CME Japanese Yen Future December 2015
Trading Metrics calculated at close of trading on 06-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2015 |
06-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
0.8058 |
0.8028 |
-0.0030 |
-0.4% |
0.8102 |
High |
0.8078 |
0.8043 |
-0.0035 |
-0.4% |
0.8146 |
Low |
0.8002 |
0.8020 |
0.0019 |
0.2% |
0.8043 |
Close |
0.8024 |
0.8034 |
0.0011 |
0.1% |
0.8080 |
Range |
0.0077 |
0.0023 |
-0.0054 |
-69.9% |
0.0103 |
ATR |
0.0045 |
0.0044 |
-0.0002 |
-3.5% |
0.0000 |
Volume |
34 |
394 |
360 |
1,058.8% |
919 |
|
Daily Pivots for day following 06-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8101 |
0.8091 |
0.8047 |
|
R3 |
0.8078 |
0.8068 |
0.8040 |
|
R2 |
0.8055 |
0.8055 |
0.8038 |
|
R1 |
0.8045 |
0.8045 |
0.8036 |
0.8050 |
PP |
0.8032 |
0.8032 |
0.8032 |
0.8035 |
S1 |
0.8022 |
0.8022 |
0.8032 |
0.8027 |
S2 |
0.8009 |
0.8009 |
0.8030 |
|
S3 |
0.7986 |
0.7999 |
0.8028 |
|
S4 |
0.7963 |
0.7976 |
0.8021 |
|
|
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% |
0.0040 |
0.5% |
30% |
False |
False |
253 |
10 |
0.8146 |
0.8002 |
0.0144 |
1.8% |
0.0038 |
0.5% |
23% |
False |
False |
178 |
20 |
0.8250 |
0.8002 |
0.0249 |
3.1% |
0.0039 |
0.5% |
13% |
False |
False |
158 |
40 |
0.8320 |
0.8002 |
0.0318 |
4.0% |
0.0044 |
0.5% |
10% |
False |
False |
165 |
60 |
0.8434 |
0.7977 |
0.0457 |
5.7% |
0.0047 |
0.6% |
12% |
False |
False |
139 |
80 |
0.8455 |
0.7977 |
0.0478 |
5.9% |
0.0040 |
0.5% |
12% |
False |
False |
109 |
100 |
0.8470 |
0.7977 |
0.0493 |
6.1% |
0.0039 |
0.5% |
12% |
False |
False |
89 |
120 |
0.8470 |
0.7977 |
0.0493 |
6.1% |
0.0035 |
0.4% |
12% |
False |
False |
75 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8141 |
2.618 |
0.8103 |
1.618 |
0.8080 |
1.000 |
0.8066 |
0.618 |
0.8057 |
HIGH |
0.8043 |
0.618 |
0.8034 |
0.500 |
0.8032 |
0.382 |
0.8029 |
LOW |
0.8020 |
0.618 |
0.8006 |
1.000 |
0.7997 |
1.618 |
0.7983 |
2.618 |
0.7960 |
4.250 |
0.7922 |
|
|
Fisher Pivots for day following 06-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8033 |
0.8045 |
PP |
0.8032 |
0.8041 |
S1 |
0.8032 |
0.8038 |
|