CME Japanese Yen Future September 2015


Trading Metrics calculated at close of trading on 27-Apr-2015
Day Change Summary
Previous Current
24-Apr-2015 27-Apr-2015 Change Change % Previous Week
Open 0.8388 0.8426 0.0038 0.5% 0.8426
High 0.8428 0.8429 0.0001 0.0% 0.8453
Low 0.8378 0.8388 0.0010 0.1% 0.8347
Close 0.8427 0.8413 -0.0014 -0.2% 0.8427
Range 0.0050 0.0041 -0.0009 -18.0% 0.0106
ATR 0.0051 0.0050 -0.0001 -1.3% 0.0000
Volume 109 198 89 81.7% 831
Daily Pivots for day following 27-Apr-2015
Classic Woodie Camarilla DeMark
R4 0.8533 0.8514 0.8436
R3 0.8492 0.8473 0.8424
R2 0.8451 0.8451 0.8421
R1 0.8432 0.8432 0.8417 0.8421
PP 0.8410 0.8410 0.8410 0.8405
S1 0.8391 0.8391 0.8409 0.8380
S2 0.8369 0.8369 0.8405
S3 0.8328 0.8350 0.8402
S4 0.8287 0.8309 0.8390
Weekly Pivots for week ending 24-Apr-2015
Classic Woodie Camarilla DeMark
R4 0.8727 0.8683 0.8485
R3 0.8621 0.8577 0.8456
R2 0.8515 0.8515 0.8446
R1 0.8471 0.8471 0.8437 0.8493
PP 0.8409 0.8409 0.8409 0.8420
S1 0.8365 0.8365 0.8417 0.8387
S2 0.8303 0.8303 0.8408
S3 0.8197 0.8259 0.8398
S4 0.8091 0.8153 0.8369
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8429 0.8347 0.0082 1.0% 0.0041 0.5% 80% True False 165
10 0.8453 0.8345 0.0108 1.3% 0.0048 0.6% 63% False False 154
20 0.8453 0.8295 0.0158 1.9% 0.0050 0.6% 75% False False 112
40 0.8470 0.8217 0.0253 3.0% 0.0047 0.6% 77% False False 93
60 0.8559 0.8217 0.0342 4.1% 0.0041 0.5% 57% False False 72
80 0.8640 0.8217 0.0423 5.0% 0.0040 0.5% 46% False False 55
100 0.8640 0.8217 0.0423 5.0% 0.0037 0.4% 46% False False 44
120 0.8842 0.8217 0.0625 7.4% 0.0035 0.4% 31% False False 37
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8603
2.618 0.8536
1.618 0.8495
1.000 0.8470
0.618 0.8454
HIGH 0.8429
0.618 0.8413
0.500 0.8409
0.382 0.8404
LOW 0.8388
0.618 0.8363
1.000 0.8347
1.618 0.8322
2.618 0.8281
4.250 0.8214
Fisher Pivots for day following 27-Apr-2015
Pivot 1 day 3 day
R1 0.8412 0.8405
PP 0.8410 0.8396
S1 0.8409 0.8388

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These figures are updated between 7pm and 10pm EST after a trading day.

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