CME Japanese Yen Future September 2015


Trading Metrics calculated at close of trading on 28-Apr-2015
Day Change Summary
Previous Current
27-Apr-2015 28-Apr-2015 Change Change % Previous Week
Open 0.8426 0.8412 -0.0014 -0.2% 0.8426
High 0.8429 0.8433 0.0004 0.0% 0.8453
Low 0.8388 0.8412 0.0024 0.3% 0.8347
Close 0.8413 0.8427 0.0014 0.2% 0.8427
Range 0.0041 0.0021 -0.0020 -48.8% 0.0106
ATR 0.0050 0.0048 -0.0002 -4.1% 0.0000
Volume 198 417 219 110.6% 831
Daily Pivots for day following 28-Apr-2015
Classic Woodie Camarilla DeMark
R4 0.8487 0.8478 0.8439
R3 0.8466 0.8457 0.8433
R2 0.8445 0.8445 0.8431
R1 0.8436 0.8436 0.8429 0.8441
PP 0.8424 0.8424 0.8424 0.8426
S1 0.8415 0.8415 0.8425 0.8420
S2 0.8403 0.8403 0.8423
S3 0.8382 0.8394 0.8421
S4 0.8361 0.8373 0.8415
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 0.8433 0.8347 0.0086 1.0% 0.0039 0.5% 93% True False 214
10 0.8453 0.8347 0.0106 1.3% 0.0043 0.5% 75% False False 169
20 0.8453 0.8295 0.0158 1.9% 0.0049 0.6% 84% False False 130
40 0.8470 0.8217 0.0253 3.0% 0.0047 0.6% 83% False False 102
60 0.8559 0.8217 0.0342 4.1% 0.0041 0.5% 61% False False 79
80 0.8640 0.8217 0.0423 5.0% 0.0040 0.5% 50% False False 60
100 0.8640 0.8217 0.0423 5.0% 0.0037 0.4% 50% False False 49
120 0.8809 0.8217 0.0592 7.0% 0.0035 0.4% 35% False False 41
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 0.8522
2.618 0.8488
1.618 0.8467
1.000 0.8454
0.618 0.8446
HIGH 0.8433
0.618 0.8425
0.500 0.8423
0.382 0.8420
LOW 0.8412
0.618 0.8399
1.000 0.8391
1.618 0.8378
2.618 0.8357
4.250 0.8323
Fisher Pivots for day following 28-Apr-2015
Pivot 1 day 3 day
R1 0.8426 0.8420
PP 0.8424 0.8413
S1 0.8423 0.8406

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

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