CME Japanese Yen Future March 2016
| Trading Metrics calculated at close of trading on 21-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2015 |
21-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8084 |
0.8106 |
0.0022 |
0.3% |
0.8140 |
| High |
0.8084 |
0.8110 |
0.0026 |
0.3% |
0.8204 |
| Low |
0.8078 |
0.8076 |
-0.0002 |
0.0% |
0.8091 |
| Close |
0.8084 |
0.8106 |
0.0022 |
0.3% |
0.8096 |
| Range |
0.0006 |
0.0034 |
0.0028 |
458.3% |
0.0113 |
| ATR |
0.0043 |
0.0042 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 21-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8198 |
0.8185 |
0.8124 |
|
| R3 |
0.8164 |
0.8152 |
0.8115 |
|
| R2 |
0.8131 |
0.8131 |
0.8112 |
|
| R1 |
0.8118 |
0.8118 |
0.8109 |
0.8122 |
| PP |
0.8097 |
0.8097 |
0.8097 |
0.8099 |
| S1 |
0.8085 |
0.8085 |
0.8102 |
0.8089 |
| S2 |
0.8064 |
0.8064 |
0.8099 |
|
| S3 |
0.8030 |
0.8051 |
0.8096 |
|
| S4 |
0.7997 |
0.8018 |
0.8087 |
|
|
| Weekly Pivots for week ending 17-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8469 |
0.8395 |
0.8158 |
|
| R3 |
0.8356 |
0.8282 |
0.8127 |
|
| R2 |
0.8243 |
0.8243 |
0.8116 |
|
| R1 |
0.8169 |
0.8169 |
0.8106 |
0.8150 |
| PP |
0.8130 |
0.8130 |
0.8130 |
0.8120 |
| S1 |
0.8056 |
0.8056 |
0.8085 |
0.8037 |
| S2 |
0.8017 |
0.8017 |
0.8075 |
|
| S3 |
0.7904 |
0.7943 |
0.8064 |
|
| S4 |
0.7791 |
0.7830 |
0.8033 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8252 |
|
2.618 |
0.8197 |
|
1.618 |
0.8164 |
|
1.000 |
0.8143 |
|
0.618 |
0.8130 |
|
HIGH |
0.8110 |
|
0.618 |
0.8097 |
|
0.500 |
0.8093 |
|
0.382 |
0.8089 |
|
LOW |
0.8076 |
|
0.618 |
0.8055 |
|
1.000 |
0.8043 |
|
1.618 |
0.8022 |
|
2.618 |
0.7988 |
|
4.250 |
0.7934 |
|
|
| Fisher Pivots for day following 21-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8101 |
0.8101 |
| PP |
0.8097 |
0.8097 |
| S1 |
0.8093 |
0.8093 |
|