CME Japanese Yen Future December 2015
Trading Metrics calculated at close of trading on 11-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2015 |
11-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
0.8056 |
0.8042 |
-0.0014 |
-0.2% |
0.8078 |
High |
0.8056 |
0.8042 |
-0.0014 |
-0.2% |
0.8088 |
Low |
0.8032 |
0.8001 |
-0.0031 |
-0.4% |
0.8002 |
Close |
0.8041 |
0.8005 |
-0.0037 |
-0.5% |
0.8072 |
Range |
0.0024 |
0.0041 |
0.0017 |
70.8% |
0.0087 |
ATR |
0.0044 |
0.0044 |
0.0000 |
-0.6% |
0.0000 |
Volume |
1,041 |
2,477 |
1,436 |
137.9% |
913 |
|
Daily Pivots for day following 11-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8139 |
0.8113 |
0.8027 |
|
R3 |
0.8098 |
0.8072 |
0.8016 |
|
R2 |
0.8057 |
0.8057 |
0.8012 |
|
R1 |
0.8031 |
0.8031 |
0.8008 |
0.8023 |
PP |
0.8016 |
0.8016 |
0.8016 |
0.8012 |
S1 |
0.7990 |
0.7990 |
0.8001 |
0.7982 |
S2 |
0.7975 |
0.7975 |
0.7997 |
|
S3 |
0.7934 |
0.7949 |
0.7993 |
|
S4 |
0.7893 |
0.7908 |
0.7982 |
|
|
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 |
0.8078 |
0.8001 |
0.0077 |
1.0% |
0.0044 |
0.6% |
5% |
False |
True |
820 |
10 |
0.8116 |
0.8001 |
0.0115 |
1.4% |
0.0038 |
0.5% |
3% |
False |
True |
512 |
20 |
0.8146 |
0.8001 |
0.0145 |
1.8% |
0.0035 |
0.4% |
2% |
False |
True |
317 |
40 |
0.8320 |
0.8001 |
0.0319 |
4.0% |
0.0044 |
0.5% |
1% |
False |
True |
249 |
60 |
0.8381 |
0.7977 |
0.0404 |
5.0% |
0.0047 |
0.6% |
7% |
False |
False |
200 |
80 |
0.8454 |
0.7977 |
0.0477 |
6.0% |
0.0041 |
0.5% |
6% |
False |
False |
155 |
100 |
0.8470 |
0.7977 |
0.0493 |
6.2% |
0.0037 |
0.5% |
6% |
False |
False |
125 |
120 |
0.8470 |
0.7977 |
0.0493 |
6.2% |
0.0036 |
0.5% |
6% |
False |
False |
105 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8216 |
2.618 |
0.8149 |
1.618 |
0.8108 |
1.000 |
0.8083 |
0.618 |
0.8067 |
HIGH |
0.8042 |
0.618 |
0.8026 |
0.500 |
0.8022 |
0.382 |
0.8017 |
LOW |
0.8001 |
0.618 |
0.7976 |
1.000 |
0.7960 |
1.618 |
0.7935 |
2.618 |
0.7894 |
4.250 |
0.7827 |
|
|
Fisher Pivots for day following 11-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8022 |
0.8037 |
PP |
0.8016 |
0.8026 |
S1 |
0.8010 |
0.8015 |
|