CME Japanese Yen Future December 2015
| Trading Metrics calculated at close of trading on 05-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2015 |
05-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8080 |
0.8058 |
-0.0022 |
-0.3% |
0.8102 |
| High |
0.8088 |
0.8078 |
-0.0010 |
-0.1% |
0.8146 |
| Low |
0.8059 |
0.8002 |
-0.0057 |
-0.7% |
0.8043 |
| Close |
0.8059 |
0.8024 |
-0.0035 |
-0.4% |
0.8080 |
| Range |
0.0030 |
0.0077 |
0.0047 |
159.3% |
0.0103 |
| ATR |
0.0043 |
0.0045 |
0.0002 |
5.6% |
0.0000 |
| Volume |
95 |
34 |
-61 |
-64.2% |
919 |
|
| Daily Pivots for day following 05-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8264 |
0.8220 |
0.8066 |
|
| R3 |
0.8187 |
0.8144 |
0.8045 |
|
| R2 |
0.8111 |
0.8111 |
0.8038 |
|
| R1 |
0.8067 |
0.8067 |
0.8031 |
0.8051 |
| PP |
0.8034 |
0.8034 |
0.8034 |
0.8026 |
| S1 |
0.7991 |
0.7991 |
0.8016 |
0.7974 |
| S2 |
0.7958 |
0.7958 |
0.8009 |
|
| S3 |
0.7881 |
0.7914 |
0.8002 |
|
| S4 |
0.7805 |
0.7838 |
0.7981 |
|
|
| 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 |
0.8109 |
0.8002 |
0.0107 |
1.3% |
0.0042 |
0.5% |
21% |
False |
True |
183 |
| 10 |
0.8146 |
0.8002 |
0.0144 |
1.8% |
0.0038 |
0.5% |
15% |
False |
True |
141 |
| 20 |
0.8317 |
0.8002 |
0.0316 |
3.9% |
0.0041 |
0.5% |
7% |
False |
True |
159 |
| 40 |
0.8320 |
0.8002 |
0.0318 |
4.0% |
0.0047 |
0.6% |
7% |
False |
True |
158 |
| 60 |
0.8434 |
0.7977 |
0.0457 |
5.7% |
0.0046 |
0.6% |
10% |
False |
False |
133 |
| 80 |
0.8455 |
0.7977 |
0.0478 |
6.0% |
0.0041 |
0.5% |
10% |
False |
False |
105 |
| 100 |
0.8470 |
0.7977 |
0.0493 |
6.1% |
0.0039 |
0.5% |
9% |
False |
False |
85 |
| 120 |
0.8492 |
0.7977 |
0.0515 |
6.4% |
0.0035 |
0.4% |
9% |
False |
False |
72 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8403 |
|
2.618 |
0.8278 |
|
1.618 |
0.8202 |
|
1.000 |
0.8155 |
|
0.618 |
0.8125 |
|
HIGH |
0.8078 |
|
0.618 |
0.8049 |
|
0.500 |
0.8040 |
|
0.382 |
0.8031 |
|
LOW |
0.8002 |
|
0.618 |
0.7954 |
|
1.000 |
0.7925 |
|
1.618 |
0.7878 |
|
2.618 |
0.7801 |
|
4.250 |
0.7676 |
|
|
| Fisher Pivots for day following 05-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8040 |
0.8045 |
| PP |
0.8034 |
0.8038 |
| S1 |
0.8029 |
0.8031 |
|