CME Japanese Yen Future March 2016
| Trading Metrics calculated at close of trading on 29-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2015 |
29-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8126 |
0.8122 |
-0.0004 |
0.0% |
0.8084 |
| High |
0.8160 |
0.8146 |
-0.0014 |
-0.2% |
0.8127 |
| Low |
0.8123 |
0.8100 |
-0.0023 |
-0.3% |
0.8076 |
| Close |
0.8126 |
0.8111 |
-0.0016 |
-0.2% |
0.8118 |
| Range |
0.0037 |
0.0046 |
0.0010 |
26.0% |
0.0051 |
| ATR |
0.0039 |
0.0040 |
0.0000 |
1.2% |
0.0000 |
| Volume |
0 |
11 |
11 |
|
0 |
|
| Daily Pivots for day following 29-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8257 |
0.8230 |
0.8136 |
|
| R3 |
0.8211 |
0.8184 |
0.8123 |
|
| R2 |
0.8165 |
0.8165 |
0.8119 |
|
| R1 |
0.8138 |
0.8138 |
0.8115 |
0.8128 |
| PP |
0.8119 |
0.8119 |
0.8119 |
0.8114 |
| S1 |
0.8092 |
0.8092 |
0.8106 |
0.8082 |
| S2 |
0.8073 |
0.8073 |
0.8102 |
|
| S3 |
0.8027 |
0.8046 |
0.8098 |
|
| S4 |
0.7981 |
0.8000 |
0.8085 |
|
|
| Weekly Pivots for week ending 24-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8260 |
0.8240 |
0.8146 |
|
| R3 |
0.8209 |
0.8189 |
0.8132 |
|
| R2 |
0.8158 |
0.8158 |
0.8127 |
|
| R1 |
0.8138 |
0.8138 |
0.8123 |
0.8148 |
| PP |
0.8107 |
0.8107 |
0.8107 |
0.8112 |
| S1 |
0.8087 |
0.8087 |
0.8113 |
0.8097 |
| S2 |
0.8056 |
0.8056 |
0.8109 |
|
| S3 |
0.8005 |
0.8036 |
0.8104 |
|
| S4 |
0.7954 |
0.7985 |
0.8090 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8342 |
|
2.618 |
0.8266 |
|
1.618 |
0.8220 |
|
1.000 |
0.8192 |
|
0.618 |
0.8174 |
|
HIGH |
0.8146 |
|
0.618 |
0.8128 |
|
0.500 |
0.8123 |
|
0.382 |
0.8118 |
|
LOW |
0.8100 |
|
0.618 |
0.8072 |
|
1.000 |
0.8054 |
|
1.618 |
0.8026 |
|
2.618 |
0.7980 |
|
4.250 |
0.7905 |
|
|
| Fisher Pivots for day following 29-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8123 |
0.8132 |
| PP |
0.8119 |
0.8125 |
| S1 |
0.8115 |
0.8118 |
|