CME Japanese Yen Future December 2015
| Trading Metrics calculated at close of trading on 29-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2015 |
29-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8136 |
0.8116 |
-0.0021 |
-0.3% |
0.8073 |
| High |
0.8140 |
0.8116 |
-0.0025 |
-0.3% |
0.8109 |
| Low |
0.8095 |
0.8087 |
-0.0008 |
-0.1% |
0.8048 |
| Close |
0.8106 |
0.8090 |
-0.0016 |
-0.2% |
0.8098 |
| Range |
0.0045 |
0.0029 |
-0.0017 |
-36.7% |
0.0061 |
| ATR |
0.0047 |
0.0045 |
-0.0001 |
-2.8% |
0.0000 |
| Volume |
142 |
141 |
-1 |
-0.7% |
608 |
|
| Daily Pivots for day following 29-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8183 |
0.8165 |
0.8106 |
|
| R3 |
0.8155 |
0.8137 |
0.8098 |
|
| R2 |
0.8126 |
0.8126 |
0.8095 |
|
| R1 |
0.8108 |
0.8108 |
0.8093 |
0.8103 |
| PP |
0.8098 |
0.8098 |
0.8098 |
0.8095 |
| S1 |
0.8080 |
0.8080 |
0.8087 |
0.8074 |
| S2 |
0.8069 |
0.8069 |
0.8085 |
|
| S3 |
0.8041 |
0.8051 |
0.8082 |
|
| S4 |
0.8012 |
0.8023 |
0.8074 |
|
|
| 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 |
0.8073 |
0.0073 |
0.9% |
0.0033 |
0.4% |
23% |
False |
False |
100 |
| 10 |
0.8146 |
0.8048 |
0.0098 |
1.2% |
0.0031 |
0.4% |
43% |
False |
False |
119 |
| 20 |
0.8320 |
0.8048 |
0.0272 |
3.4% |
0.0047 |
0.6% |
15% |
False |
False |
205 |
| 40 |
0.8320 |
0.7977 |
0.0343 |
4.2% |
0.0048 |
0.6% |
33% |
False |
False |
164 |
| 60 |
0.8434 |
0.7977 |
0.0457 |
5.6% |
0.0045 |
0.6% |
25% |
False |
False |
123 |
| 80 |
0.8455 |
0.7977 |
0.0478 |
5.9% |
0.0039 |
0.5% |
24% |
False |
False |
93 |
| 100 |
0.8470 |
0.7977 |
0.0493 |
6.1% |
0.0038 |
0.5% |
23% |
False |
False |
76 |
| 120 |
0.8492 |
0.7977 |
0.0515 |
6.4% |
0.0035 |
0.4% |
22% |
False |
False |
64 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8237 |
|
2.618 |
0.8190 |
|
1.618 |
0.8162 |
|
1.000 |
0.8144 |
|
0.618 |
0.8133 |
|
HIGH |
0.8116 |
|
0.618 |
0.8105 |
|
0.500 |
0.8101 |
|
0.382 |
0.8098 |
|
LOW |
0.8087 |
|
0.618 |
0.8069 |
|
1.000 |
0.8059 |
|
1.618 |
0.8041 |
|
2.618 |
0.8012 |
|
4.250 |
0.7966 |
|
|
| Fisher Pivots for day following 29-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8101 |
0.8116 |
| PP |
0.8098 |
0.8108 |
| S1 |
0.8094 |
0.8099 |
|