CME Japanese Yen Future September 2015
| Trading Metrics calculated at close of trading on 02-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2015 |
02-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8167 |
0.8125 |
-0.0042 |
-0.5% |
0.8130 |
| High |
0.8175 |
0.8140 |
-0.0035 |
-0.4% |
0.8130 |
| Low |
0.8120 |
0.8088 |
-0.0033 |
-0.4% |
0.8048 |
| Close |
0.8127 |
0.8132 |
0.0005 |
0.1% |
0.8083 |
| Range |
0.0055 |
0.0052 |
-0.0003 |
-4.6% |
0.0082 |
| ATR |
0.0616 |
0.0576 |
-0.0040 |
-6.5% |
0.0000 |
| Volume |
99,482 |
91,360 |
-8,122 |
-8.2% |
398,714 |
|
| Daily Pivots for day following 02-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8276 |
0.8256 |
0.8160 |
|
| R3 |
0.8224 |
0.8204 |
0.8146 |
|
| R2 |
0.8172 |
0.8172 |
0.8141 |
|
| R1 |
0.8152 |
0.8152 |
0.8136 |
0.8162 |
| PP |
0.8120 |
0.8120 |
0.8120 |
0.8125 |
| S1 |
0.8100 |
0.8100 |
0.8127 |
0.8110 |
| S2 |
0.8068 |
0.8068 |
0.8122 |
|
| S3 |
0.8016 |
0.8048 |
0.8117 |
|
| S4 |
0.7964 |
0.7996 |
0.8103 |
|
|
| Weekly Pivots for week ending 26-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8333 |
0.8290 |
0.8128 |
|
| R3 |
0.8251 |
0.8208 |
0.8106 |
|
| R2 |
0.8169 |
0.8169 |
0.8098 |
|
| R1 |
0.8126 |
0.8126 |
0.8091 |
0.8107 |
| PP |
0.8087 |
0.8087 |
0.8087 |
0.8077 |
| S1 |
0.8044 |
0.8044 |
0.8075 |
0.8025 |
| S2 |
0.8005 |
0.8005 |
0.8068 |
|
| S3 |
0.7923 |
0.7962 |
0.8060 |
|
| S4 |
0.7841 |
0.7880 |
0.8038 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8209 |
0.8073 |
0.0136 |
1.7% |
0.0057 |
0.7% |
43% |
False |
False |
115,866 |
| 10 |
0.8209 |
0.8048 |
0.0161 |
2.0% |
0.0049 |
0.6% |
52% |
False |
False |
97,438 |
| 20 |
0.8209 |
0.0810 |
0.7399 |
91.0% |
0.0058 |
0.7% |
99% |
False |
False |
98,955 |
| 40 |
0.8423 |
0.0810 |
0.7613 |
93.6% |
0.0058 |
0.7% |
96% |
False |
False |
51,147 |
| 60 |
0.8455 |
0.0810 |
0.7645 |
94.0% |
0.0055 |
0.7% |
96% |
False |
False |
34,166 |
| 80 |
0.8470 |
0.0810 |
0.7660 |
94.2% |
0.0054 |
0.7% |
96% |
False |
False |
25,644 |
| 100 |
0.8470 |
0.0810 |
0.7660 |
94.2% |
0.0049 |
0.6% |
96% |
False |
False |
20,519 |
| 120 |
0.8640 |
0.0810 |
0.7830 |
96.3% |
0.0047 |
0.6% |
94% |
False |
False |
17,104 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8361 |
|
2.618 |
0.8276 |
|
1.618 |
0.8224 |
|
1.000 |
0.8192 |
|
0.618 |
0.8172 |
|
HIGH |
0.8140 |
|
0.618 |
0.8120 |
|
0.500 |
0.8114 |
|
0.382 |
0.8107 |
|
LOW |
0.8088 |
|
0.618 |
0.8055 |
|
1.000 |
0.8036 |
|
1.618 |
0.8003 |
|
2.618 |
0.7951 |
|
4.250 |
0.7867 |
|
|
| Fisher Pivots for day following 02-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8126 |
0.8148 |
| PP |
0.8120 |
0.8143 |
| S1 |
0.8114 |
0.8137 |
|