CME Japanese Yen Future December 2015
Trading Metrics calculated at close of trading on 06-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2015 |
06-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
0.8128 |
0.8145 |
0.0018 |
0.2% |
0.8194 |
High |
0.8149 |
0.8207 |
0.0058 |
0.7% |
0.8219 |
Low |
0.8107 |
0.8144 |
0.0037 |
0.5% |
0.8107 |
Close |
0.8144 |
0.8188 |
0.0044 |
0.5% |
0.8144 |
Range |
0.0042 |
0.0063 |
0.0021 |
50.0% |
0.0112 |
ATR |
0.0051 |
0.0052 |
0.0001 |
1.6% |
0.0000 |
Volume |
334 |
313 |
-21 |
-6.3% |
1,534 |
|
Daily Pivots for day following 06-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8369 |
0.8341 |
0.8223 |
|
R3 |
0.8306 |
0.8278 |
0.8205 |
|
R2 |
0.8243 |
0.8243 |
0.8200 |
|
R1 |
0.8215 |
0.8215 |
0.8194 |
0.8229 |
PP |
0.8180 |
0.8180 |
0.8180 |
0.8187 |
S1 |
0.8152 |
0.8152 |
0.8182 |
0.8166 |
S2 |
0.8117 |
0.8117 |
0.8176 |
|
S3 |
0.8054 |
0.8089 |
0.8171 |
|
S4 |
0.7991 |
0.8026 |
0.8153 |
|
|
Weekly Pivots for week ending 03-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8493 |
0.8430 |
0.8206 |
|
R3 |
0.8381 |
0.8318 |
0.8175 |
|
R2 |
0.8269 |
0.8269 |
0.8165 |
|
R1 |
0.8206 |
0.8206 |
0.8154 |
0.8182 |
PP |
0.8157 |
0.8157 |
0.8157 |
0.8144 |
S1 |
0.8094 |
0.8094 |
0.8134 |
0.8070 |
S2 |
0.8045 |
0.8045 |
0.8123 |
|
S3 |
0.7933 |
0.7982 |
0.8113 |
|
S4 |
0.7821 |
0.7870 |
0.8082 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8219 |
0.8107 |
0.0112 |
1.4% |
0.0051 |
0.6% |
72% |
False |
False |
369 |
10 |
0.8219 |
0.8061 |
0.0158 |
1.9% |
0.0044 |
0.5% |
80% |
False |
False |
212 |
20 |
0.8219 |
0.7977 |
0.0242 |
3.0% |
0.0050 |
0.6% |
87% |
False |
False |
177 |
40 |
0.8434 |
0.7977 |
0.0457 |
5.6% |
0.0045 |
0.6% |
46% |
False |
False |
111 |
60 |
0.8455 |
0.7977 |
0.0478 |
5.8% |
0.0039 |
0.5% |
44% |
False |
False |
80 |
80 |
0.8470 |
0.7977 |
0.0493 |
6.0% |
0.0036 |
0.4% |
43% |
False |
False |
62 |
100 |
0.8492 |
0.7977 |
0.0515 |
6.3% |
0.0033 |
0.4% |
41% |
False |
False |
50 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8475 |
2.618 |
0.8372 |
1.618 |
0.8309 |
1.000 |
0.8270 |
0.618 |
0.8246 |
HIGH |
0.8207 |
0.618 |
0.8183 |
0.500 |
0.8176 |
0.382 |
0.8168 |
LOW |
0.8144 |
0.618 |
0.8105 |
1.000 |
0.8081 |
1.618 |
0.8042 |
2.618 |
0.7979 |
4.250 |
0.7876 |
|
|
Fisher Pivots for day following 06-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8184 |
0.8178 |
PP |
0.8180 |
0.8167 |
S1 |
0.8176 |
0.8157 |
|