CME Japanese Yen Future March 2016
| Trading Metrics calculated at close of trading on 03-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2015 |
03-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8111 |
0.8108 |
-0.0003 |
0.0% |
0.8152 |
| High |
0.8126 |
0.8108 |
-0.0018 |
-0.2% |
0.8164 |
| Low |
0.8080 |
0.8087 |
0.0007 |
0.1% |
0.8073 |
| Close |
0.8100 |
0.8103 |
0.0004 |
0.0% |
0.8100 |
| Range |
0.0046 |
0.0021 |
-0.0025 |
-53.8% |
0.0092 |
| ATR |
0.0040 |
0.0039 |
-0.0001 |
-3.4% |
0.0000 |
| Volume |
3 |
7 |
4 |
133.3% |
38 |
|
| Daily Pivots for day following 03-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8162 |
0.8154 |
0.8115 |
|
| R3 |
0.8141 |
0.8133 |
0.8109 |
|
| R2 |
0.8120 |
0.8120 |
0.8107 |
|
| R1 |
0.8112 |
0.8112 |
0.8105 |
0.8106 |
| PP |
0.8099 |
0.8099 |
0.8099 |
0.8096 |
| S1 |
0.8091 |
0.8091 |
0.8101 |
0.8085 |
| S2 |
0.8078 |
0.8078 |
0.8099 |
|
| S3 |
0.8057 |
0.8070 |
0.8097 |
|
| S4 |
0.8036 |
0.8049 |
0.8091 |
|
|
| Weekly Pivots for week ending 31-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8387 |
0.8335 |
0.8150 |
|
| R3 |
0.8295 |
0.8243 |
0.8125 |
|
| R2 |
0.8204 |
0.8204 |
0.8116 |
|
| R1 |
0.8152 |
0.8152 |
0.8108 |
0.8132 |
| PP |
0.8112 |
0.8112 |
0.8112 |
0.8102 |
| S1 |
0.8060 |
0.8060 |
0.8091 |
0.8040 |
| S2 |
0.8021 |
0.8021 |
0.8083 |
|
| S3 |
0.7929 |
0.7969 |
0.8074 |
|
| S4 |
0.7838 |
0.7877 |
0.8049 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8197 |
|
2.618 |
0.8163 |
|
1.618 |
0.8142 |
|
1.000 |
0.8129 |
|
0.618 |
0.8121 |
|
HIGH |
0.8108 |
|
0.618 |
0.8100 |
|
0.500 |
0.8098 |
|
0.382 |
0.8095 |
|
LOW |
0.8087 |
|
0.618 |
0.8074 |
|
1.000 |
0.8066 |
|
1.618 |
0.8053 |
|
2.618 |
0.8032 |
|
4.250 |
0.7998 |
|
|
| Fisher Pivots for day following 03-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8101 |
0.8102 |
| PP |
0.8099 |
0.8100 |
| S1 |
0.8098 |
0.8099 |
|