CME Japanese Yen Future March 2016
| Trading Metrics calculated at close of trading on 14-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2015 |
14-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8072 |
0.8084 |
0.0013 |
0.2% |
0.8078 |
| High |
0.8072 |
0.8092 |
0.0020 |
0.2% |
0.8111 |
| Low |
0.8065 |
0.8070 |
0.0005 |
0.1% |
0.8017 |
| Close |
0.8072 |
0.8084 |
0.0013 |
0.2% |
0.8084 |
| Range |
0.0007 |
0.0022 |
0.0015 |
214.3% |
0.0094 |
| ATR |
0.0040 |
0.0039 |
-0.0001 |
-3.3% |
0.0000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 14-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8148 |
0.8138 |
0.8096 |
|
| R3 |
0.8126 |
0.8116 |
0.8090 |
|
| R2 |
0.8104 |
0.8104 |
0.8088 |
|
| R1 |
0.8094 |
0.8094 |
0.8086 |
0.8095 |
| PP |
0.8082 |
0.8082 |
0.8082 |
0.8082 |
| S1 |
0.8072 |
0.8072 |
0.8082 |
0.8073 |
| S2 |
0.8060 |
0.8060 |
0.8080 |
|
| S3 |
0.8038 |
0.8050 |
0.8078 |
|
| S4 |
0.8016 |
0.8028 |
0.8072 |
|
|
| Weekly Pivots for week ending 14-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8351 |
0.8311 |
0.8135 |
|
| R3 |
0.8258 |
0.8218 |
0.8110 |
|
| R2 |
0.8164 |
0.8164 |
0.8101 |
|
| R1 |
0.8124 |
0.8124 |
0.8093 |
0.8144 |
| PP |
0.8071 |
0.8071 |
0.8071 |
0.8081 |
| S1 |
0.8031 |
0.8031 |
0.8075 |
0.8051 |
| S2 |
0.7977 |
0.7977 |
0.8067 |
|
| S3 |
0.7884 |
0.7937 |
0.8058 |
|
| S4 |
0.7790 |
0.7844 |
0.8033 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8185 |
|
2.618 |
0.8149 |
|
1.618 |
0.8127 |
|
1.000 |
0.8114 |
|
0.618 |
0.8105 |
|
HIGH |
0.8092 |
|
0.618 |
0.8083 |
|
0.500 |
0.8081 |
|
0.382 |
0.8078 |
|
LOW |
0.8070 |
|
0.618 |
0.8056 |
|
1.000 |
0.8048 |
|
1.618 |
0.8034 |
|
2.618 |
0.8012 |
|
4.250 |
0.7976 |
|
|
| Fisher Pivots for day following 14-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8083 |
0.8077 |
| PP |
0.8082 |
0.8071 |
| S1 |
0.8081 |
0.8064 |
|