CME Japanese Yen Future March 2016
Trading Metrics calculated at close of trading on 05-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2015 |
05-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
0.8104 |
0.8048 |
-0.0057 |
-0.7% |
0.8152 |
High |
0.8108 |
0.8087 |
-0.0021 |
-0.3% |
0.8164 |
Low |
0.8079 |
0.8044 |
-0.0035 |
-0.4% |
0.8073 |
Close |
0.8079 |
0.8044 |
-0.0035 |
-0.4% |
0.8100 |
Range |
0.0030 |
0.0043 |
0.0014 |
45.8% |
0.0092 |
ATR |
0.0038 |
0.0038 |
0.0000 |
0.9% |
0.0000 |
Volume |
6 |
1 |
-5 |
-83.3% |
38 |
|
Daily Pivots for day following 05-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8187 |
0.8159 |
0.8068 |
|
R3 |
0.8144 |
0.8116 |
0.8056 |
|
R2 |
0.8101 |
0.8101 |
0.8052 |
|
R1 |
0.8073 |
0.8073 |
0.8048 |
0.8066 |
PP |
0.8058 |
0.8058 |
0.8058 |
0.8055 |
S1 |
0.8030 |
0.8030 |
0.8040 |
0.8023 |
S2 |
0.8015 |
0.8015 |
0.8036 |
|
S3 |
0.7972 |
0.7987 |
0.8032 |
|
S4 |
0.7929 |
0.7944 |
0.8020 |
|
|
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 |
0.8270 |
2.618 |
0.8200 |
1.618 |
0.8157 |
1.000 |
0.8130 |
0.618 |
0.8114 |
HIGH |
0.8087 |
0.618 |
0.8071 |
0.500 |
0.8066 |
0.382 |
0.8060 |
LOW |
0.8044 |
0.618 |
0.8017 |
1.000 |
0.8001 |
1.618 |
0.7974 |
2.618 |
0.7931 |
4.250 |
0.7861 |
|
|
Fisher Pivots for day following 05-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8066 |
0.8076 |
PP |
0.8058 |
0.8065 |
S1 |
0.8051 |
0.8055 |
|