CME Japanese Yen Future December 2015
| Trading Metrics calculated at close of trading on 16-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2015 |
16-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8118 |
0.8090 |
-0.0028 |
-0.3% |
0.8145 |
| High |
0.8120 |
0.8092 |
-0.0028 |
-0.3% |
0.8320 |
| Low |
0.8086 |
0.8071 |
-0.0016 |
-0.2% |
0.8144 |
| Close |
0.8101 |
0.8073 |
-0.0028 |
-0.3% |
0.8159 |
| Range |
0.0034 |
0.0022 |
-0.0012 |
-35.8% |
0.0176 |
| ATR |
0.0059 |
0.0057 |
-0.0002 |
-3.5% |
0.0000 |
| Volume |
167 |
173 |
6 |
3.6% |
1,262 |
|
| Daily Pivots for day following 16-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8143 |
0.8130 |
0.8085 |
|
| R3 |
0.8122 |
0.8108 |
0.8079 |
|
| R2 |
0.8100 |
0.8100 |
0.8077 |
|
| R1 |
0.8087 |
0.8087 |
0.8075 |
0.8083 |
| PP |
0.8079 |
0.8079 |
0.8079 |
0.8077 |
| S1 |
0.8065 |
0.8065 |
0.8071 |
0.8061 |
| S2 |
0.8057 |
0.8057 |
0.8069 |
|
| S3 |
0.8036 |
0.8044 |
0.8067 |
|
| S4 |
0.8014 |
0.8022 |
0.8061 |
|
|
| 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 |
0.8250 |
0.8071 |
0.0180 |
2.2% |
0.0051 |
0.6% |
1% |
False |
True |
166 |
| 10 |
0.8320 |
0.8071 |
0.0249 |
3.1% |
0.0061 |
0.8% |
1% |
False |
True |
229 |
| 20 |
0.8320 |
0.8061 |
0.0259 |
3.2% |
0.0053 |
0.7% |
5% |
False |
False |
195 |
| 40 |
0.8320 |
0.7977 |
0.0343 |
4.2% |
0.0053 |
0.7% |
28% |
False |
False |
150 |
| 60 |
0.8454 |
0.7977 |
0.0477 |
5.9% |
0.0043 |
0.5% |
20% |
False |
False |
107 |
| 80 |
0.8470 |
0.7977 |
0.0493 |
6.1% |
0.0038 |
0.5% |
19% |
False |
False |
81 |
| 100 |
0.8470 |
0.7977 |
0.0493 |
6.1% |
0.0037 |
0.5% |
19% |
False |
False |
66 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8183 |
|
2.618 |
0.8148 |
|
1.618 |
0.8127 |
|
1.000 |
0.8114 |
|
0.618 |
0.8105 |
|
HIGH |
0.8092 |
|
0.618 |
0.8084 |
|
0.500 |
0.8081 |
|
0.382 |
0.8079 |
|
LOW |
0.8071 |
|
0.618 |
0.8057 |
|
1.000 |
0.8049 |
|
1.618 |
0.8036 |
|
2.618 |
0.8014 |
|
4.250 |
0.7979 |
|
|
| Fisher Pivots for day following 16-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8081 |
0.8111 |
| PP |
0.8079 |
0.8099 |
| S1 |
0.8076 |
0.8086 |
|