CME Japanese Yen Future December 2015
| Trading Metrics calculated at close of trading on 20-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2015 |
20-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8052 |
0.8085 |
0.0033 |
0.4% |
0.8056 |
| High |
0.8099 |
0.8121 |
0.0022 |
0.3% |
0.8089 |
| Low |
0.8049 |
0.8070 |
0.0021 |
0.3% |
0.7997 |
| Close |
0.8096 |
0.8115 |
0.0019 |
0.2% |
0.8063 |
| Range |
0.0050 |
0.0051 |
0.0001 |
2.0% |
0.0092 |
| ATR |
0.0042 |
0.0042 |
0.0001 |
1.6% |
0.0000 |
| Volume |
151 |
436 |
285 |
188.7% |
5,076 |
|
| Daily Pivots for day following 20-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8255 |
0.8236 |
0.8143 |
|
| R3 |
0.8204 |
0.8185 |
0.8129 |
|
| R2 |
0.8153 |
0.8153 |
0.8124 |
|
| R1 |
0.8134 |
0.8134 |
0.8120 |
0.8143 |
| PP |
0.8102 |
0.8102 |
0.8102 |
0.8106 |
| S1 |
0.8083 |
0.8083 |
0.8110 |
0.8092 |
| S2 |
0.8051 |
0.8051 |
0.8106 |
|
| S3 |
0.8000 |
0.8032 |
0.8101 |
|
| S4 |
0.7949 |
0.7981 |
0.8087 |
|
|
| 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 |
0.8121 |
0.8044 |
0.0077 |
0.9% |
0.0032 |
0.4% |
93% |
True |
False |
179 |
| 10 |
0.8121 |
0.7997 |
0.0124 |
1.5% |
0.0040 |
0.5% |
96% |
True |
False |
596 |
| 20 |
0.8146 |
0.7997 |
0.0149 |
1.8% |
0.0039 |
0.5% |
79% |
False |
False |
387 |
| 40 |
0.8320 |
0.7997 |
0.0323 |
4.0% |
0.0044 |
0.5% |
37% |
False |
False |
298 |
| 60 |
0.8320 |
0.7977 |
0.0343 |
4.2% |
0.0046 |
0.6% |
40% |
False |
False |
236 |
| 80 |
0.8454 |
0.7977 |
0.0477 |
5.9% |
0.0043 |
0.5% |
29% |
False |
False |
183 |
| 100 |
0.8455 |
0.7977 |
0.0478 |
5.9% |
0.0039 |
0.5% |
29% |
False |
False |
147 |
| 120 |
0.8470 |
0.7977 |
0.0493 |
6.1% |
0.0038 |
0.5% |
28% |
False |
False |
124 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8337 |
|
2.618 |
0.8254 |
|
1.618 |
0.8203 |
|
1.000 |
0.8172 |
|
0.618 |
0.8152 |
|
HIGH |
0.8121 |
|
0.618 |
0.8101 |
|
0.500 |
0.8095 |
|
0.382 |
0.8089 |
|
LOW |
0.8070 |
|
0.618 |
0.8038 |
|
1.000 |
0.8019 |
|
1.618 |
0.7987 |
|
2.618 |
0.7936 |
|
4.250 |
0.7853 |
|
|
| Fisher Pivots for day following 20-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8108 |
0.8105 |
| PP |
0.8102 |
0.8095 |
| S1 |
0.8095 |
0.8084 |
|