CME Japanese Yen Future December 2015
| Trading Metrics calculated at close of trading on 07-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2015 |
07-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8145 |
0.8170 |
0.0025 |
0.3% |
0.8194 |
| High |
0.8207 |
0.8214 |
0.0007 |
0.1% |
0.8219 |
| Low |
0.8144 |
0.8166 |
0.0022 |
0.3% |
0.8107 |
| Close |
0.8188 |
0.8187 |
-0.0001 |
0.0% |
0.8144 |
| Range |
0.0063 |
0.0048 |
-0.0016 |
-24.6% |
0.0112 |
| ATR |
0.0052 |
0.0052 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
313 |
122 |
-191 |
-61.0% |
1,534 |
|
| Daily Pivots for day following 07-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8331 |
0.8307 |
0.8213 |
|
| R3 |
0.8284 |
0.8259 |
0.8200 |
|
| R2 |
0.8236 |
0.8236 |
0.8196 |
|
| R1 |
0.8212 |
0.8212 |
0.8191 |
0.8224 |
| PP |
0.8189 |
0.8189 |
0.8189 |
0.8195 |
| S1 |
0.8164 |
0.8164 |
0.8183 |
0.8177 |
| S2 |
0.8141 |
0.8141 |
0.8178 |
|
| S3 |
0.8094 |
0.8117 |
0.8174 |
|
| S4 |
0.8046 |
0.8069 |
0.8161 |
|
|
| 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% |
0.0047 |
0.6% |
71% |
False |
False |
387 |
| 10 |
0.8219 |
0.8061 |
0.0158 |
1.9% |
0.0045 |
0.6% |
80% |
False |
False |
218 |
| 20 |
0.8219 |
0.8037 |
0.0182 |
2.2% |
0.0049 |
0.6% |
82% |
False |
False |
176 |
| 40 |
0.8434 |
0.7977 |
0.0457 |
5.6% |
0.0046 |
0.6% |
46% |
False |
False |
114 |
| 60 |
0.8455 |
0.7977 |
0.0478 |
5.8% |
0.0040 |
0.5% |
44% |
False |
False |
82 |
| 80 |
0.8470 |
0.7977 |
0.0493 |
6.0% |
0.0037 |
0.5% |
43% |
False |
False |
63 |
| 100 |
0.8492 |
0.7977 |
0.0515 |
6.3% |
0.0033 |
0.4% |
41% |
False |
False |
51 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8415 |
|
2.618 |
0.8338 |
|
1.618 |
0.8290 |
|
1.000 |
0.8261 |
|
0.618 |
0.8243 |
|
HIGH |
0.8214 |
|
0.618 |
0.8195 |
|
0.500 |
0.8190 |
|
0.382 |
0.8184 |
|
LOW |
0.8166 |
|
0.618 |
0.8137 |
|
1.000 |
0.8119 |
|
1.618 |
0.8089 |
|
2.618 |
0.8042 |
|
4.250 |
0.7964 |
|
|
| Fisher Pivots for day following 07-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8190 |
0.8178 |
| PP |
0.8189 |
0.8169 |
| S1 |
0.8188 |
0.8160 |
|