CME Japanese Yen Future September 2015
| Trading Metrics calculated at close of trading on 20-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2015 |
20-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8043 |
0.8076 |
0.0033 |
0.4% |
0.8055 |
| High |
0.8087 |
0.8111 |
0.0024 |
0.3% |
0.8081 |
| Low |
0.8036 |
0.8056 |
0.0020 |
0.2% |
0.7985 |
| Close |
0.8084 |
0.8103 |
0.0019 |
0.2% |
0.8051 |
| Range |
0.0051 |
0.0055 |
0.0004 |
7.8% |
0.0097 |
| ATR |
0.0091 |
0.0089 |
-0.0003 |
-2.8% |
0.0000 |
| Volume |
158,926 |
149,027 |
-9,899 |
-6.2% |
594,851 |
|
| Daily Pivots for day following 20-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8255 |
0.8234 |
0.8133 |
|
| R3 |
0.8200 |
0.8179 |
0.8118 |
|
| R2 |
0.8145 |
0.8145 |
0.8113 |
|
| R1 |
0.8124 |
0.8124 |
0.8108 |
0.8134 |
| PP |
0.8090 |
0.8090 |
0.8090 |
0.8095 |
| S1 |
0.8069 |
0.8069 |
0.8097 |
0.8079 |
| S2 |
0.8035 |
0.8035 |
0.8092 |
|
| S3 |
0.7980 |
0.8014 |
0.8087 |
|
| S4 |
0.7925 |
0.7959 |
0.8072 |
|
|
| Weekly Pivots for week ending 14-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8328 |
0.8286 |
0.8104 |
|
| R3 |
0.8232 |
0.8189 |
0.8077 |
|
| R2 |
0.8135 |
0.8135 |
0.8068 |
|
| R1 |
0.8093 |
0.8093 |
0.8059 |
0.8066 |
| PP |
0.8039 |
0.8039 |
0.8039 |
0.8025 |
| S1 |
0.7996 |
0.7996 |
0.8042 |
0.7969 |
| S2 |
0.7942 |
0.7942 |
0.8033 |
|
| S3 |
0.7846 |
0.7900 |
0.8024 |
|
| S4 |
0.7749 |
0.7803 |
0.7997 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8111 |
0.8029 |
0.0082 |
1.0% |
0.0036 |
0.4% |
90% |
True |
False |
110,812 |
| 10 |
0.8111 |
0.7985 |
0.0126 |
1.6% |
0.0046 |
0.6% |
94% |
True |
False |
121,275 |
| 20 |
0.8134 |
0.7985 |
0.0150 |
1.8% |
0.0045 |
0.6% |
79% |
False |
False |
110,894 |
| 40 |
0.8313 |
0.7985 |
0.0328 |
4.0% |
0.0052 |
0.6% |
36% |
False |
False |
108,247 |
| 60 |
0.8313 |
0.0810 |
0.7503 |
92.6% |
0.0055 |
0.7% |
97% |
False |
False |
95,108 |
| 80 |
0.8455 |
0.0810 |
0.7645 |
94.4% |
0.0054 |
0.7% |
95% |
False |
False |
71,516 |
| 100 |
0.8455 |
0.0810 |
0.7645 |
94.4% |
0.0053 |
0.7% |
95% |
False |
False |
57,239 |
| 120 |
0.8470 |
0.0810 |
0.7660 |
94.5% |
0.0052 |
0.6% |
95% |
False |
False |
47,712 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8344 |
|
2.618 |
0.8254 |
|
1.618 |
0.8199 |
|
1.000 |
0.8166 |
|
0.618 |
0.8144 |
|
HIGH |
0.8111 |
|
0.618 |
0.8089 |
|
0.500 |
0.8083 |
|
0.382 |
0.8077 |
|
LOW |
0.8056 |
|
0.618 |
0.8022 |
|
1.000 |
0.8001 |
|
1.618 |
0.7967 |
|
2.618 |
0.7912 |
|
4.250 |
0.7822 |
|
|
| Fisher Pivots for day following 20-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8096 |
0.8092 |
| PP |
0.8090 |
0.8082 |
| S1 |
0.8083 |
0.8072 |
|