CME Japanese Yen Future December 2015
Trading Metrics calculated at close of trading on 22-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2015 |
22-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
0.8058 |
0.8091 |
0.0034 |
0.4% |
0.8174 |
High |
0.8096 |
0.8109 |
0.0013 |
0.2% |
0.8174 |
Low |
0.8053 |
0.8071 |
0.0018 |
0.2% |
0.8071 |
Close |
0.8085 |
0.8076 |
-0.0009 |
-0.1% |
0.8075 |
Range |
0.0043 |
0.0038 |
-0.0005 |
-10.6% |
0.0103 |
ATR |
0.0051 |
0.0050 |
-0.0001 |
-1.8% |
0.0000 |
Volume |
230 |
89 |
-141 |
-61.3% |
749 |
|
Daily Pivots for day following 22-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8199 |
0.8176 |
0.8097 |
|
R3 |
0.8161 |
0.8138 |
0.8086 |
|
R2 |
0.8123 |
0.8123 |
0.8083 |
|
R1 |
0.8100 |
0.8100 |
0.8079 |
0.8092 |
PP |
0.8085 |
0.8085 |
0.8085 |
0.8081 |
S1 |
0.8062 |
0.8062 |
0.8073 |
0.8054 |
S2 |
0.8047 |
0.8047 |
0.8069 |
|
S3 |
0.8009 |
0.8024 |
0.8066 |
|
S4 |
0.7971 |
0.7986 |
0.8055 |
|
|
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 |
0.8109 |
0.8048 |
0.0061 |
0.7% |
0.0028 |
0.3% |
46% |
True |
False |
139 |
10 |
0.8317 |
0.8048 |
0.0269 |
3.3% |
0.0044 |
0.5% |
10% |
False |
False |
177 |
20 |
0.8320 |
0.8048 |
0.0272 |
3.4% |
0.0049 |
0.6% |
10% |
False |
False |
211 |
40 |
0.8320 |
0.7977 |
0.0343 |
4.2% |
0.0050 |
0.6% |
29% |
False |
False |
161 |
60 |
0.8454 |
0.7977 |
0.0477 |
5.9% |
0.0044 |
0.5% |
21% |
False |
False |
115 |
80 |
0.8455 |
0.7977 |
0.0478 |
5.9% |
0.0038 |
0.5% |
21% |
False |
False |
87 |
100 |
0.8470 |
0.7977 |
0.0493 |
6.1% |
0.0037 |
0.5% |
20% |
False |
False |
71 |
120 |
0.8598 |
0.7977 |
0.0621 |
7.7% |
0.0034 |
0.4% |
16% |
False |
False |
61 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8270 |
2.618 |
0.8208 |
1.618 |
0.8170 |
1.000 |
0.8147 |
0.618 |
0.8132 |
HIGH |
0.8109 |
0.618 |
0.8094 |
0.500 |
0.8090 |
0.382 |
0.8085 |
LOW |
0.8071 |
0.618 |
0.8047 |
1.000 |
0.8033 |
1.618 |
0.8009 |
2.618 |
0.7971 |
4.250 |
0.7909 |
|
|
Fisher Pivots for day following 22-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8090 |
0.8078 |
PP |
0.8085 |
0.8078 |
S1 |
0.8081 |
0.8077 |
|