CME Japanese Yen Future March 2016
Trading Metrics calculated at close of trading on 31-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2015 |
31-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
0.8088 |
0.8111 |
0.0023 |
0.3% |
0.8152 |
High |
0.8088 |
0.8126 |
0.0038 |
0.5% |
0.8164 |
Low |
0.8073 |
0.8080 |
0.0008 |
0.1% |
0.8073 |
Close |
0.8085 |
0.8100 |
0.0015 |
0.2% |
0.8100 |
Range |
0.0016 |
0.0046 |
0.0030 |
193.5% |
0.0092 |
ATR |
0.0040 |
0.0040 |
0.0000 |
1.1% |
0.0000 |
Volume |
24 |
3 |
-21 |
-87.5% |
38 |
|
Daily Pivots for day following 31-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8238 |
0.8214 |
0.8125 |
|
R3 |
0.8193 |
0.8169 |
0.8112 |
|
R2 |
0.8147 |
0.8147 |
0.8108 |
|
R1 |
0.8123 |
0.8123 |
0.8104 |
0.8113 |
PP |
0.8102 |
0.8102 |
0.8102 |
0.8096 |
S1 |
0.8078 |
0.8078 |
0.8095 |
0.8067 |
S2 |
0.8056 |
0.8056 |
0.8091 |
|
S3 |
0.8011 |
0.8032 |
0.8087 |
|
S4 |
0.7965 |
0.7987 |
0.8074 |
|
|
Weekly Pivots for week ending 31-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8387 |
0.8335 |
0.8150 |
|
R3 |
0.8295 |
0.8243 |
0.8125 |
|
R2 |
0.8204 |
0.8204 |
0.8116 |
|
R1 |
0.8152 |
0.8152 |
0.8108 |
0.8132 |
PP |
0.8112 |
0.8112 |
0.8112 |
0.8102 |
S1 |
0.8060 |
0.8060 |
0.8091 |
0.8040 |
S2 |
0.8021 |
0.8021 |
0.8083 |
|
S3 |
0.7929 |
0.7969 |
0.8074 |
|
S4 |
0.7838 |
0.7877 |
0.8049 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8319 |
2.618 |
0.8245 |
1.618 |
0.8199 |
1.000 |
0.8171 |
0.618 |
0.8154 |
HIGH |
0.8126 |
0.618 |
0.8108 |
0.500 |
0.8103 |
0.382 |
0.8097 |
LOW |
0.8080 |
0.618 |
0.8052 |
1.000 |
0.8035 |
1.618 |
0.8006 |
2.618 |
0.7961 |
4.250 |
0.7887 |
|
|
Fisher Pivots for day following 31-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8103 |
0.8109 |
PP |
0.8102 |
0.8106 |
S1 |
0.8101 |
0.8103 |
|