CME Japanese Yen Future December 2015
| Trading Metrics calculated at close of trading on 02-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2015 |
02-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8183 |
0.8128 |
-0.0056 |
-0.7% |
0.8166 |
| High |
0.8183 |
0.8149 |
-0.0034 |
-0.4% |
0.8166 |
| Low |
0.8135 |
0.8107 |
-0.0028 |
-0.3% |
0.8061 |
| Close |
0.8140 |
0.8144 |
0.0005 |
0.1% |
0.8096 |
| Range |
0.0048 |
0.0042 |
-0.0006 |
-12.5% |
0.0105 |
| ATR |
0.0052 |
0.0051 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
800 |
334 |
-466 |
-58.3% |
273 |
|
| Daily Pivots for day following 02-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8259 |
0.8244 |
0.8167 |
|
| R3 |
0.8217 |
0.8202 |
0.8156 |
|
| R2 |
0.8175 |
0.8175 |
0.8152 |
|
| R1 |
0.8160 |
0.8160 |
0.8148 |
0.8168 |
| PP |
0.8133 |
0.8133 |
0.8133 |
0.8137 |
| S1 |
0.8118 |
0.8118 |
0.8140 |
0.8126 |
| S2 |
0.8091 |
0.8091 |
0.8136 |
|
| S3 |
0.8049 |
0.8076 |
0.8132 |
|
| S4 |
0.8007 |
0.8034 |
0.8121 |
|
|
| Weekly Pivots for week ending 26-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8423 |
0.8364 |
0.8153 |
|
| R3 |
0.8318 |
0.8259 |
0.8124 |
|
| R2 |
0.8213 |
0.8213 |
0.8115 |
|
| R1 |
0.8154 |
0.8154 |
0.8105 |
0.8131 |
| PP |
0.8108 |
0.8108 |
0.8108 |
0.8096 |
| S1 |
0.8049 |
0.8049 |
0.8086 |
0.8026 |
| S2 |
0.8003 |
0.8003 |
0.8076 |
|
| S3 |
0.7898 |
0.7944 |
0.8067 |
|
| S4 |
0.7793 |
0.7839 |
0.8038 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8219 |
0.8086 |
0.0134 |
1.6% |
0.0046 |
0.6% |
44% |
False |
False |
319 |
| 10 |
0.8219 |
0.8061 |
0.0158 |
1.9% |
0.0042 |
0.5% |
53% |
False |
False |
188 |
| 20 |
0.8219 |
0.7977 |
0.0242 |
3.0% |
0.0049 |
0.6% |
69% |
False |
False |
174 |
| 40 |
0.8434 |
0.7977 |
0.0457 |
5.6% |
0.0045 |
0.5% |
37% |
False |
False |
106 |
| 60 |
0.8455 |
0.7977 |
0.0478 |
5.9% |
0.0038 |
0.5% |
35% |
False |
False |
75 |
| 80 |
0.8470 |
0.7977 |
0.0493 |
6.1% |
0.0036 |
0.4% |
34% |
False |
False |
58 |
| 100 |
0.8492 |
0.7977 |
0.0515 |
6.3% |
0.0033 |
0.4% |
32% |
False |
False |
47 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8328 |
|
2.618 |
0.8259 |
|
1.618 |
0.8217 |
|
1.000 |
0.8191 |
|
0.618 |
0.8175 |
|
HIGH |
0.8149 |
|
0.618 |
0.8133 |
|
0.500 |
0.8128 |
|
0.382 |
0.8123 |
|
LOW |
0.8107 |
|
0.618 |
0.8081 |
|
1.000 |
0.8065 |
|
1.618 |
0.8039 |
|
2.618 |
0.7997 |
|
4.250 |
0.7929 |
|
|
| Fisher Pivots for day following 02-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8139 |
0.8163 |
| PP |
0.8133 |
0.8157 |
| S1 |
0.8128 |
0.8150 |
|