CME Japanese Yen Future September 2015


Trading Metrics calculated at close of trading on 14-May-2015
Day Change Summary
Previous Current
13-May-2015 14-May-2015 Change Change % Previous Week
Open 0.8354 0.8406 0.0052 0.6% 0.8335
High 0.8414 0.8423 0.0009 0.1% 0.8412
Low 0.8353 0.8395 0.0042 0.5% 0.8312
Close 0.8409 0.8401 -0.0008 -0.1% 0.8360
Range 0.0061 0.0028 -0.0033 -54.1% 0.0100
ATR 0.0048 0.0046 -0.0001 -3.0% 0.0000
Volume 259 397 138 53.3% 1,379
Daily Pivots for day following 14-May-2015
Classic Woodie Camarilla DeMark
R4 0.8490 0.8474 0.8416
R3 0.8462 0.8446 0.8409
R2 0.8434 0.8434 0.8406
R1 0.8418 0.8418 0.8404 0.8412
PP 0.8406 0.8406 0.8406 0.8404
S1 0.8390 0.8390 0.8398 0.8384
S2 0.8378 0.8378 0.8396
S3 0.8350 0.8362 0.8393
S4 0.8322 0.8334 0.8386
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 0.8423 0.8327 0.0096 1.1% 0.0037 0.4% 77% True False 297
10 0.8423 0.8312 0.0111 1.3% 0.0041 0.5% 80% True False 303
20 0.8455 0.8312 0.0143 1.7% 0.0045 0.5% 62% False False 248
40 0.8470 0.8278 0.0192 2.3% 0.0049 0.6% 64% False False 172
60 0.8470 0.8217 0.0253 3.0% 0.0043 0.5% 73% False False 127
80 0.8559 0.8217 0.0342 4.1% 0.0039 0.5% 54% False False 103
100 0.8640 0.8217 0.0423 5.0% 0.0039 0.5% 43% False False 83
120 0.8640 0.8217 0.0423 5.0% 0.0036 0.4% 43% False False 69
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 0.0009
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8542
2.618 0.8496
1.618 0.8468
1.000 0.8451
0.618 0.8440
HIGH 0.8423
0.618 0.8412
0.500 0.8409
0.382 0.8406
LOW 0.8395
0.618 0.8378
1.000 0.8367
1.618 0.8350
2.618 0.8322
4.250 0.8276
Fisher Pivots for day following 14-May-2015
Pivot 1 day 3 day
R1 0.8409 0.8392
PP 0.8406 0.8384
S1 0.8404 0.8375

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

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