CME Japanese Yen Future December 2015
Trading Metrics calculated at close of trading on 19-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2015 |
19-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
0.8051 |
0.8052 |
0.0001 |
0.0% |
0.8056 |
High |
0.8064 |
0.8099 |
0.0036 |
0.4% |
0.8089 |
Low |
0.8048 |
0.8049 |
0.0001 |
0.0% |
0.7997 |
Close |
0.8053 |
0.8096 |
0.0043 |
0.5% |
0.8063 |
Range |
0.0016 |
0.0050 |
0.0035 |
222.6% |
0.0092 |
ATR |
0.0041 |
0.0042 |
0.0001 |
1.6% |
0.0000 |
Volume |
90 |
151 |
61 |
67.8% |
5,076 |
|
Daily Pivots for day following 19-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8231 |
0.8214 |
0.8124 |
|
R3 |
0.8181 |
0.8164 |
0.8110 |
|
R2 |
0.8131 |
0.8131 |
0.8105 |
|
R1 |
0.8114 |
0.8114 |
0.8101 |
0.8123 |
PP |
0.8081 |
0.8081 |
0.8081 |
0.8086 |
S1 |
0.8064 |
0.8064 |
0.8091 |
0.8073 |
S2 |
0.8031 |
0.8031 |
0.8087 |
|
S3 |
0.7981 |
0.8014 |
0.8082 |
|
S4 |
0.7931 |
0.7964 |
0.8069 |
|
|
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 |
0.8099 |
0.8039 |
0.0060 |
0.7% |
0.0027 |
0.3% |
95% |
True |
False |
251 |
10 |
0.8099 |
0.7997 |
0.0102 |
1.3% |
0.0037 |
0.5% |
97% |
True |
False |
592 |
20 |
0.8146 |
0.7997 |
0.0149 |
1.8% |
0.0037 |
0.5% |
67% |
False |
False |
367 |
40 |
0.8320 |
0.7997 |
0.0323 |
4.0% |
0.0043 |
0.5% |
31% |
False |
False |
289 |
60 |
0.8320 |
0.7977 |
0.0343 |
4.2% |
0.0046 |
0.6% |
35% |
False |
False |
230 |
80 |
0.8454 |
0.7977 |
0.0477 |
5.9% |
0.0042 |
0.5% |
25% |
False |
False |
178 |
100 |
0.8455 |
0.7977 |
0.0478 |
5.9% |
0.0038 |
0.5% |
25% |
False |
False |
143 |
120 |
0.8470 |
0.7977 |
0.0493 |
6.1% |
0.0037 |
0.5% |
24% |
False |
False |
121 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8312 |
2.618 |
0.8230 |
1.618 |
0.8180 |
1.000 |
0.8149 |
0.618 |
0.8130 |
HIGH |
0.8099 |
0.618 |
0.8080 |
0.500 |
0.8074 |
0.382 |
0.8068 |
LOW |
0.8049 |
0.618 |
0.8018 |
1.000 |
0.7999 |
1.618 |
0.7968 |
2.618 |
0.7918 |
4.250 |
0.7837 |
|
|
Fisher Pivots for day following 19-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8089 |
0.8088 |
PP |
0.8081 |
0.8080 |
S1 |
0.8074 |
0.8072 |
|