CME Japanese Yen Future September 2015


Trading Metrics calculated at close of trading on 15-May-2015
Day Change Summary
Previous Current
14-May-2015 15-May-2015 Change Change % Previous Week
Open 0.8406 0.8394 -0.0012 -0.1% 0.8363
High 0.8423 0.8400 -0.0023 -0.3% 0.8423
Low 0.8395 0.8350 -0.0045 -0.5% 0.8327
Close 0.8401 0.8397 -0.0004 0.0% 0.8397
Range 0.0028 0.0050 0.0022 78.6% 0.0096
ATR 0.0046 0.0047 0.0000 0.7% 0.0000
Volume 397 717 320 80.6% 1,811
Daily Pivots for day following 15-May-2015
Classic Woodie Camarilla DeMark
R4 0.8532 0.8515 0.8425
R3 0.8482 0.8465 0.8411
R2 0.8432 0.8432 0.8406
R1 0.8415 0.8415 0.8402 0.8424
PP 0.8382 0.8382 0.8382 0.8387
S1 0.8365 0.8365 0.8392 0.8374
S2 0.8332 0.8332 0.8388
S3 0.8282 0.8315 0.8383
S4 0.8232 0.8265 0.8370
Weekly Pivots for week ending 15-May-2015
Classic Woodie Camarilla DeMark
R4 0.8670 0.8630 0.8450
R3 0.8574 0.8534 0.8423
R2 0.8478 0.8478 0.8415
R1 0.8438 0.8438 0.8406 0.8458
PP 0.8382 0.8382 0.8382 0.8393
S1 0.8342 0.8342 0.8388 0.8362
S2 0.8286 0.8286 0.8379
S3 0.8190 0.8246 0.8371
S4 0.8094 0.8150 0.8344
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% 0.0040 0.5% 73% False False 362
10 0.8423 0.8312 0.0111 1.3% 0.0041 0.5% 77% False False 319
20 0.8455 0.8312 0.0143 1.7% 0.0045 0.5% 59% False False 281
40 0.8470 0.8295 0.0175 2.1% 0.0048 0.6% 58% False False 186
60 0.8470 0.8217 0.0253 3.0% 0.0044 0.5% 71% False False 139
80 0.8559 0.8217 0.0342 4.1% 0.0040 0.5% 53% False False 112
100 0.8640 0.8217 0.0423 5.0% 0.0039 0.5% 43% False False 90
120 0.8640 0.8217 0.0423 5.0% 0.0037 0.4% 43% False False 75
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8613
2.618 0.8531
1.618 0.8481
1.000 0.8450
0.618 0.8431
HIGH 0.8400
0.618 0.8381
0.500 0.8375
0.382 0.8369
LOW 0.8350
0.618 0.8319
1.000 0.8300
1.618 0.8269
2.618 0.8219
4.250 0.8138
Fisher Pivots for day following 15-May-2015
Pivot 1 day 3 day
R1 0.8390 0.8394
PP 0.8382 0.8390
S1 0.8375 0.8387

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

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