CME Japanese Yen Future March 2016
| Trading Metrics calculated at close of trading on 06-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2015 |
06-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8048 |
0.8045 |
-0.0003 |
0.0% |
0.8152 |
| High |
0.8087 |
0.8056 |
-0.0032 |
-0.4% |
0.8164 |
| Low |
0.8044 |
0.8045 |
0.0001 |
0.0% |
0.8073 |
| Close |
0.8044 |
0.8055 |
0.0011 |
0.1% |
0.8100 |
| Range |
0.0043 |
0.0011 |
-0.0033 |
-75.6% |
0.0092 |
| ATR |
0.0038 |
0.0036 |
-0.0002 |
-5.0% |
0.0000 |
| Volume |
1 |
7 |
6 |
600.0% |
38 |
|
| Daily Pivots for day following 06-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8083 |
0.8079 |
0.8060 |
|
| R3 |
0.8073 |
0.8069 |
0.8057 |
|
| R2 |
0.8062 |
0.8062 |
0.8056 |
|
| R1 |
0.8058 |
0.8058 |
0.8055 |
0.8060 |
| PP |
0.8052 |
0.8052 |
0.8052 |
0.8053 |
| S1 |
0.8048 |
0.8048 |
0.8054 |
0.8050 |
| S2 |
0.8041 |
0.8041 |
0.8053 |
|
| S3 |
0.8031 |
0.8037 |
0.8052 |
|
| S4 |
0.8020 |
0.8027 |
0.8049 |
|
|
| 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 |
0.8100 |
|
2.618 |
0.8083 |
|
1.618 |
0.8072 |
|
1.000 |
0.8066 |
|
0.618 |
0.8062 |
|
HIGH |
0.8056 |
|
0.618 |
0.8051 |
|
0.500 |
0.8050 |
|
0.382 |
0.8049 |
|
LOW |
0.8045 |
|
0.618 |
0.8039 |
|
1.000 |
0.8035 |
|
1.618 |
0.8028 |
|
2.618 |
0.8018 |
|
4.250 |
0.8000 |
|
|
| Fisher Pivots for day following 06-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8053 |
0.8076 |
| PP |
0.8052 |
0.8069 |
| S1 |
0.8050 |
0.8062 |
|