CME Japanese Yen Future December 2015
Trading Metrics calculated at close of trading on 21-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2015 |
21-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
0.8073 |
0.8058 |
-0.0015 |
-0.2% |
0.8174 |
High |
0.8075 |
0.8096 |
0.0021 |
0.3% |
0.8174 |
Low |
0.8048 |
0.8053 |
0.0005 |
0.1% |
0.8071 |
Close |
0.8063 |
0.8085 |
0.0022 |
0.3% |
0.8075 |
Range |
0.0027 |
0.0043 |
0.0016 |
57.4% |
0.0103 |
ATR |
0.0052 |
0.0051 |
-0.0001 |
-1.3% |
0.0000 |
Volume |
153 |
230 |
77 |
50.3% |
749 |
|
Daily Pivots for day following 21-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8205 |
0.8187 |
0.8108 |
|
R3 |
0.8163 |
0.8145 |
0.8096 |
|
R2 |
0.8120 |
0.8120 |
0.8092 |
|
R1 |
0.8102 |
0.8102 |
0.8088 |
0.8111 |
PP |
0.8078 |
0.8078 |
0.8078 |
0.8082 |
S1 |
0.8060 |
0.8060 |
0.8081 |
0.8069 |
S2 |
0.8035 |
0.8035 |
0.8077 |
|
S3 |
0.7993 |
0.8017 |
0.8073 |
|
S4 |
0.7950 |
0.7975 |
0.8061 |
|
|
Weekly Pivots for week ending 17-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8415 |
0.8348 |
0.8132 |
|
R3 |
0.8312 |
0.8245 |
0.8103 |
|
R2 |
0.8209 |
0.8209 |
0.8094 |
|
R1 |
0.8142 |
0.8142 |
0.8084 |
0.8124 |
PP |
0.8106 |
0.8106 |
0.8106 |
0.8097 |
S1 |
0.8039 |
0.8039 |
0.8066 |
0.8021 |
S2 |
0.8003 |
0.8003 |
0.8056 |
|
S3 |
0.7900 |
0.7936 |
0.8047 |
|
S4 |
0.7797 |
0.7833 |
0.8018 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8120 |
0.8048 |
0.0072 |
0.9% |
0.0027 |
0.3% |
51% |
False |
False |
154 |
10 |
0.8320 |
0.8048 |
0.0272 |
3.4% |
0.0053 |
0.7% |
13% |
False |
False |
195 |
20 |
0.8320 |
0.8048 |
0.0272 |
3.4% |
0.0049 |
0.6% |
13% |
False |
False |
207 |
40 |
0.8320 |
0.7977 |
0.0343 |
4.2% |
0.0052 |
0.6% |
31% |
False |
False |
159 |
60 |
0.8454 |
0.7977 |
0.0477 |
5.9% |
0.0043 |
0.5% |
23% |
False |
False |
114 |
80 |
0.8455 |
0.7977 |
0.0478 |
5.9% |
0.0038 |
0.5% |
22% |
False |
False |
86 |
100 |
0.8470 |
0.7977 |
0.0493 |
6.1% |
0.0037 |
0.5% |
22% |
False |
False |
71 |
120 |
0.8598 |
0.7977 |
0.0621 |
7.7% |
0.0034 |
0.4% |
17% |
False |
False |
60 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8276 |
2.618 |
0.8207 |
1.618 |
0.8164 |
1.000 |
0.8138 |
0.618 |
0.8122 |
HIGH |
0.8096 |
0.618 |
0.8079 |
0.500 |
0.8074 |
0.382 |
0.8069 |
LOW |
0.8053 |
0.618 |
0.8027 |
1.000 |
0.8011 |
1.618 |
0.7984 |
2.618 |
0.7942 |
4.250 |
0.7872 |
|
|
Fisher Pivots for day following 21-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8081 |
0.8080 |
PP |
0.8078 |
0.8076 |
S1 |
0.8074 |
0.8072 |
|