CME Japanese Yen Future September 2015


Trading Metrics calculated at close of trading on 11-May-2015
Day Change Summary
Previous Current
08-May-2015 11-May-2015 Change Change % Previous Week
Open 0.8362 0.8363 0.0001 0.0% 0.8335
High 0.8368 0.8364 -0.0004 0.0% 0.8412
Low 0.8331 0.8336 0.0005 0.1% 0.8312
Close 0.8360 0.8340 -0.0020 -0.2% 0.8360
Range 0.0037 0.0028 -0.0009 -24.3% 0.0100
ATR 0.0049 0.0048 -0.0002 -3.1% 0.0000
Volume 392 367 -25 -6.4% 1,379
Daily Pivots for day following 11-May-2015
Classic Woodie Camarilla DeMark
R4 0.8431 0.8413 0.8355
R3 0.8403 0.8385 0.8348
R2 0.8375 0.8375 0.8345
R1 0.8357 0.8357 0.8343 0.8352
PP 0.8347 0.8347 0.8347 0.8344
S1 0.8329 0.8329 0.8337 0.8324
S2 0.8319 0.8319 0.8335
S3 0.8291 0.8301 0.8332
S4 0.8263 0.8273 0.8325
Weekly Pivots for week ending 08-May-2015
Classic Woodie Camarilla DeMark
R4 0.8661 0.8611 0.8415
R3 0.8561 0.8511 0.8388
R2 0.8461 0.8461 0.8378
R1 0.8411 0.8411 0.8369 0.8436
PP 0.8361 0.8361 0.8361 0.8374
S1 0.8311 0.8311 0.8351 0.8336
S2 0.8261 0.8261 0.8342
S3 0.8161 0.8211 0.8333
S4 0.8061 0.8111 0.8305
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8412 0.8312 0.0100 1.2% 0.0045 0.5% 28% False False 289
10 0.8455 0.8312 0.0143 1.7% 0.0046 0.5% 20% False False 314
20 0.8455 0.8312 0.0143 1.7% 0.0047 0.6% 20% False False 234
40 0.8470 0.8255 0.0215 2.6% 0.0052 0.6% 40% False False 161
60 0.8470 0.8217 0.0253 3.0% 0.0042 0.5% 49% False False 115
80 0.8640 0.8217 0.0423 5.1% 0.0040 0.5% 29% False False 94
100 0.8640 0.8217 0.0423 5.1% 0.0039 0.5% 29% False False 76
120 0.8640 0.8217 0.0423 5.1% 0.0036 0.4% 29% False False 63
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8483
2.618 0.8437
1.618 0.8409
1.000 0.8392
0.618 0.8381
HIGH 0.8364
0.618 0.8353
0.500 0.8350
0.382 0.8347
LOW 0.8336
0.618 0.8319
1.000 0.8308
1.618 0.8291
2.618 0.8263
4.250 0.8217
Fisher Pivots for day following 11-May-2015
Pivot 1 day 3 day
R1 0.8350 0.8372
PP 0.8347 0.8361
S1 0.8343 0.8351

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

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