CME Japanese Yen Future September 2015
| Trading Metrics calculated at close of trading on 10-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2015 |
10-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8298 |
0.8241 |
-0.0058 |
-0.7% |
0.8205 |
| High |
0.8308 |
0.8241 |
-0.0067 |
-0.8% |
0.8313 |
| Low |
0.8232 |
0.8144 |
-0.0088 |
-1.1% |
0.8125 |
| Close |
0.8249 |
0.8146 |
-0.0103 |
-1.2% |
0.8146 |
| Range |
0.0076 |
0.0097 |
0.0021 |
27.8% |
0.0188 |
| ATR |
0.0452 |
0.0427 |
-0.0025 |
-5.5% |
0.0000 |
| Volume |
127,240 |
144,368 |
17,128 |
13.5% |
762,816 |
|
| Daily Pivots for day following 10-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8466 |
0.8403 |
0.8199 |
|
| R3 |
0.8370 |
0.8306 |
0.8173 |
|
| R2 |
0.8273 |
0.8273 |
0.8164 |
|
| R1 |
0.8210 |
0.8210 |
0.8155 |
0.8193 |
| PP |
0.8177 |
0.8177 |
0.8177 |
0.8169 |
| S1 |
0.8113 |
0.8113 |
0.8137 |
0.8097 |
| S2 |
0.8080 |
0.8080 |
0.8128 |
|
| S3 |
0.7984 |
0.8017 |
0.8119 |
|
| S4 |
0.7887 |
0.7920 |
0.8093 |
|
|
| Weekly Pivots for week ending 10-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8758 |
0.8640 |
0.8249 |
|
| R3 |
0.8570 |
0.8452 |
0.8198 |
|
| R2 |
0.8382 |
0.8382 |
0.8180 |
|
| R1 |
0.8264 |
0.8264 |
0.8163 |
0.8229 |
| PP |
0.8194 |
0.8194 |
0.8194 |
0.8177 |
| S1 |
0.8076 |
0.8076 |
0.8129 |
0.8041 |
| S2 |
0.8006 |
0.8006 |
0.8112 |
|
| S3 |
0.7818 |
0.7888 |
0.8094 |
|
| S4 |
0.7630 |
0.7700 |
0.8043 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8313 |
0.8125 |
0.0188 |
2.3% |
0.0093 |
1.1% |
11% |
False |
False |
152,563 |
| 10 |
0.8313 |
0.8073 |
0.0240 |
2.9% |
0.0075 |
0.9% |
31% |
False |
False |
134,214 |
| 20 |
0.8313 |
0.0810 |
0.7503 |
92.1% |
0.0058 |
0.7% |
98% |
False |
False |
117,154 |
| 40 |
0.8423 |
0.0810 |
0.7613 |
93.5% |
0.0064 |
0.8% |
96% |
False |
False |
70,186 |
| 60 |
0.8455 |
0.0810 |
0.7645 |
93.9% |
0.0058 |
0.7% |
96% |
False |
False |
46,867 |
| 80 |
0.8470 |
0.0810 |
0.7660 |
94.0% |
0.0057 |
0.7% |
96% |
False |
False |
35,175 |
| 100 |
0.8470 |
0.0810 |
0.7660 |
94.0% |
0.0051 |
0.6% |
96% |
False |
False |
28,147 |
| 120 |
0.8559 |
0.0810 |
0.7749 |
95.1% |
0.0048 |
0.6% |
95% |
False |
False |
23,461 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8651 |
|
2.618 |
0.8493 |
|
1.618 |
0.8397 |
|
1.000 |
0.8337 |
|
0.618 |
0.8300 |
|
HIGH |
0.8241 |
|
0.618 |
0.8204 |
|
0.500 |
0.8192 |
|
0.382 |
0.8181 |
|
LOW |
0.8144 |
|
0.618 |
0.8084 |
|
1.000 |
0.8048 |
|
1.618 |
0.7988 |
|
2.618 |
0.7891 |
|
4.250 |
0.7734 |
|
|
| Fisher Pivots for day following 10-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8192 |
0.8228 |
| PP |
0.8177 |
0.8201 |
| S1 |
0.8161 |
0.8173 |
|