|
4.250 |
0.7933 |
|
|
| Fisher Pivots for day following 04-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8073 |
0.8084 |
| PP |
0.8068 |
0.8075 |
| S1 |
0.8063 |
0.8067 |
|