CME Japanese Yen Future December 2015
Trading Metrics calculated at close of trading on 30-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2015 |
30-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
0.8116 |
0.8070 |
-0.0046 |
-0.6% |
0.8073 |
High |
0.8116 |
0.8074 |
-0.0042 |
-0.5% |
0.8109 |
Low |
0.8087 |
0.8043 |
-0.0045 |
-0.6% |
0.8048 |
Close |
0.8090 |
0.8065 |
-0.0026 |
-0.3% |
0.8098 |
Range |
0.0029 |
0.0031 |
0.0003 |
8.8% |
0.0061 |
ATR |
0.0045 |
0.0045 |
0.0000 |
0.4% |
0.0000 |
Volume |
141 |
48 |
-93 |
-66.0% |
608 |
|
Daily Pivots for day following 30-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8153 |
0.8140 |
0.8082 |
|
R3 |
0.8122 |
0.8109 |
0.8073 |
|
R2 |
0.8091 |
0.8091 |
0.8070 |
|
R1 |
0.8078 |
0.8078 |
0.8067 |
0.8069 |
PP |
0.8060 |
0.8060 |
0.8060 |
0.8056 |
S1 |
0.8047 |
0.8047 |
0.8062 |
0.8038 |
S2 |
0.8029 |
0.8029 |
0.8059 |
|
S3 |
0.7998 |
0.8016 |
0.8056 |
|
S4 |
0.7967 |
0.7985 |
0.8047 |
|
|
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 |
0.8043 |
0.0103 |
1.3% |
0.0035 |
0.4% |
21% |
False |
True |
104 |
10 |
0.8146 |
0.8043 |
0.0103 |
1.3% |
0.0032 |
0.4% |
21% |
False |
True |
107 |
20 |
0.8320 |
0.8043 |
0.0277 |
3.4% |
0.0046 |
0.6% |
8% |
False |
True |
168 |
40 |
0.8320 |
0.7977 |
0.0343 |
4.2% |
0.0048 |
0.6% |
26% |
False |
False |
164 |
60 |
0.8434 |
0.7977 |
0.0457 |
5.7% |
0.0044 |
0.6% |
19% |
False |
False |
123 |
80 |
0.8455 |
0.7977 |
0.0478 |
5.9% |
0.0040 |
0.5% |
18% |
False |
False |
94 |
100 |
0.8470 |
0.7977 |
0.0493 |
6.1% |
0.0038 |
0.5% |
18% |
False |
False |
76 |
120 |
0.8492 |
0.7977 |
0.0515 |
6.4% |
0.0035 |
0.4% |
17% |
False |
False |
64 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8205 |
2.618 |
0.8155 |
1.618 |
0.8124 |
1.000 |
0.8105 |
0.618 |
0.8093 |
HIGH |
0.8074 |
0.618 |
0.8062 |
0.500 |
0.8058 |
0.382 |
0.8054 |
LOW |
0.8043 |
0.618 |
0.8023 |
1.000 |
0.8012 |
1.618 |
0.7992 |
2.618 |
0.7961 |
4.250 |
0.7911 |
|
|
Fisher Pivots for day following 30-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8062 |
0.8091 |
PP |
0.8060 |
0.8082 |
S1 |
0.8058 |
0.8073 |
|