CME Japanese Yen Future December 2015
| Trading Metrics calculated at close of trading on 13-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2015 |
13-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8011 |
0.8064 |
0.0053 |
0.7% |
0.8078 |
| High |
0.8089 |
0.8064 |
-0.0025 |
-0.3% |
0.8088 |
| Low |
0.7997 |
0.8039 |
0.0042 |
0.5% |
0.8002 |
| Close |
0.8069 |
0.8051 |
-0.0018 |
-0.2% |
0.8072 |
| Range |
0.0092 |
0.0025 |
-0.0067 |
-73.2% |
0.0087 |
| ATR |
0.0048 |
0.0046 |
-0.0001 |
-2.6% |
0.0000 |
| Volume |
596 |
798 |
202 |
33.9% |
913 |
|
| Daily Pivots for day following 13-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8125 |
0.8112 |
0.8064 |
|
| R3 |
0.8100 |
0.8088 |
0.8058 |
|
| R2 |
0.8076 |
0.8076 |
0.8055 |
|
| R1 |
0.8063 |
0.8063 |
0.8053 |
0.8057 |
| PP |
0.8051 |
0.8051 |
0.8051 |
0.8048 |
| S1 |
0.8039 |
0.8039 |
0.8049 |
0.8033 |
| S2 |
0.8027 |
0.8027 |
0.8047 |
|
| S3 |
0.8002 |
0.8014 |
0.8044 |
|
| S4 |
0.7978 |
0.7990 |
0.8038 |
|
|
| Weekly Pivots for week ending 07-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8313 |
0.8279 |
0.8119 |
|
| R3 |
0.8227 |
0.8192 |
0.8095 |
|
| R2 |
0.8140 |
0.8140 |
0.8087 |
|
| R1 |
0.8106 |
0.8106 |
0.8079 |
0.8080 |
| PP |
0.8054 |
0.8054 |
0.8054 |
0.8041 |
| S1 |
0.8019 |
0.8019 |
0.8064 |
0.7993 |
| S2 |
0.7967 |
0.7967 |
0.8056 |
|
| S3 |
0.7881 |
0.7933 |
0.8048 |
|
| S4 |
0.7794 |
0.7846 |
0.8024 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8089 |
0.7997 |
0.0092 |
1.1% |
0.0048 |
0.6% |
59% |
False |
False |
1,013 |
| 10 |
0.8109 |
0.7997 |
0.0112 |
1.4% |
0.0044 |
0.5% |
48% |
False |
False |
633 |
| 20 |
0.8146 |
0.7997 |
0.0149 |
1.8% |
0.0038 |
0.5% |
36% |
False |
False |
370 |
| 40 |
0.8320 |
0.7997 |
0.0323 |
4.0% |
0.0045 |
0.6% |
17% |
False |
False |
282 |
| 60 |
0.8320 |
0.7977 |
0.0343 |
4.3% |
0.0048 |
0.6% |
22% |
False |
False |
223 |
| 80 |
0.8454 |
0.7977 |
0.0477 |
5.9% |
0.0042 |
0.5% |
16% |
False |
False |
172 |
| 100 |
0.8470 |
0.7977 |
0.0493 |
6.1% |
0.0038 |
0.5% |
15% |
False |
False |
139 |
| 120 |
0.8470 |
0.7977 |
0.0493 |
6.1% |
0.0037 |
0.5% |
15% |
False |
False |
117 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8168 |
|
2.618 |
0.8128 |
|
1.618 |
0.8103 |
|
1.000 |
0.8088 |
|
0.618 |
0.8079 |
|
HIGH |
0.8064 |
|
0.618 |
0.8054 |
|
0.500 |
0.8051 |
|
0.382 |
0.8048 |
|
LOW |
0.8039 |
|
0.618 |
0.8024 |
|
1.000 |
0.8015 |
|
1.618 |
0.7999 |
|
2.618 |
0.7975 |
|
4.250 |
0.7935 |
|
|
| Fisher Pivots for day following 13-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8051 |
0.8048 |
| PP |
0.8051 |
0.8046 |
| S1 |
0.8051 |
0.8043 |
|