CME Japanese Yen Future September 2015
Trading Metrics calculated at close of trading on 31-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2015 |
31-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
0.8071 |
0.8056 |
-0.0015 |
-0.2% |
0.8085 |
High |
0.8076 |
0.8100 |
0.0024 |
0.3% |
0.8134 |
Low |
0.8030 |
0.8043 |
0.0013 |
0.2% |
0.8030 |
Close |
0.8052 |
0.8068 |
0.0016 |
0.2% |
0.8068 |
Range |
0.0046 |
0.0057 |
0.0011 |
24.2% |
0.0104 |
ATR |
0.0179 |
0.0170 |
-0.0009 |
-4.9% |
0.0000 |
Volume |
114,055 |
129,164 |
15,109 |
13.2% |
518,065 |
|
Daily Pivots for day following 31-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8240 |
0.8210 |
0.8099 |
|
R3 |
0.8183 |
0.8154 |
0.8083 |
|
R2 |
0.8127 |
0.8127 |
0.8078 |
|
R1 |
0.8097 |
0.8097 |
0.8073 |
0.8112 |
PP |
0.8070 |
0.8070 |
0.8070 |
0.8077 |
S1 |
0.8041 |
0.8041 |
0.8062 |
0.8055 |
S2 |
0.8014 |
0.8014 |
0.8057 |
|
S3 |
0.7957 |
0.7984 |
0.8052 |
|
S4 |
0.7901 |
0.7928 |
0.8036 |
|
|
Weekly Pivots for week ending 31-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8389 |
0.8332 |
0.8125 |
|
R3 |
0.8285 |
0.8228 |
0.8096 |
|
R2 |
0.8181 |
0.8181 |
0.8087 |
|
R1 |
0.8124 |
0.8124 |
0.8077 |
0.8101 |
PP |
0.8077 |
0.8077 |
0.8077 |
0.8065 |
S1 |
0.8020 |
0.8020 |
0.8058 |
0.7997 |
S2 |
0.7973 |
0.7973 |
0.8048 |
|
S3 |
0.7869 |
0.7916 |
0.8039 |
|
S4 |
0.7765 |
0.7812 |
0.8010 |
|
|
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% |
0.0050 |
0.6% |
36% |
False |
False |
103,613 |
10 |
0.8134 |
0.8030 |
0.0104 |
1.3% |
0.0043 |
0.5% |
36% |
False |
False |
86,569 |
20 |
0.8313 |
0.8030 |
0.0283 |
3.5% |
0.0056 |
0.7% |
13% |
False |
False |
102,044 |
40 |
0.8313 |
0.0810 |
0.7503 |
93.0% |
0.0057 |
0.7% |
97% |
False |
False |
100,500 |
60 |
0.8423 |
0.0810 |
0.7613 |
94.4% |
0.0057 |
0.7% |
95% |
False |
False |
68,113 |
80 |
0.8455 |
0.0810 |
0.7645 |
94.8% |
0.0055 |
0.7% |
95% |
False |
False |
51,136 |
100 |
0.8470 |
0.0810 |
0.7660 |
95.0% |
0.0054 |
0.7% |
95% |
False |
False |
40,924 |
120 |
0.8470 |
0.0810 |
0.7660 |
95.0% |
0.0050 |
0.6% |
95% |
False |
False |
34,106 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8340 |
2.618 |
0.8247 |
1.618 |
0.8191 |
1.000 |
0.8156 |
0.618 |
0.8134 |
HIGH |
0.8100 |
0.618 |
0.8078 |
0.500 |
0.8071 |
0.382 |
0.8065 |
LOW |
0.8043 |
0.618 |
0.8008 |
1.000 |
0.7987 |
1.618 |
0.7952 |
2.618 |
0.7895 |
4.250 |
0.7803 |
|
|
Fisher Pivots for day following 31-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8071 |
0.8071 |
PP |
0.8070 |
0.8070 |
S1 |
0.8069 |
0.8069 |
|