CME Japanese Yen Future December 2015
Trading Metrics calculated at close of trading on 10-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2015 |
10-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
0.8030 |
0.8056 |
0.0026 |
0.3% |
0.8078 |
High |
0.8073 |
0.8056 |
-0.0017 |
-0.2% |
0.8088 |
Low |
0.8015 |
0.8032 |
0.0017 |
0.2% |
0.8002 |
Close |
0.8072 |
0.8041 |
-0.0031 |
-0.4% |
0.8072 |
Range |
0.0058 |
0.0024 |
-0.0034 |
-58.3% |
0.0087 |
ATR |
0.0045 |
0.0044 |
0.0000 |
-0.8% |
0.0000 |
Volume |
155 |
1,041 |
886 |
571.6% |
913 |
|
Daily Pivots for day following 10-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8115 |
0.8102 |
0.8054 |
|
R3 |
0.8091 |
0.8078 |
0.8048 |
|
R2 |
0.8067 |
0.8067 |
0.8045 |
|
R1 |
0.8054 |
0.8054 |
0.8043 |
0.8049 |
PP |
0.8043 |
0.8043 |
0.8043 |
0.8040 |
S1 |
0.8030 |
0.8030 |
0.8039 |
0.8025 |
S2 |
0.8019 |
0.8019 |
0.8037 |
|
S3 |
0.7995 |
0.8006 |
0.8034 |
|
S4 |
0.7971 |
0.7982 |
0.8028 |
|
|
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% |
46% |
False |
False |
343 |
10 |
0.8140 |
0.8002 |
0.0139 |
1.7% |
0.0039 |
0.5% |
29% |
False |
False |
279 |
20 |
0.8152 |
0.8002 |
0.0151 |
1.9% |
0.0035 |
0.4% |
26% |
False |
False |
201 |
40 |
0.8320 |
0.8002 |
0.0318 |
4.0% |
0.0043 |
0.5% |
12% |
False |
False |
187 |
60 |
0.8413 |
0.7977 |
0.0436 |
5.4% |
0.0047 |
0.6% |
15% |
False |
False |
159 |
80 |
0.8455 |
0.7977 |
0.0478 |
5.9% |
0.0041 |
0.5% |
13% |
False |
False |
124 |
100 |
0.8470 |
0.7977 |
0.0493 |
6.1% |
0.0038 |
0.5% |
13% |
False |
False |
100 |
120 |
0.8470 |
0.7977 |
0.0493 |
6.1% |
0.0036 |
0.4% |
13% |
False |
False |
85 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8158 |
2.618 |
0.8119 |
1.618 |
0.8095 |
1.000 |
0.8080 |
0.618 |
0.8071 |
HIGH |
0.8056 |
0.618 |
0.8047 |
0.500 |
0.8044 |
0.382 |
0.8041 |
LOW |
0.8032 |
0.618 |
0.8017 |
1.000 |
0.8008 |
1.618 |
0.7993 |
2.618 |
0.7969 |
4.250 |
0.7930 |
|
|
Fisher Pivots for day following 10-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8044 |
0.8044 |
PP |
0.8043 |
0.8043 |
S1 |
0.8042 |
0.8042 |
|