CME Japanese Yen Future March 2016
| Trading Metrics calculated at close of trading on 27-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2015 |
27-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8118 |
0.8152 |
0.0034 |
0.4% |
0.8084 |
| High |
0.8119 |
0.8164 |
0.0046 |
0.6% |
0.8127 |
| Low |
0.8099 |
0.8116 |
0.0018 |
0.2% |
0.8076 |
| Close |
0.8118 |
0.8152 |
0.0034 |
0.4% |
0.8118 |
| Range |
0.0020 |
0.0048 |
0.0028 |
140.0% |
0.0051 |
| ATR |
0.0039 |
0.0039 |
0.0001 |
1.7% |
0.0000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8288 |
0.8268 |
0.8178 |
|
| R3 |
0.8240 |
0.8220 |
0.8165 |
|
| R2 |
0.8192 |
0.8192 |
0.8160 |
|
| R1 |
0.8172 |
0.8172 |
0.8156 |
0.8176 |
| PP |
0.8144 |
0.8144 |
0.8144 |
0.8146 |
| S1 |
0.8124 |
0.8124 |
0.8147 |
0.8128 |
| S2 |
0.8096 |
0.8096 |
0.8143 |
|
| S3 |
0.8048 |
0.8076 |
0.8138 |
|
| S4 |
0.8000 |
0.8028 |
0.8125 |
|
|
| Weekly Pivots for week ending 24-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8260 |
0.8240 |
0.8146 |
|
| R3 |
0.8209 |
0.8189 |
0.8132 |
|
| R2 |
0.8158 |
0.8158 |
0.8127 |
|
| R1 |
0.8138 |
0.8138 |
0.8123 |
0.8148 |
| PP |
0.8107 |
0.8107 |
0.8107 |
0.8112 |
| S1 |
0.8087 |
0.8087 |
0.8113 |
0.8097 |
| S2 |
0.8056 |
0.8056 |
0.8109 |
|
| S3 |
0.8005 |
0.8036 |
0.8104 |
|
| S4 |
0.7954 |
0.7985 |
0.8090 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8368 |
|
2.618 |
0.8290 |
|
1.618 |
0.8242 |
|
1.000 |
0.8212 |
|
0.618 |
0.8194 |
|
HIGH |
0.8164 |
|
0.618 |
0.8146 |
|
0.500 |
0.8140 |
|
0.382 |
0.8134 |
|
LOW |
0.8116 |
|
0.618 |
0.8086 |
|
1.000 |
0.8068 |
|
1.618 |
0.8038 |
|
2.618 |
0.7990 |
|
4.250 |
0.7912 |
|
|
| Fisher Pivots for day following 27-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8148 |
0.8144 |
| PP |
0.8144 |
0.8137 |
| S1 |
0.8140 |
0.8130 |
|