CME Japanese Yen Future December 2015
Trading Metrics calculated at close of trading on 07-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2015 |
07-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
0.8028 |
0.8030 |
0.0002 |
0.0% |
0.8078 |
High |
0.8043 |
0.8073 |
0.0030 |
0.4% |
0.8088 |
Low |
0.8020 |
0.8015 |
-0.0005 |
-0.1% |
0.8002 |
Close |
0.8034 |
0.8072 |
0.0038 |
0.5% |
0.8072 |
Range |
0.0023 |
0.0058 |
0.0035 |
150.0% |
0.0087 |
ATR |
0.0044 |
0.0045 |
0.0001 |
2.2% |
0.0000 |
Volume |
394 |
155 |
-239 |
-60.7% |
913 |
|
Daily Pivots for day following 07-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8226 |
0.8206 |
0.8103 |
|
R3 |
0.8168 |
0.8149 |
0.8087 |
|
R2 |
0.8111 |
0.8111 |
0.8082 |
|
R1 |
0.8091 |
0.8091 |
0.8077 |
0.8101 |
PP |
0.8053 |
0.8053 |
0.8053 |
0.8058 |
S1 |
0.8034 |
0.8034 |
0.8066 |
0.8043 |
S2 |
0.7996 |
0.7996 |
0.8061 |
|
S3 |
0.7938 |
0.7976 |
0.8056 |
|
S4 |
0.7881 |
0.7919 |
0.8040 |
|
|
Weekly Pivots for week ending 07-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8313 |
0.8279 |
0.8119 |
|
R3 |
0.8227 |
0.8192 |
0.8095 |
|
R2 |
0.8140 |
0.8140 |
0.8087 |
|
R1 |
0.8106 |
0.8106 |
0.8079 |
0.8080 |
PP |
0.8054 |
0.8054 |
0.8054 |
0.8041 |
S1 |
0.8019 |
0.8019 |
0.8064 |
0.7993 |
S2 |
0.7967 |
0.7967 |
0.8056 |
|
S3 |
0.7881 |
0.7933 |
0.8048 |
|
S4 |
0.7794 |
0.7846 |
0.8024 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8088 |
0.8002 |
0.0087 |
1.1% |
0.0042 |
0.5% |
81% |
False |
False |
182 |
10 |
0.8146 |
0.8002 |
0.0144 |
1.8% |
0.0041 |
0.5% |
49% |
False |
False |
183 |
20 |
0.8174 |
0.8002 |
0.0172 |
2.1% |
0.0037 |
0.5% |
41% |
False |
False |
159 |
40 |
0.8320 |
0.8002 |
0.0318 |
3.9% |
0.0043 |
0.5% |
22% |
False |
False |
162 |
60 |
0.8434 |
0.7977 |
0.0457 |
5.7% |
0.0047 |
0.6% |
21% |
False |
False |
142 |
80 |
0.8455 |
0.7977 |
0.0478 |
5.9% |
0.0040 |
0.5% |
20% |
False |
False |
111 |
100 |
0.8470 |
0.7977 |
0.0493 |
6.1% |
0.0038 |
0.5% |
19% |
False |
False |
91 |
120 |
0.8470 |
0.7977 |
0.0493 |
6.1% |
0.0036 |
0.4% |
19% |
False |
False |
76 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8317 |
2.618 |
0.8223 |
1.618 |
0.8166 |
1.000 |
0.8130 |
0.618 |
0.8108 |
HIGH |
0.8073 |
0.618 |
0.8051 |
0.500 |
0.8044 |
0.382 |
0.8037 |
LOW |
0.8015 |
0.618 |
0.7979 |
1.000 |
0.7958 |
1.618 |
0.7922 |
2.618 |
0.7864 |
4.250 |
0.7771 |
|
|
Fisher Pivots for day following 07-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8062 |
0.8061 |
PP |
0.8053 |
0.8050 |
S1 |
0.8044 |
0.8040 |
|