CME Japanese Yen Future September 2015
| Trading Metrics calculated at close of trading on 30-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2015 |
30-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8096 |
0.8071 |
-0.0026 |
-0.3% |
0.8061 |
| High |
0.8112 |
0.8076 |
-0.0037 |
-0.4% |
0.8097 |
| Low |
0.8067 |
0.8030 |
-0.0037 |
-0.5% |
0.8037 |
| Close |
0.8078 |
0.8052 |
-0.0026 |
-0.3% |
0.8085 |
| Range |
0.0046 |
0.0046 |
0.0000 |
0.0% |
0.0060 |
| ATR |
0.0189 |
0.0179 |
-0.0010 |
-5.3% |
0.0000 |
| Volume |
76,839 |
114,055 |
37,216 |
48.4% |
347,633 |
|
| Daily Pivots for day following 30-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8189 |
0.8166 |
0.8077 |
|
| R3 |
0.8144 |
0.8121 |
0.8065 |
|
| R2 |
0.8098 |
0.8098 |
0.8060 |
|
| R1 |
0.8075 |
0.8075 |
0.8056 |
0.8064 |
| PP |
0.8053 |
0.8053 |
0.8053 |
0.8047 |
| S1 |
0.8030 |
0.8030 |
0.8048 |
0.8018 |
| S2 |
0.8007 |
0.8007 |
0.8044 |
|
| S3 |
0.7962 |
0.7984 |
0.8039 |
|
| S4 |
0.7916 |
0.7939 |
0.8027 |
|
|
| 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 |
0.8030 |
0.0104 |
1.3% |
0.0046 |
0.6% |
21% |
False |
True |
91,198 |
| 10 |
0.8134 |
0.8030 |
0.0104 |
1.3% |
0.0039 |
0.5% |
21% |
False |
True |
79,090 |
| 20 |
0.8313 |
0.8030 |
0.0283 |
3.5% |
0.0056 |
0.7% |
8% |
False |
True |
100,154 |
| 40 |
0.8313 |
0.0810 |
0.7503 |
93.2% |
0.0057 |
0.7% |
97% |
False |
False |
97,518 |
| 60 |
0.8423 |
0.0810 |
0.7613 |
94.5% |
0.0057 |
0.7% |
95% |
False |
False |
65,963 |
| 80 |
0.8455 |
0.0810 |
0.7645 |
94.9% |
0.0055 |
0.7% |
95% |
False |
False |
49,522 |
| 100 |
0.8470 |
0.0810 |
0.7660 |
95.1% |
0.0054 |
0.7% |
95% |
False |
False |
39,634 |
| 120 |
0.8470 |
0.0810 |
0.7660 |
95.1% |
0.0050 |
0.6% |
95% |
False |
False |
33,034 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8269 |
|
2.618 |
0.8195 |
|
1.618 |
0.8149 |
|
1.000 |
0.8121 |
|
0.618 |
0.8104 |
|
HIGH |
0.8076 |
|
0.618 |
0.8058 |
|
0.500 |
0.8053 |
|
0.382 |
0.8047 |
|
LOW |
0.8030 |
|
0.618 |
0.8002 |
|
1.000 |
0.7985 |
|
1.618 |
0.7956 |
|
2.618 |
0.7911 |
|
4.250 |
0.7837 |
|
|
| Fisher Pivots for day following 30-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8053 |
0.8080 |
| PP |
0.8053 |
0.8071 |
| S1 |
0.8052 |
0.8061 |
|