CME Japanese Yen Future December 2015
| Trading Metrics calculated at close of trading on 13-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2015 |
13-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8250 |
0.8174 |
-0.0077 |
-0.9% |
0.8145 |
| High |
0.8250 |
0.8174 |
-0.0077 |
-0.9% |
0.8320 |
| Low |
0.8158 |
0.8116 |
-0.0042 |
-0.5% |
0.8144 |
| Close |
0.8159 |
0.8119 |
-0.0040 |
-0.5% |
0.8159 |
| Range |
0.0093 |
0.0058 |
-0.0035 |
-37.3% |
0.0176 |
| ATR |
0.0062 |
0.0061 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
135 |
199 |
64 |
47.4% |
1,262 |
|
| Daily Pivots for day following 13-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8310 |
0.8272 |
0.8150 |
|
| R3 |
0.8252 |
0.8214 |
0.8134 |
|
| R2 |
0.8194 |
0.8194 |
0.8129 |
|
| R1 |
0.8156 |
0.8156 |
0.8124 |
0.8146 |
| PP |
0.8136 |
0.8136 |
0.8136 |
0.8131 |
| S1 |
0.8098 |
0.8098 |
0.8113 |
0.8088 |
| S2 |
0.8078 |
0.8078 |
0.8108 |
|
| S3 |
0.8020 |
0.8040 |
0.8103 |
|
| S4 |
0.7962 |
0.7982 |
0.8087 |
|
|
| Weekly Pivots for week ending 10-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8734 |
0.8622 |
0.8255 |
|
| R3 |
0.8558 |
0.8446 |
0.8207 |
|
| R2 |
0.8383 |
0.8383 |
0.8191 |
|
| R1 |
0.8271 |
0.8271 |
0.8175 |
0.8327 |
| PP |
0.8207 |
0.8207 |
0.8207 |
0.8235 |
| S1 |
0.8095 |
0.8095 |
0.8142 |
0.8151 |
| S2 |
0.8032 |
0.8032 |
0.8126 |
|
| S3 |
0.7856 |
0.7920 |
0.8110 |
|
| S4 |
0.7681 |
0.7744 |
0.8062 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8320 |
0.8116 |
0.0204 |
2.5% |
0.0079 |
1.0% |
1% |
False |
True |
229 |
| 10 |
0.8320 |
0.8107 |
0.0213 |
2.6% |
0.0065 |
0.8% |
5% |
False |
False |
299 |
| 20 |
0.8320 |
0.8061 |
0.0259 |
3.2% |
0.0051 |
0.6% |
22% |
False |
False |
173 |
| 40 |
0.8413 |
0.7977 |
0.0436 |
5.4% |
0.0053 |
0.6% |
32% |
False |
False |
138 |
| 60 |
0.8455 |
0.7977 |
0.0478 |
5.9% |
0.0042 |
0.5% |
30% |
False |
False |
98 |
| 80 |
0.8470 |
0.7977 |
0.0493 |
6.1% |
0.0038 |
0.5% |
29% |
False |
False |
75 |
| 100 |
0.8470 |
0.7977 |
0.0493 |
6.1% |
0.0036 |
0.4% |
29% |
False |
False |
61 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8420 |
|
2.618 |
0.8325 |
|
1.618 |
0.8267 |
|
1.000 |
0.8232 |
|
0.618 |
0.8209 |
|
HIGH |
0.8174 |
|
0.618 |
0.8151 |
|
0.500 |
0.8145 |
|
0.382 |
0.8138 |
|
LOW |
0.8116 |
|
0.618 |
0.8080 |
|
1.000 |
0.8058 |
|
1.618 |
0.8022 |
|
2.618 |
0.7964 |
|
4.250 |
0.7869 |
|
|
| Fisher Pivots for day following 13-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8145 |
0.8216 |
| PP |
0.8136 |
0.8184 |
| S1 |
0.8127 |
0.8151 |
|