CME Japanese Yen Future December 2015
| Trading Metrics calculated at close of trading on 12-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2015 |
12-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8042 |
0.8011 |
-0.0031 |
-0.4% |
0.8078 |
| High |
0.8042 |
0.8089 |
0.0047 |
0.6% |
0.8088 |
| Low |
0.8001 |
0.7997 |
-0.0004 |
0.0% |
0.8002 |
| Close |
0.8005 |
0.8069 |
0.0065 |
0.8% |
0.8072 |
| Range |
0.0041 |
0.0092 |
0.0051 |
123.2% |
0.0087 |
| ATR |
0.0044 |
0.0048 |
0.0003 |
7.6% |
0.0000 |
| Volume |
2,477 |
596 |
-1,881 |
-75.9% |
913 |
|
| Daily Pivots for day following 12-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8326 |
0.8289 |
0.8119 |
|
| R3 |
0.8235 |
0.8198 |
0.8094 |
|
| R2 |
0.8143 |
0.8143 |
0.8086 |
|
| R1 |
0.8106 |
0.8106 |
0.8077 |
0.8125 |
| PP |
0.8052 |
0.8052 |
0.8052 |
0.8061 |
| S1 |
0.8015 |
0.8015 |
0.8061 |
0.8033 |
| S2 |
0.7960 |
0.7960 |
0.8052 |
|
| S3 |
0.7869 |
0.7923 |
0.8044 |
|
| S4 |
0.7777 |
0.7832 |
0.8019 |
|
|
| 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 |
0.8089 |
0.7997 |
0.0092 |
1.1% |
0.0047 |
0.6% |
79% |
True |
True |
932 |
| 10 |
0.8109 |
0.7997 |
0.0112 |
1.4% |
0.0045 |
0.6% |
65% |
False |
True |
558 |
| 20 |
0.8146 |
0.7997 |
0.0149 |
1.8% |
0.0038 |
0.5% |
48% |
False |
True |
338 |
| 40 |
0.8320 |
0.7997 |
0.0323 |
4.0% |
0.0046 |
0.6% |
22% |
False |
True |
263 |
| 60 |
0.8360 |
0.7977 |
0.0383 |
4.7% |
0.0048 |
0.6% |
24% |
False |
False |
210 |
| 80 |
0.8454 |
0.7977 |
0.0477 |
5.9% |
0.0042 |
0.5% |
19% |
False |
False |
162 |
| 100 |
0.8470 |
0.7977 |
0.0493 |
6.1% |
0.0038 |
0.5% |
19% |
False |
False |
131 |
| 120 |
0.8470 |
0.7977 |
0.0493 |
6.1% |
0.0037 |
0.5% |
19% |
False |
False |
110 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8477 |
|
2.618 |
0.8328 |
|
1.618 |
0.8237 |
|
1.000 |
0.8180 |
|
0.618 |
0.8145 |
|
HIGH |
0.8089 |
|
0.618 |
0.8054 |
|
0.500 |
0.8043 |
|
0.382 |
0.8032 |
|
LOW |
0.7997 |
|
0.618 |
0.7940 |
|
1.000 |
0.7906 |
|
1.618 |
0.7849 |
|
2.618 |
0.7757 |
|
4.250 |
0.7608 |
|
|
| Fisher Pivots for day following 12-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8060 |
0.8060 |
| PP |
0.8052 |
0.8052 |
| S1 |
0.8043 |
0.8043 |
|