CME Japanese Yen Future December 2015
Trading Metrics calculated at close of trading on 03-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2015 |
03-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
0.8078 |
0.8078 |
0.0000 |
0.0% |
0.8102 |
High |
0.8109 |
0.8088 |
-0.0021 |
-0.3% |
0.8146 |
Low |
0.8059 |
0.8065 |
0.0007 |
0.1% |
0.8043 |
Close |
0.8080 |
0.8084 |
0.0004 |
0.0% |
0.8080 |
Range |
0.0050 |
0.0023 |
-0.0027 |
-54.0% |
0.0103 |
ATR |
0.0046 |
0.0044 |
-0.0002 |
-3.5% |
0.0000 |
Volume |
507 |
235 |
-272 |
-53.6% |
919 |
|
Daily Pivots for day following 03-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8148 |
0.8139 |
0.8096 |
|
R3 |
0.8125 |
0.8116 |
0.8090 |
|
R2 |
0.8102 |
0.8102 |
0.8088 |
|
R1 |
0.8093 |
0.8093 |
0.8086 |
0.8097 |
PP |
0.8079 |
0.8079 |
0.8079 |
0.8081 |
S1 |
0.8070 |
0.8070 |
0.8081 |
0.8074 |
S2 |
0.8056 |
0.8056 |
0.8079 |
|
S3 |
0.8033 |
0.8047 |
0.8077 |
|
S4 |
0.8010 |
0.8024 |
0.8071 |
|
|
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 |
0.8140 |
0.8043 |
0.0098 |
1.2% |
0.0036 |
0.4% |
42% |
False |
False |
214 |
10 |
0.8146 |
0.8043 |
0.0103 |
1.3% |
0.0035 |
0.4% |
40% |
False |
False |
160 |
20 |
0.8320 |
0.8043 |
0.0277 |
3.4% |
0.0045 |
0.6% |
15% |
False |
False |
173 |
40 |
0.8320 |
0.7977 |
0.0343 |
4.2% |
0.0047 |
0.6% |
31% |
False |
False |
175 |
60 |
0.8434 |
0.7977 |
0.0457 |
5.7% |
0.0045 |
0.6% |
23% |
False |
False |
131 |
80 |
0.8455 |
0.7977 |
0.0478 |
5.9% |
0.0041 |
0.5% |
22% |
False |
False |
103 |
100 |
0.8470 |
0.7977 |
0.0493 |
6.1% |
0.0038 |
0.5% |
22% |
False |
False |
84 |
120 |
0.8492 |
0.7977 |
0.0515 |
6.4% |
0.0035 |
0.4% |
21% |
False |
False |
71 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8186 |
2.618 |
0.8148 |
1.618 |
0.8125 |
1.000 |
0.8111 |
0.618 |
0.8102 |
HIGH |
0.8088 |
0.618 |
0.8079 |
0.500 |
0.8077 |
0.382 |
0.8074 |
LOW |
0.8065 |
0.618 |
0.8051 |
1.000 |
0.8042 |
1.618 |
0.8028 |
2.618 |
0.8005 |
4.250 |
0.7967 |
|
|
Fisher Pivots for day following 03-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8081 |
0.8081 |
PP |
0.8079 |
0.8078 |
S1 |
0.8077 |
0.8076 |
|