CME Japanese Yen Future December 2015
| Trading Metrics calculated at close of trading on 17-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2015 |
17-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8048 |
0.8051 |
0.0003 |
0.0% |
0.8056 |
| High |
0.8073 |
0.8063 |
-0.0010 |
-0.1% |
0.8089 |
| Low |
0.8048 |
0.8044 |
-0.0004 |
0.0% |
0.7997 |
| Close |
0.8063 |
0.8052 |
-0.0012 |
-0.1% |
0.8063 |
| Range |
0.0025 |
0.0019 |
-0.0006 |
-24.0% |
0.0092 |
| ATR |
0.0045 |
0.0043 |
-0.0002 |
-4.1% |
0.0000 |
| Volume |
164 |
55 |
-109 |
-66.5% |
5,076 |
|
| Daily Pivots for day following 17-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8110 |
0.8100 |
0.8062 |
|
| R3 |
0.8091 |
0.8081 |
0.8057 |
|
| R2 |
0.8072 |
0.8072 |
0.8055 |
|
| R1 |
0.8062 |
0.8062 |
0.8053 |
0.8067 |
| PP |
0.8053 |
0.8053 |
0.8053 |
0.8055 |
| S1 |
0.8043 |
0.8043 |
0.8050 |
0.8048 |
| S2 |
0.8034 |
0.8034 |
0.8048 |
|
| S3 |
0.8015 |
0.8024 |
0.8046 |
|
| S4 |
0.7996 |
0.8005 |
0.8041 |
|
|
| Weekly Pivots for week ending 14-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8324 |
0.8285 |
0.8113 |
|
| R3 |
0.8233 |
0.8194 |
0.8088 |
|
| R2 |
0.8141 |
0.8141 |
0.8080 |
|
| R1 |
0.8102 |
0.8102 |
0.8071 |
0.8122 |
| PP |
0.8050 |
0.8050 |
0.8050 |
0.8059 |
| S1 |
0.8011 |
0.8011 |
0.8055 |
0.8030 |
| S2 |
0.7958 |
0.7958 |
0.8046 |
|
| S3 |
0.7867 |
0.7919 |
0.8038 |
|
| S4 |
0.7775 |
0.7828 |
0.8013 |
|
|
| 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% |
0.0040 |
0.5% |
60% |
False |
False |
818 |
| 10 |
0.8089 |
0.7997 |
0.0092 |
1.1% |
0.0041 |
0.5% |
60% |
False |
False |
580 |
| 20 |
0.8146 |
0.7997 |
0.0149 |
1.8% |
0.0038 |
0.5% |
37% |
False |
False |
370 |
| 40 |
0.8320 |
0.7997 |
0.0323 |
4.0% |
0.0044 |
0.5% |
17% |
False |
False |
284 |
| 60 |
0.8320 |
0.7977 |
0.0343 |
4.3% |
0.0048 |
0.6% |
22% |
False |
False |
226 |
| 80 |
0.8454 |
0.7977 |
0.0477 |
5.9% |
0.0042 |
0.5% |
16% |
False |
False |
175 |
| 100 |
0.8455 |
0.7977 |
0.0478 |
5.9% |
0.0038 |
0.5% |
16% |
False |
False |
141 |
| 120 |
0.8470 |
0.7977 |
0.0493 |
6.1% |
0.0037 |
0.5% |
15% |
False |
False |
119 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8144 |
|
2.618 |
0.8113 |
|
1.618 |
0.8094 |
|
1.000 |
0.8082 |
|
0.618 |
0.8075 |
|
HIGH |
0.8063 |
|
0.618 |
0.8056 |
|
0.500 |
0.8054 |
|
0.382 |
0.8051 |
|
LOW |
0.8044 |
|
0.618 |
0.8032 |
|
1.000 |
0.8025 |
|
1.618 |
0.8013 |
|
2.618 |
0.7994 |
|
4.250 |
0.7963 |
|
|
| Fisher Pivots for day following 17-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8054 |
0.8056 |
| PP |
0.8053 |
0.8055 |
| S1 |
0.8052 |
0.8053 |
|