CME Japanese Yen Future September 2015
| Trading Metrics calculated at close of trading on 10-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2015 |
10-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8021 |
0.8055 |
0.0034 |
0.4% |
0.8074 |
| High |
0.8061 |
0.8055 |
-0.0006 |
-0.1% |
0.8081 |
| Low |
0.7998 |
0.8017 |
0.0020 |
0.2% |
0.7998 |
| Close |
0.8058 |
0.8028 |
-0.0030 |
-0.4% |
0.8058 |
| Range |
0.0063 |
0.0038 |
-0.0026 |
-40.5% |
0.0084 |
| ATR |
0.0132 |
0.0125 |
-0.0006 |
-4.9% |
0.0000 |
| Volume |
136,681 |
92,980 |
-43,701 |
-32.0% |
556,656 |
|
| Daily Pivots for day following 10-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8146 |
0.8124 |
0.8049 |
|
| R3 |
0.8108 |
0.8087 |
0.8038 |
|
| R2 |
0.8071 |
0.8071 |
0.8035 |
|
| R1 |
0.8049 |
0.8049 |
0.8031 |
0.8041 |
| PP |
0.8033 |
0.8033 |
0.8033 |
0.8029 |
| S1 |
0.8012 |
0.8012 |
0.8025 |
0.8004 |
| S2 |
0.7996 |
0.7996 |
0.8021 |
|
| S3 |
0.7958 |
0.7974 |
0.8018 |
|
| S4 |
0.7921 |
0.7937 |
0.8007 |
|
|
| Weekly Pivots for week ending 07-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8296 |
0.8261 |
0.8104 |
|
| R3 |
0.8213 |
0.8177 |
0.8081 |
|
| R2 |
0.8129 |
0.8129 |
0.8073 |
|
| R1 |
0.8094 |
0.8094 |
0.8066 |
0.8070 |
| PP |
0.8046 |
0.8046 |
0.8046 |
0.8034 |
| S1 |
0.8010 |
0.8010 |
0.8050 |
0.7986 |
| S2 |
0.7962 |
0.7962 |
0.8043 |
|
| S3 |
0.7879 |
0.7927 |
0.8035 |
|
| S4 |
0.7795 |
0.7843 |
0.8012 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8081 |
0.7998 |
0.0084 |
1.0% |
0.0047 |
0.6% |
37% |
False |
False |
112,409 |
| 10 |
0.8130 |
0.7998 |
0.0132 |
1.6% |
0.0046 |
0.6% |
23% |
False |
False |
105,477 |
| 20 |
0.8143 |
0.7998 |
0.0145 |
1.8% |
0.0042 |
0.5% |
21% |
False |
False |
90,676 |
| 40 |
0.8313 |
0.0810 |
0.7503 |
93.5% |
0.0051 |
0.6% |
96% |
False |
False |
102,926 |
| 60 |
0.8400 |
0.0810 |
0.7590 |
94.5% |
0.0057 |
0.7% |
95% |
False |
False |
78,912 |
| 80 |
0.8455 |
0.0810 |
0.7645 |
95.2% |
0.0054 |
0.7% |
94% |
False |
False |
59,246 |
| 100 |
0.8470 |
0.0810 |
0.7660 |
95.4% |
0.0054 |
0.7% |
94% |
False |
False |
47,416 |
| 120 |
0.8470 |
0.0810 |
0.7660 |
95.4% |
0.0050 |
0.6% |
94% |
False |
False |
39,520 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8214 |
|
2.618 |
0.8153 |
|
1.618 |
0.8115 |
|
1.000 |
0.8092 |
|
0.618 |
0.8078 |
|
HIGH |
0.8055 |
|
0.618 |
0.8040 |
|
0.500 |
0.8036 |
|
0.382 |
0.8031 |
|
LOW |
0.8017 |
|
0.618 |
0.7994 |
|
1.000 |
0.7980 |
|
1.618 |
0.7956 |
|
2.618 |
0.7919 |
|
4.250 |
0.7858 |
|
|
| Fisher Pivots for day following 10-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8036 |
0.8029 |
| PP |
0.8033 |
0.8029 |
| S1 |
0.8031 |
0.8028 |
|