CME Japanese Yen Future September 2015
| Trading Metrics calculated at close of trading on 04-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2015 |
04-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8074 |
0.8067 |
-0.0007 |
-0.1% |
0.8085 |
| High |
0.8077 |
0.8081 |
0.0004 |
0.0% |
0.8134 |
| Low |
0.8050 |
0.8041 |
-0.0009 |
-0.1% |
0.8030 |
| Close |
0.8071 |
0.8046 |
-0.0025 |
-0.3% |
0.8068 |
| Range |
0.0027 |
0.0040 |
0.0013 |
48.1% |
0.0104 |
| ATR |
0.0160 |
0.0151 |
-0.0009 |
-5.4% |
0.0000 |
| Volume |
87,590 |
95,937 |
8,347 |
9.5% |
518,065 |
|
| Daily Pivots for day following 04-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8176 |
0.8151 |
0.8068 |
|
| R3 |
0.8136 |
0.8111 |
0.8057 |
|
| R2 |
0.8096 |
0.8096 |
0.8053 |
|
| R1 |
0.8071 |
0.8071 |
0.8050 |
0.8064 |
| PP |
0.8056 |
0.8056 |
0.8056 |
0.8052 |
| S1 |
0.8031 |
0.8031 |
0.8042 |
0.8024 |
| S2 |
0.8016 |
0.8016 |
0.8039 |
|
| S3 |
0.7976 |
0.7991 |
0.8035 |
|
| S4 |
0.7936 |
0.7951 |
0.8024 |
|
|
| 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 |
0.8112 |
0.8030 |
0.0082 |
1.0% |
0.0043 |
0.5% |
20% |
False |
False |
100,717 |
| 10 |
0.8134 |
0.8030 |
0.0104 |
1.3% |
0.0042 |
0.5% |
15% |
False |
False |
92,051 |
| 20 |
0.8313 |
0.8030 |
0.0283 |
3.5% |
0.0052 |
0.6% |
6% |
False |
False |
97,440 |
| 40 |
0.8313 |
0.0810 |
0.7503 |
93.2% |
0.0054 |
0.7% |
96% |
False |
False |
103,047 |
| 60 |
0.8423 |
0.0810 |
0.7613 |
94.6% |
0.0057 |
0.7% |
95% |
False |
False |
71,162 |
| 80 |
0.8455 |
0.0810 |
0.7645 |
95.0% |
0.0055 |
0.7% |
95% |
False |
False |
53,427 |
| 100 |
0.8470 |
0.0810 |
0.7660 |
95.2% |
0.0055 |
0.7% |
94% |
False |
False |
42,758 |
| 120 |
0.8470 |
0.0810 |
0.7660 |
95.2% |
0.0050 |
0.6% |
94% |
False |
False |
35,636 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8251 |
|
2.618 |
0.8186 |
|
1.618 |
0.8146 |
|
1.000 |
0.8121 |
|
0.618 |
0.8106 |
|
HIGH |
0.8081 |
|
0.618 |
0.8066 |
|
0.500 |
0.8061 |
|
0.382 |
0.8056 |
|
LOW |
0.8041 |
|
0.618 |
0.8016 |
|
1.000 |
0.8001 |
|
1.618 |
0.7976 |
|
2.618 |
0.7936 |
|
4.250 |
0.7871 |
|
|
| Fisher Pivots for day following 04-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8061 |
0.8070 |
| PP |
0.8056 |
0.8062 |
| S1 |
0.8051 |
0.8054 |
|