CME Japanese Yen Future September 2015
| Trading Metrics calculated at close of trading on 07-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2015 |
07-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8205 |
0.8167 |
-0.0038 |
-0.5% |
0.8149 |
| High |
0.8215 |
0.8203 |
-0.0012 |
-0.1% |
0.8209 |
| Low |
0.8125 |
0.8145 |
0.0021 |
0.3% |
0.8088 |
| Close |
0.8175 |
0.8175 |
-0.0001 |
0.0% |
0.8132 |
| Range |
0.0090 |
0.0058 |
-0.0032 |
-35.6% |
0.0121 |
| ATR |
0.0541 |
0.0507 |
-0.0035 |
-6.4% |
0.0000 |
| Volume |
154,256 |
121,353 |
-32,903 |
-21.3% |
494,680 |
|
| Daily Pivots for day following 07-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8348 |
0.8319 |
0.8206 |
|
| R3 |
0.8290 |
0.8261 |
0.8190 |
|
| R2 |
0.8232 |
0.8232 |
0.8185 |
|
| R1 |
0.8203 |
0.8203 |
0.8180 |
0.8218 |
| PP |
0.8174 |
0.8174 |
0.8174 |
0.8181 |
| S1 |
0.8145 |
0.8145 |
0.8169 |
0.8160 |
| S2 |
0.8116 |
0.8116 |
0.8164 |
|
| S3 |
0.8058 |
0.8087 |
0.8159 |
|
| S4 |
0.8000 |
0.8029 |
0.8143 |
|
|
| Weekly Pivots for week ending 03-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8506 |
0.8440 |
0.8198 |
|
| R3 |
0.8385 |
0.8319 |
0.8165 |
|
| R2 |
0.8264 |
0.8264 |
0.8154 |
|
| R1 |
0.8198 |
0.8198 |
0.8143 |
0.8170 |
| PP |
0.8143 |
0.8143 |
0.8143 |
0.8129 |
| S1 |
0.8077 |
0.8077 |
0.8120 |
0.8049 |
| S2 |
0.8022 |
0.8022 |
0.8109 |
|
| S3 |
0.7901 |
0.7956 |
0.8098 |
|
| S4 |
0.7780 |
0.7835 |
0.8065 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8215 |
0.8088 |
0.0127 |
1.6% |
0.0061 |
0.8% |
69% |
False |
False |
120,999 |
| 10 |
0.8215 |
0.8048 |
0.0167 |
2.0% |
0.0057 |
0.7% |
76% |
False |
False |
110,868 |
| 20 |
0.8215 |
0.0810 |
0.7405 |
90.6% |
0.0057 |
0.7% |
99% |
False |
False |
108,654 |
| 40 |
0.8423 |
0.0810 |
0.7613 |
93.1% |
0.0059 |
0.7% |
97% |
False |
False |
58,023 |
| 60 |
0.8455 |
0.0810 |
0.7645 |
93.5% |
0.0056 |
0.7% |
96% |
False |
False |
38,756 |
| 80 |
0.8470 |
0.0810 |
0.7660 |
93.7% |
0.0055 |
0.7% |
96% |
False |
False |
29,088 |
| 100 |
0.8470 |
0.0810 |
0.7660 |
93.7% |
0.0049 |
0.6% |
96% |
False |
False |
23,275 |
| 120 |
0.8640 |
0.0810 |
0.7830 |
95.8% |
0.0047 |
0.6% |
94% |
False |
False |
19,401 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8450 |
|
2.618 |
0.8355 |
|
1.618 |
0.8297 |
|
1.000 |
0.8261 |
|
0.618 |
0.8239 |
|
HIGH |
0.8203 |
|
0.618 |
0.8181 |
|
0.500 |
0.8174 |
|
0.382 |
0.8167 |
|
LOW |
0.8145 |
|
0.618 |
0.8109 |
|
1.000 |
0.8087 |
|
1.618 |
0.8051 |
|
2.618 |
0.7993 |
|
4.250 |
0.7899 |
|
|
| Fisher Pivots for day following 07-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8174 |
0.8167 |
| PP |
0.8174 |
0.8159 |
| S1 |
0.8174 |
0.8151 |
|