CME Japanese Yen Future March 2016
Trading Metrics calculated at close of trading on 11-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2015 |
11-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
0.8078 |
0.8049 |
-0.0030 |
-0.4% |
0.8108 |
High |
0.8080 |
0.8064 |
-0.0016 |
-0.2% |
0.8108 |
Low |
0.8054 |
0.8025 |
-0.0030 |
-0.4% |
0.8041 |
Close |
0.8062 |
0.8025 |
-0.0038 |
-0.5% |
0.8092 |
Range |
0.0026 |
0.0040 |
0.0014 |
51.9% |
0.0067 |
ATR |
0.0038 |
0.0038 |
0.0000 |
0.4% |
0.0000 |
Volume |
24 |
5 |
-19 |
-79.2% |
21 |
|
Daily Pivots for day following 11-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8156 |
0.8130 |
0.8046 |
|
R3 |
0.8117 |
0.8090 |
0.8035 |
|
R2 |
0.8077 |
0.8077 |
0.8032 |
|
R1 |
0.8051 |
0.8051 |
0.8028 |
0.8044 |
PP |
0.8038 |
0.8038 |
0.8038 |
0.8034 |
S1 |
0.8011 |
0.8011 |
0.8021 |
0.8005 |
S2 |
0.7998 |
0.7998 |
0.8017 |
|
S3 |
0.7959 |
0.7972 |
0.8014 |
|
S4 |
0.7919 |
0.7932 |
0.8003 |
|
|
Weekly Pivots for week ending 07-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8281 |
0.8254 |
0.8129 |
|
R3 |
0.8214 |
0.8187 |
0.8110 |
|
R2 |
0.8147 |
0.8147 |
0.8104 |
|
R1 |
0.8120 |
0.8120 |
0.8098 |
0.8100 |
PP |
0.8080 |
0.8080 |
0.8080 |
0.8071 |
S1 |
0.8053 |
0.8053 |
0.8086 |
0.8033 |
S2 |
0.8013 |
0.8013 |
0.8080 |
|
S3 |
0.7946 |
0.7986 |
0.8074 |
|
S4 |
0.7879 |
0.7919 |
0.8055 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8232 |
2.618 |
0.8167 |
1.618 |
0.8128 |
1.000 |
0.8104 |
0.618 |
0.8088 |
HIGH |
0.8064 |
0.618 |
0.8049 |
0.500 |
0.8044 |
0.382 |
0.8040 |
LOW |
0.8025 |
0.618 |
0.8000 |
1.000 |
0.7985 |
1.618 |
0.7961 |
2.618 |
0.7921 |
4.250 |
0.7857 |
|
|
Fisher Pivots for day following 11-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8044 |
0.8058 |
PP |
0.8038 |
0.8047 |
S1 |
0.8031 |
0.8036 |
|