CME Japanese Yen Future March 2016
Trading Metrics calculated at close of trading on 20-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2015 |
20-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
0.8096 |
0.8084 |
-0.0012 |
-0.1% |
0.8140 |
High |
0.8105 |
0.8084 |
-0.0021 |
-0.3% |
0.8204 |
Low |
0.8091 |
0.8078 |
-0.0013 |
-0.2% |
0.8091 |
Close |
0.8096 |
0.8084 |
-0.0012 |
-0.1% |
0.8096 |
Range |
0.0015 |
0.0006 |
-0.0009 |
-58.6% |
0.0113 |
ATR |
0.0045 |
0.0043 |
-0.0002 |
-4.4% |
0.0000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8100 |
0.8098 |
0.8087 |
|
R3 |
0.8094 |
0.8092 |
0.8086 |
|
R2 |
0.8088 |
0.8088 |
0.8085 |
|
R1 |
0.8086 |
0.8086 |
0.8085 |
0.8087 |
PP |
0.8082 |
0.8082 |
0.8082 |
0.8083 |
S1 |
0.8080 |
0.8080 |
0.8083 |
0.8081 |
S2 |
0.8076 |
0.8076 |
0.8083 |
|
S3 |
0.8070 |
0.8074 |
0.8082 |
|
S4 |
0.8064 |
0.8068 |
0.8081 |
|
|
Weekly Pivots for week ending 17-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8469 |
0.8395 |
0.8158 |
|
R3 |
0.8356 |
0.8282 |
0.8127 |
|
R2 |
0.8243 |
0.8243 |
0.8116 |
|
R1 |
0.8169 |
0.8169 |
0.8106 |
0.8150 |
PP |
0.8130 |
0.8130 |
0.8130 |
0.8120 |
S1 |
0.8056 |
0.8056 |
0.8085 |
0.8037 |
S2 |
0.8017 |
0.8017 |
0.8075 |
|
S3 |
0.7904 |
0.7943 |
0.8064 |
|
S4 |
0.7791 |
0.7830 |
0.8033 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8110 |
2.618 |
0.8100 |
1.618 |
0.8094 |
1.000 |
0.8090 |
0.618 |
0.8088 |
HIGH |
0.8084 |
0.618 |
0.8082 |
0.500 |
0.8081 |
0.382 |
0.8080 |
LOW |
0.8078 |
0.618 |
0.8074 |
1.000 |
0.8072 |
1.618 |
0.8068 |
2.618 |
0.8062 |
4.250 |
0.8053 |
|
|
Fisher Pivots for day following 20-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8083 |
0.8092 |
PP |
0.8082 |
0.8089 |
S1 |
0.8081 |
0.8087 |
|