CME Japanese Yen Future March 2016
Trading Metrics calculated at close of trading on 12-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2015 |
12-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
0.8049 |
0.8017 |
-0.0032 |
-0.4% |
0.8108 |
High |
0.8064 |
0.8111 |
0.0047 |
0.6% |
0.8108 |
Low |
0.8025 |
0.8017 |
-0.0008 |
-0.1% |
0.8041 |
Close |
0.8025 |
0.8089 |
0.0065 |
0.8% |
0.8092 |
Range |
0.0040 |
0.0094 |
0.0054 |
136.7% |
0.0067 |
ATR |
0.0038 |
0.0042 |
0.0004 |
10.6% |
0.0000 |
Volume |
5 |
30 |
25 |
500.0% |
21 |
|
Daily Pivots for day following 12-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8353 |
0.8314 |
0.8140 |
|
R3 |
0.8259 |
0.8221 |
0.8115 |
|
R2 |
0.8166 |
0.8166 |
0.8106 |
|
R1 |
0.8127 |
0.8127 |
0.8098 |
0.8147 |
PP |
0.8072 |
0.8072 |
0.8072 |
0.8082 |
S1 |
0.8034 |
0.8034 |
0.8080 |
0.8053 |
S2 |
0.7979 |
0.7979 |
0.8072 |
|
S3 |
0.7885 |
0.7940 |
0.8063 |
|
S4 |
0.7792 |
0.7847 |
0.8038 |
|
|
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 |
0.8508 |
2.618 |
0.8355 |
1.618 |
0.8262 |
1.000 |
0.8204 |
0.618 |
0.8168 |
HIGH |
0.8111 |
0.618 |
0.8075 |
0.500 |
0.8064 |
0.382 |
0.8053 |
LOW |
0.8017 |
0.618 |
0.7959 |
1.000 |
0.7924 |
1.618 |
0.7866 |
2.618 |
0.7772 |
4.250 |
0.7620 |
|
|
Fisher Pivots for day following 12-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8081 |
0.8081 |
PP |
0.8072 |
0.8072 |
S1 |
0.8064 |
0.8064 |
|