CME Japanese Yen Future December 2015
| Trading Metrics calculated at close of trading on 27-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2015 |
27-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8080 |
0.8102 |
0.0022 |
0.3% |
0.8073 |
| High |
0.8099 |
0.8146 |
0.0047 |
0.6% |
0.8109 |
| Low |
0.8075 |
0.8099 |
0.0024 |
0.3% |
0.8048 |
| Close |
0.8098 |
0.8131 |
0.0034 |
0.4% |
0.8098 |
| Range |
0.0024 |
0.0047 |
0.0023 |
97.9% |
0.0061 |
| ATR |
0.0047 |
0.0047 |
0.0000 |
0.2% |
0.0000 |
| Volume |
110 |
81 |
-29 |
-26.4% |
608 |
|
| Daily Pivots for day following 27-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8265 |
0.8244 |
0.8157 |
|
| R3 |
0.8218 |
0.8198 |
0.8144 |
|
| R2 |
0.8172 |
0.8172 |
0.8140 |
|
| R1 |
0.8151 |
0.8151 |
0.8135 |
0.8162 |
| PP |
0.8125 |
0.8125 |
0.8125 |
0.8130 |
| S1 |
0.8105 |
0.8105 |
0.8127 |
0.8115 |
| S2 |
0.8079 |
0.8079 |
0.8122 |
|
| S3 |
0.8032 |
0.8058 |
0.8118 |
|
| S4 |
0.7986 |
0.8012 |
0.8105 |
|
|
| Weekly Pivots for week ending 24-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8266 |
0.8242 |
0.8131 |
|
| R3 |
0.8206 |
0.8182 |
0.8114 |
|
| R2 |
0.8145 |
0.8145 |
0.8109 |
|
| R1 |
0.8121 |
0.8121 |
0.8103 |
0.8133 |
| PP |
0.8085 |
0.8085 |
0.8085 |
0.8091 |
| S1 |
0.8061 |
0.8061 |
0.8092 |
0.8073 |
| S2 |
0.8024 |
0.8024 |
0.8086 |
|
| S3 |
0.7964 |
0.8000 |
0.8081 |
|
| S4 |
0.7903 |
0.7940 |
0.8064 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8146 |
0.8053 |
0.0093 |
1.1% |
0.0035 |
0.4% |
84% |
True |
False |
107 |
| 10 |
0.8152 |
0.8048 |
0.0104 |
1.3% |
0.0032 |
0.4% |
80% |
False |
False |
123 |
| 20 |
0.8320 |
0.8048 |
0.0272 |
3.3% |
0.0048 |
0.6% |
31% |
False |
False |
211 |
| 40 |
0.8320 |
0.7977 |
0.0343 |
4.2% |
0.0050 |
0.6% |
45% |
False |
False |
159 |
| 60 |
0.8434 |
0.7977 |
0.0457 |
5.6% |
0.0044 |
0.5% |
34% |
False |
False |
118 |
| 80 |
0.8455 |
0.7977 |
0.0478 |
5.9% |
0.0039 |
0.5% |
32% |
False |
False |
90 |
| 100 |
0.8470 |
0.7977 |
0.0493 |
6.1% |
0.0038 |
0.5% |
31% |
False |
False |
74 |
| 120 |
0.8548 |
0.7977 |
0.0571 |
7.0% |
0.0035 |
0.4% |
27% |
False |
False |
62 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8343 |
|
2.618 |
0.8267 |
|
1.618 |
0.8221 |
|
1.000 |
0.8192 |
|
0.618 |
0.8174 |
|
HIGH |
0.8146 |
|
0.618 |
0.8128 |
|
0.500 |
0.8122 |
|
0.382 |
0.8117 |
|
LOW |
0.8099 |
|
0.618 |
0.8070 |
|
1.000 |
0.8053 |
|
1.618 |
0.8024 |
|
2.618 |
0.7977 |
|
4.250 |
0.7901 |
|
|
| Fisher Pivots for day following 27-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8128 |
0.8124 |
| PP |
0.8125 |
0.8117 |
| S1 |
0.8122 |
0.8109 |
|