CME Japanese Yen Future December 2015
Trading Metrics calculated at close of trading on 31-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2015 |
31-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
0.8070 |
0.8078 |
0.0008 |
0.1% |
0.8102 |
High |
0.8074 |
0.8109 |
0.0035 |
0.4% |
0.8146 |
Low |
0.8043 |
0.8059 |
0.0016 |
0.2% |
0.8043 |
Close |
0.8065 |
0.8080 |
0.0015 |
0.2% |
0.8080 |
Range |
0.0031 |
0.0050 |
0.0019 |
61.3% |
0.0103 |
ATR |
0.0045 |
0.0046 |
0.0000 |
0.7% |
0.0000 |
Volume |
48 |
507 |
459 |
956.3% |
919 |
|
Daily Pivots for day following 31-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8232 |
0.8206 |
0.8107 |
|
R3 |
0.8182 |
0.8156 |
0.8093 |
|
R2 |
0.8132 |
0.8132 |
0.8089 |
|
R1 |
0.8106 |
0.8106 |
0.8084 |
0.8119 |
PP |
0.8082 |
0.8082 |
0.8082 |
0.8089 |
S1 |
0.8056 |
0.8056 |
0.8075 |
0.8069 |
S2 |
0.8032 |
0.8032 |
0.8070 |
|
S3 |
0.7982 |
0.8006 |
0.8066 |
|
S4 |
0.7932 |
0.7956 |
0.8052 |
|
|
Weekly Pivots for week ending 31-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8398 |
0.8342 |
0.8136 |
|
R3 |
0.8295 |
0.8239 |
0.8108 |
|
R2 |
0.8192 |
0.8192 |
0.8098 |
|
R1 |
0.8136 |
0.8136 |
0.8089 |
0.8113 |
PP |
0.8089 |
0.8089 |
0.8089 |
0.8078 |
S1 |
0.8033 |
0.8033 |
0.8070 |
0.8010 |
S2 |
0.7986 |
0.7986 |
0.8061 |
|
S3 |
0.7883 |
0.7930 |
0.8051 |
|
S4 |
0.7780 |
0.7827 |
0.8023 |
|
|
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% |
0.0040 |
0.5% |
36% |
False |
False |
183 |
10 |
0.8146 |
0.8043 |
0.0103 |
1.3% |
0.0036 |
0.4% |
36% |
False |
False |
152 |
20 |
0.8320 |
0.8043 |
0.0277 |
3.4% |
0.0047 |
0.6% |
13% |
False |
False |
176 |
40 |
0.8320 |
0.7977 |
0.0343 |
4.2% |
0.0048 |
0.6% |
30% |
False |
False |
175 |
60 |
0.8434 |
0.7977 |
0.0457 |
5.7% |
0.0045 |
0.6% |
22% |
False |
False |
130 |
80 |
0.8455 |
0.7977 |
0.0478 |
5.9% |
0.0040 |
0.5% |
21% |
False |
False |
100 |
100 |
0.8470 |
0.7977 |
0.0493 |
6.1% |
0.0038 |
0.5% |
21% |
False |
False |
82 |
120 |
0.8492 |
0.7977 |
0.0515 |
6.4% |
0.0035 |
0.4% |
20% |
False |
False |
69 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8321 |
2.618 |
0.8239 |
1.618 |
0.8189 |
1.000 |
0.8159 |
0.618 |
0.8139 |
HIGH |
0.8109 |
0.618 |
0.8089 |
0.500 |
0.8084 |
0.382 |
0.8078 |
LOW |
0.8059 |
0.618 |
0.8028 |
1.000 |
0.8009 |
1.618 |
0.7978 |
2.618 |
0.7928 |
4.250 |
0.7846 |
|
|
Fisher Pivots for day following 31-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8084 |
0.8079 |
PP |
0.8082 |
0.8079 |
S1 |
0.8081 |
0.8079 |
|