CME Japanese Yen Future September 2015
| Trading Metrics calculated at close of trading on 29-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2015 |
29-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8119 |
0.8096 |
-0.0023 |
-0.3% |
0.8061 |
| High |
0.8130 |
0.8112 |
-0.0018 |
-0.2% |
0.8097 |
| Low |
0.8082 |
0.8067 |
-0.0015 |
-0.2% |
0.8037 |
| Close |
0.8093 |
0.8078 |
-0.0016 |
-0.2% |
0.8085 |
| Range |
0.0048 |
0.0046 |
-0.0003 |
-5.2% |
0.0060 |
| ATR |
0.0200 |
0.0189 |
-0.0011 |
-5.5% |
0.0000 |
| Volume |
85,082 |
76,839 |
-8,243 |
-9.7% |
347,633 |
|
| Daily Pivots for day following 29-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8222 |
0.8195 |
0.8103 |
|
| R3 |
0.8176 |
0.8150 |
0.8090 |
|
| R2 |
0.8131 |
0.8131 |
0.8086 |
|
| R1 |
0.8104 |
0.8104 |
0.8082 |
0.8095 |
| PP |
0.8085 |
0.8085 |
0.8085 |
0.8081 |
| S1 |
0.8059 |
0.8059 |
0.8073 |
0.8049 |
| S2 |
0.8040 |
0.8040 |
0.8069 |
|
| S3 |
0.7994 |
0.8013 |
0.8065 |
|
| S4 |
0.7949 |
0.7968 |
0.8052 |
|
|
| Weekly Pivots for week ending 24-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8251 |
0.8228 |
0.8118 |
|
| R3 |
0.8192 |
0.8168 |
0.8101 |
|
| R2 |
0.8132 |
0.8132 |
0.8096 |
|
| R1 |
0.8109 |
0.8109 |
0.8090 |
0.8121 |
| PP |
0.8073 |
0.8073 |
0.8073 |
0.8079 |
| S1 |
0.8049 |
0.8049 |
0.8080 |
0.8061 |
| S2 |
0.8013 |
0.8013 |
0.8074 |
|
| S3 |
0.7954 |
0.7990 |
0.8069 |
|
| S4 |
0.7894 |
0.7930 |
0.8052 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8134 |
0.8056 |
0.0079 |
1.0% |
0.0043 |
0.5% |
28% |
False |
False |
83,898 |
| 10 |
0.8134 |
0.8037 |
0.0097 |
1.2% |
0.0038 |
0.5% |
42% |
False |
False |
75,104 |
| 20 |
0.8313 |
0.8037 |
0.0276 |
3.4% |
0.0056 |
0.7% |
15% |
False |
False |
99,425 |
| 40 |
0.8313 |
0.0810 |
0.7503 |
92.9% |
0.0058 |
0.7% |
97% |
False |
False |
95,169 |
| 60 |
0.8423 |
0.0810 |
0.7613 |
94.3% |
0.0057 |
0.7% |
95% |
False |
False |
64,068 |
| 80 |
0.8455 |
0.0810 |
0.7645 |
94.6% |
0.0055 |
0.7% |
95% |
False |
False |
48,097 |
| 100 |
0.8470 |
0.0810 |
0.7660 |
94.8% |
0.0054 |
0.7% |
95% |
False |
False |
38,493 |
| 120 |
0.8472 |
0.0810 |
0.7662 |
94.9% |
0.0050 |
0.6% |
95% |
False |
False |
32,084 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8305 |
|
2.618 |
0.8231 |
|
1.618 |
0.8186 |
|
1.000 |
0.8158 |
|
0.618 |
0.8140 |
|
HIGH |
0.8112 |
|
0.618 |
0.8095 |
|
0.500 |
0.8089 |
|
0.382 |
0.8084 |
|
LOW |
0.8067 |
|
0.618 |
0.8038 |
|
1.000 |
0.8021 |
|
1.618 |
0.7993 |
|
2.618 |
0.7947 |
|
4.250 |
0.7873 |
|
|
| Fisher Pivots for day following 29-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8089 |
0.8100 |
| PP |
0.8085 |
0.8093 |
| S1 |
0.8081 |
0.8085 |
|