CME Japanese Yen Future December 2015
Trading Metrics calculated at close of trading on 18-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2015 |
18-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
0.8051 |
0.8051 |
0.0000 |
0.0% |
0.8056 |
High |
0.8063 |
0.8064 |
0.0001 |
0.0% |
0.8089 |
Low |
0.8044 |
0.8048 |
0.0004 |
0.0% |
0.7997 |
Close |
0.8052 |
0.8053 |
0.0002 |
0.0% |
0.8063 |
Range |
0.0019 |
0.0016 |
-0.0004 |
-18.4% |
0.0092 |
ATR |
0.0043 |
0.0041 |
-0.0002 |
-4.6% |
0.0000 |
Volume |
55 |
90 |
35 |
63.6% |
5,076 |
|
Daily Pivots for day following 18-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8101 |
0.8093 |
0.8062 |
|
R3 |
0.8086 |
0.8077 |
0.8057 |
|
R2 |
0.8070 |
0.8070 |
0.8056 |
|
R1 |
0.8062 |
0.8062 |
0.8054 |
0.8066 |
PP |
0.8055 |
0.8055 |
0.8055 |
0.8057 |
S1 |
0.8046 |
0.8046 |
0.8052 |
0.8051 |
S2 |
0.8039 |
0.8039 |
0.8050 |
|
S3 |
0.8024 |
0.8031 |
0.8049 |
|
S4 |
0.8008 |
0.8015 |
0.8044 |
|
|
Weekly Pivots for week ending 14-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8324 |
0.8285 |
0.8113 |
|
R3 |
0.8233 |
0.8194 |
0.8088 |
|
R2 |
0.8141 |
0.8141 |
0.8080 |
|
R1 |
0.8102 |
0.8102 |
0.8071 |
0.8122 |
PP |
0.8050 |
0.8050 |
0.8050 |
0.8059 |
S1 |
0.8011 |
0.8011 |
0.8055 |
0.8030 |
S2 |
0.7958 |
0.7958 |
0.8046 |
|
S3 |
0.7867 |
0.7919 |
0.8038 |
|
S4 |
0.7775 |
0.7828 |
0.8013 |
|
|
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% |
0.0035 |
0.4% |
61% |
False |
False |
340 |
10 |
0.8089 |
0.7997 |
0.0092 |
1.1% |
0.0040 |
0.5% |
61% |
False |
False |
580 |
20 |
0.8146 |
0.7997 |
0.0149 |
1.8% |
0.0037 |
0.5% |
38% |
False |
False |
363 |
40 |
0.8320 |
0.7997 |
0.0323 |
4.0% |
0.0043 |
0.5% |
17% |
False |
False |
285 |
60 |
0.8320 |
0.7977 |
0.0343 |
4.3% |
0.0047 |
0.6% |
22% |
False |
False |
227 |
80 |
0.8454 |
0.7977 |
0.0477 |
5.9% |
0.0042 |
0.5% |
16% |
False |
False |
176 |
100 |
0.8455 |
0.7977 |
0.0478 |
5.9% |
0.0038 |
0.5% |
16% |
False |
False |
142 |
120 |
0.8470 |
0.7977 |
0.0493 |
6.1% |
0.0037 |
0.5% |
15% |
False |
False |
119 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8129 |
2.618 |
0.8104 |
1.618 |
0.8089 |
1.000 |
0.8079 |
0.618 |
0.8073 |
HIGH |
0.8064 |
0.618 |
0.8058 |
0.500 |
0.8056 |
0.382 |
0.8054 |
LOW |
0.8048 |
0.618 |
0.8038 |
1.000 |
0.8033 |
1.618 |
0.8023 |
2.618 |
0.8007 |
4.250 |
0.7982 |
|
|
Fisher Pivots for day following 18-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8056 |
0.8059 |
PP |
0.8055 |
0.8057 |
S1 |
0.8054 |
0.8055 |
|