CME Japanese Yen Future September 2015
| Trading Metrics calculated at close of trading on 05-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2015 |
05-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8067 |
0.8044 |
-0.0024 |
-0.3% |
0.8085 |
| High |
0.8081 |
0.8067 |
-0.0015 |
-0.2% |
0.8134 |
| Low |
0.8041 |
0.8002 |
-0.0040 |
-0.5% |
0.8030 |
| Close |
0.8046 |
0.8011 |
-0.0035 |
-0.4% |
0.8068 |
| Range |
0.0040 |
0.0065 |
0.0025 |
62.5% |
0.0104 |
| ATR |
0.0151 |
0.0145 |
-0.0006 |
-4.1% |
0.0000 |
| Volume |
95,937 |
144,910 |
48,973 |
51.0% |
518,065 |
|
| Daily Pivots for day following 05-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8221 |
0.8181 |
0.8047 |
|
| R3 |
0.8156 |
0.8116 |
0.8029 |
|
| R2 |
0.8091 |
0.8091 |
0.8023 |
|
| R1 |
0.8051 |
0.8051 |
0.8017 |
0.8039 |
| PP |
0.8026 |
0.8026 |
0.8026 |
0.8020 |
| S1 |
0.7986 |
0.7986 |
0.8005 |
0.7974 |
| S2 |
0.7961 |
0.7961 |
0.7999 |
|
| S3 |
0.7896 |
0.7921 |
0.7993 |
|
| S4 |
0.7831 |
0.7856 |
0.7975 |
|
|
| 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 |
0.8100 |
0.8002 |
0.0098 |
1.2% |
0.0047 |
0.6% |
10% |
False |
True |
114,331 |
| 10 |
0.8134 |
0.8002 |
0.0133 |
1.7% |
0.0045 |
0.6% |
7% |
False |
True |
99,114 |
| 20 |
0.8308 |
0.8002 |
0.0306 |
3.8% |
0.0048 |
0.6% |
3% |
False |
True |
93,906 |
| 40 |
0.8313 |
0.0810 |
0.7503 |
93.7% |
0.0055 |
0.7% |
96% |
False |
False |
104,855 |
| 60 |
0.8423 |
0.0810 |
0.7613 |
95.0% |
0.0057 |
0.7% |
95% |
False |
False |
73,571 |
| 80 |
0.8455 |
0.0810 |
0.7645 |
95.4% |
0.0055 |
0.7% |
94% |
False |
False |
55,237 |
| 100 |
0.8470 |
0.0810 |
0.7660 |
95.6% |
0.0055 |
0.7% |
94% |
False |
False |
44,207 |
| 120 |
0.8470 |
0.0810 |
0.7660 |
95.6% |
0.0050 |
0.6% |
94% |
False |
False |
36,843 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8343 |
|
2.618 |
0.8237 |
|
1.618 |
0.8172 |
|
1.000 |
0.8132 |
|
0.618 |
0.8107 |
|
HIGH |
0.8067 |
|
0.618 |
0.8042 |
|
0.500 |
0.8034 |
|
0.382 |
0.8026 |
|
LOW |
0.8002 |
|
0.618 |
0.7961 |
|
1.000 |
0.7937 |
|
1.618 |
0.7896 |
|
2.618 |
0.7831 |
|
4.250 |
0.7725 |
|
|
| Fisher Pivots for day following 05-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8034 |
0.8041 |
| PP |
0.8026 |
0.8031 |
| S1 |
0.8019 |
0.8021 |
|