CME Japanese Yen Future September 2015
| Trading Metrics calculated at close of trading on 20-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2015 |
20-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8061 |
0.8061 |
0.0001 |
0.0% |
0.8164 |
| High |
0.8075 |
0.8064 |
-0.0011 |
-0.1% |
0.8175 |
| Low |
0.8054 |
0.8037 |
-0.0017 |
-0.2% |
0.8054 |
| Close |
0.8063 |
0.8051 |
-0.0012 |
-0.1% |
0.8063 |
| Range |
0.0021 |
0.0027 |
0.0006 |
29.3% |
0.0121 |
| ATR |
0.0308 |
0.0288 |
-0.0020 |
-6.5% |
0.0000 |
| Volume |
54,371 |
50,747 |
-3,624 |
-6.7% |
412,382 |
|
| Daily Pivots for day following 20-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8130 |
0.8117 |
0.8065 |
|
| R3 |
0.8103 |
0.8090 |
0.8058 |
|
| R2 |
0.8077 |
0.8077 |
0.8055 |
|
| R1 |
0.8064 |
0.8064 |
0.8053 |
0.8057 |
| PP |
0.8050 |
0.8050 |
0.8050 |
0.8047 |
| S1 |
0.8037 |
0.8037 |
0.8048 |
0.8031 |
| S2 |
0.8024 |
0.8024 |
0.8046 |
|
| S3 |
0.7997 |
0.8011 |
0.8043 |
|
| S4 |
0.7971 |
0.7984 |
0.8036 |
|
|
| Weekly Pivots for week ending 17-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8459 |
0.8381 |
0.8129 |
|
| R3 |
0.8338 |
0.8261 |
0.8096 |
|
| R2 |
0.8218 |
0.8218 |
0.8085 |
|
| R1 |
0.8140 |
0.8140 |
0.8074 |
0.8119 |
| PP |
0.8097 |
0.8097 |
0.8097 |
0.8086 |
| S1 |
0.8020 |
0.8020 |
0.8051 |
0.7998 |
| S2 |
0.7977 |
0.7977 |
0.8040 |
|
| S3 |
0.7856 |
0.7899 |
0.8029 |
|
| S4 |
0.7736 |
0.7779 |
0.7996 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8143 |
0.8037 |
0.0106 |
1.3% |
0.0036 |
0.4% |
13% |
False |
True |
69,787 |
| 10 |
0.8313 |
0.8037 |
0.0276 |
3.4% |
0.0063 |
0.8% |
5% |
False |
True |
107,168 |
| 20 |
0.8313 |
0.8037 |
0.0276 |
3.4% |
0.0058 |
0.7% |
5% |
False |
True |
105,966 |
| 40 |
0.8313 |
0.0810 |
0.7503 |
93.2% |
0.0063 |
0.8% |
97% |
False |
False |
81,671 |
| 60 |
0.8455 |
0.0810 |
0.7645 |
95.0% |
0.0057 |
0.7% |
95% |
False |
False |
54,572 |
| 80 |
0.8455 |
0.0810 |
0.7645 |
95.0% |
0.0056 |
0.7% |
95% |
False |
False |
40,958 |
| 100 |
0.8470 |
0.0810 |
0.7660 |
95.2% |
0.0053 |
0.7% |
95% |
False |
False |
32,778 |
| 120 |
0.8559 |
0.0810 |
0.7749 |
96.3% |
0.0048 |
0.6% |
93% |
False |
False |
27,320 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8176 |
|
2.618 |
0.8133 |
|
1.618 |
0.8106 |
|
1.000 |
0.8090 |
|
0.618 |
0.8080 |
|
HIGH |
0.8064 |
|
0.618 |
0.8053 |
|
0.500 |
0.8050 |
|
0.382 |
0.8047 |
|
LOW |
0.8037 |
|
0.618 |
0.8021 |
|
1.000 |
0.8011 |
|
1.618 |
0.7994 |
|
2.618 |
0.7968 |
|
4.250 |
0.7924 |
|
|
| Fisher Pivots for day following 20-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8050 |
0.8062 |
| PP |
0.8050 |
0.8058 |
| S1 |
0.8050 |
0.8054 |
|