CME Japanese Yen Future March 2016
| Trading Metrics calculated at close of trading on 20-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2015 |
20-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8081 |
0.8107 |
0.0026 |
0.3% |
0.8078 |
| High |
0.8116 |
0.8136 |
0.0020 |
0.2% |
0.8111 |
| Low |
0.8081 |
0.8097 |
0.0016 |
0.2% |
0.8017 |
| Close |
0.8116 |
0.8134 |
0.0019 |
0.2% |
0.8084 |
| Range |
0.0035 |
0.0039 |
0.0004 |
11.6% |
0.0094 |
| ATR |
0.0036 |
0.0036 |
0.0000 |
0.5% |
0.0000 |
| Volume |
12 |
2 |
-10 |
-83.3% |
59 |
|
| Daily Pivots for day following 20-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8238 |
0.8224 |
0.8155 |
|
| R3 |
0.8199 |
0.8186 |
0.8145 |
|
| R2 |
0.8161 |
0.8161 |
0.8141 |
|
| R1 |
0.8147 |
0.8147 |
0.8138 |
0.8154 |
| PP |
0.8122 |
0.8122 |
0.8122 |
0.8126 |
| S1 |
0.8109 |
0.8109 |
0.8130 |
0.8116 |
| S2 |
0.8084 |
0.8084 |
0.8127 |
|
| S3 |
0.8045 |
0.8070 |
0.8123 |
|
| S4 |
0.8007 |
0.8032 |
0.8113 |
|
|
| 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 |
0.8299 |
|
2.618 |
0.8236 |
|
1.618 |
0.8198 |
|
1.000 |
0.8174 |
|
0.618 |
0.8159 |
|
HIGH |
0.8136 |
|
0.618 |
0.8121 |
|
0.500 |
0.8116 |
|
0.382 |
0.8112 |
|
LOW |
0.8097 |
|
0.618 |
0.8073 |
|
1.000 |
0.8059 |
|
1.618 |
0.8035 |
|
2.618 |
0.7996 |
|
4.250 |
0.7933 |
|
|
| Fisher Pivots for day following 20-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8128 |
0.8124 |
| PP |
0.8122 |
0.8113 |
| S1 |
0.8116 |
0.8103 |
|