CME Japanese Yen Future December 2015
| Trading Metrics calculated at close of trading on 08-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2015 |
08-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8170 |
0.8190 |
0.0021 |
0.3% |
0.8194 |
| High |
0.8214 |
0.8320 |
0.0106 |
1.3% |
0.8219 |
| Low |
0.8166 |
0.8190 |
0.0024 |
0.3% |
0.8107 |
| Close |
0.8187 |
0.8310 |
0.0123 |
1.5% |
0.8144 |
| Range |
0.0048 |
0.0130 |
0.0082 |
172.6% |
0.0112 |
| ATR |
0.0052 |
0.0058 |
0.0006 |
11.1% |
0.0000 |
| Volume |
122 |
276 |
154 |
126.2% |
1,534 |
|
| Daily Pivots for day following 08-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8662 |
0.8615 |
0.8381 |
|
| R3 |
0.8532 |
0.8486 |
0.8346 |
|
| R2 |
0.8403 |
0.8403 |
0.8334 |
|
| R1 |
0.8356 |
0.8356 |
0.8322 |
0.8380 |
| PP |
0.8273 |
0.8273 |
0.8273 |
0.8285 |
| S1 |
0.8227 |
0.8227 |
0.8298 |
0.8250 |
| S2 |
0.8144 |
0.8144 |
0.8286 |
|
| S3 |
0.8014 |
0.8097 |
0.8274 |
|
| S4 |
0.7885 |
0.7968 |
0.8239 |
|
|
| 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 |
0.8320 |
0.8107 |
0.0213 |
2.6% |
0.0066 |
0.8% |
96% |
True |
False |
369 |
| 10 |
0.8320 |
0.8061 |
0.0259 |
3.1% |
0.0054 |
0.7% |
96% |
True |
False |
244 |
| 20 |
0.8320 |
0.8048 |
0.0272 |
3.3% |
0.0052 |
0.6% |
97% |
True |
False |
158 |
| 40 |
0.8434 |
0.7977 |
0.0457 |
5.5% |
0.0049 |
0.6% |
73% |
False |
False |
119 |
| 60 |
0.8455 |
0.7977 |
0.0478 |
5.8% |
0.0041 |
0.5% |
70% |
False |
False |
86 |
| 80 |
0.8470 |
0.7977 |
0.0493 |
5.9% |
0.0038 |
0.5% |
68% |
False |
False |
67 |
| 100 |
0.8492 |
0.7977 |
0.0515 |
6.2% |
0.0034 |
0.4% |
65% |
False |
False |
54 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8870 |
|
2.618 |
0.8659 |
|
1.618 |
0.8529 |
|
1.000 |
0.8449 |
|
0.618 |
0.8400 |
|
HIGH |
0.8320 |
|
0.618 |
0.8270 |
|
0.500 |
0.8255 |
|
0.382 |
0.8239 |
|
LOW |
0.8190 |
|
0.618 |
0.8110 |
|
1.000 |
0.8061 |
|
1.618 |
0.7980 |
|
2.618 |
0.7851 |
|
4.250 |
0.7640 |
|
|
| Fisher Pivots for day following 08-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8292 |
0.8284 |
| PP |
0.8273 |
0.8258 |
| S1 |
0.8255 |
0.8232 |
|