CME Japanese Yen Future September 2015
| Trading Metrics calculated at close of trading on 06-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2015 |
06-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8044 |
0.8012 |
-0.0032 |
-0.4% |
0.8085 |
| High |
0.8067 |
0.8032 |
-0.0035 |
-0.4% |
0.8134 |
| Low |
0.8002 |
0.8005 |
0.0003 |
0.0% |
0.8030 |
| Close |
0.8011 |
0.8022 |
0.0011 |
0.1% |
0.8068 |
| Range |
0.0065 |
0.0027 |
-0.0038 |
-58.5% |
0.0104 |
| ATR |
0.0145 |
0.0137 |
-0.0008 |
-5.8% |
0.0000 |
| Volume |
144,910 |
91,538 |
-53,372 |
-36.8% |
518,065 |
|
| Daily Pivots for day following 06-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8100 |
0.8088 |
0.8036 |
|
| R3 |
0.8073 |
0.8061 |
0.8029 |
|
| R2 |
0.8046 |
0.8046 |
0.8026 |
|
| R1 |
0.8034 |
0.8034 |
0.8024 |
0.8040 |
| PP |
0.8019 |
0.8019 |
0.8019 |
0.8022 |
| S1 |
0.8007 |
0.8007 |
0.8019 |
0.8013 |
| S2 |
0.7992 |
0.7992 |
0.8017 |
|
| S3 |
0.7965 |
0.7980 |
0.8014 |
|
| S4 |
0.7938 |
0.7953 |
0.8007 |
|
|
| 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% |
0.0043 |
0.5% |
20% |
False |
False |
109,827 |
| 10 |
0.8134 |
0.8002 |
0.0133 |
1.7% |
0.0044 |
0.6% |
15% |
False |
False |
100,513 |
| 20 |
0.8241 |
0.8002 |
0.0239 |
3.0% |
0.0046 |
0.6% |
8% |
False |
False |
92,121 |
| 40 |
0.8313 |
0.0810 |
0.7503 |
93.5% |
0.0052 |
0.6% |
96% |
False |
False |
104,107 |
| 60 |
0.8423 |
0.0810 |
0.7613 |
94.9% |
0.0057 |
0.7% |
95% |
False |
False |
75,096 |
| 80 |
0.8455 |
0.0810 |
0.7645 |
95.3% |
0.0054 |
0.7% |
94% |
False |
False |
56,378 |
| 100 |
0.8470 |
0.0810 |
0.7660 |
95.5% |
0.0055 |
0.7% |
94% |
False |
False |
45,122 |
| 120 |
0.8470 |
0.0810 |
0.7660 |
95.5% |
0.0050 |
0.6% |
94% |
False |
False |
37,606 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8146 |
|
2.618 |
0.8102 |
|
1.618 |
0.8075 |
|
1.000 |
0.8059 |
|
0.618 |
0.8048 |
|
HIGH |
0.8032 |
|
0.618 |
0.8021 |
|
0.500 |
0.8018 |
|
0.382 |
0.8015 |
|
LOW |
0.8005 |
|
0.618 |
0.7988 |
|
1.000 |
0.7978 |
|
1.618 |
0.7961 |
|
2.618 |
0.7934 |
|
4.250 |
0.7890 |
|
|
| Fisher Pivots for day following 06-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8020 |
0.8041 |
| PP |
0.8019 |
0.8035 |
| S1 |
0.8018 |
0.8028 |
|