CME Japanese Yen Future December 2015
| Trading Metrics calculated at close of trading on 09-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2015 |
09-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8190 |
0.8317 |
0.0127 |
1.6% |
0.8194 |
| High |
0.8320 |
0.8317 |
-0.0003 |
0.0% |
0.8219 |
| Low |
0.8190 |
0.8248 |
0.0058 |
0.7% |
0.8107 |
| Close |
0.8310 |
0.8262 |
-0.0049 |
-0.6% |
0.8144 |
| Range |
0.0130 |
0.0069 |
-0.0061 |
-46.7% |
0.0112 |
| ATR |
0.0058 |
0.0058 |
0.0001 |
1.4% |
0.0000 |
| Volume |
276 |
416 |
140 |
50.7% |
1,534 |
|
| Daily Pivots for day following 09-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8483 |
0.8441 |
0.8299 |
|
| R3 |
0.8414 |
0.8372 |
0.8280 |
|
| R2 |
0.8345 |
0.8345 |
0.8274 |
|
| R1 |
0.8303 |
0.8303 |
0.8268 |
0.8289 |
| PP |
0.8276 |
0.8276 |
0.8276 |
0.8269 |
| S1 |
0.8234 |
0.8234 |
0.8255 |
0.8220 |
| S2 |
0.8207 |
0.8207 |
0.8249 |
|
| S3 |
0.8138 |
0.8165 |
0.8243 |
|
| S4 |
0.8069 |
0.8096 |
0.8224 |
|
|
| 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% |
0.0070 |
0.8% |
73% |
False |
False |
292 |
| 10 |
0.8320 |
0.8086 |
0.0234 |
2.8% |
0.0057 |
0.7% |
75% |
False |
False |
280 |
| 20 |
0.8320 |
0.8061 |
0.0259 |
3.1% |
0.0049 |
0.6% |
78% |
False |
False |
171 |
| 40 |
0.8434 |
0.7977 |
0.0457 |
5.5% |
0.0051 |
0.6% |
62% |
False |
False |
130 |
| 60 |
0.8455 |
0.7977 |
0.0478 |
5.8% |
0.0041 |
0.5% |
60% |
False |
False |
93 |
| 80 |
0.8470 |
0.7977 |
0.0493 |
6.0% |
0.0039 |
0.5% |
58% |
False |
False |
72 |
| 100 |
0.8470 |
0.7977 |
0.0493 |
6.0% |
0.0034 |
0.4% |
58% |
False |
False |
58 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8610 |
|
2.618 |
0.8498 |
|
1.618 |
0.8429 |
|
1.000 |
0.8386 |
|
0.618 |
0.8360 |
|
HIGH |
0.8317 |
|
0.618 |
0.8291 |
|
0.500 |
0.8283 |
|
0.382 |
0.8274 |
|
LOW |
0.8248 |
|
0.618 |
0.8205 |
|
1.000 |
0.8179 |
|
1.618 |
0.8136 |
|
2.618 |
0.8067 |
|
4.250 |
0.7955 |
|
|
| Fisher Pivots for day following 09-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8283 |
0.8255 |
| PP |
0.8276 |
0.8249 |
| S1 |
0.8269 |
0.8243 |
|