CME Japanese Yen Future September 2015


Trading Metrics calculated at close of trading on 18-May-2015
Day Change Summary
Previous Current
15-May-2015 18-May-2015 Change Change % Previous Week
Open 0.8394 0.8389 -0.0005 -0.1% 0.8363
High 0.8400 0.8390 -0.0010 -0.1% 0.8423
Low 0.8350 0.8344 -0.0006 -0.1% 0.8327
Close 0.8397 0.8344 -0.0053 -0.6% 0.8397
Range 0.0050 0.0046 -0.0004 -8.0% 0.0096
ATR 0.0047 0.0047 0.0000 1.0% 0.0000
Volume 717 332 -385 -53.7% 1,811
Daily Pivots for day following 18-May-2015
Classic Woodie Camarilla DeMark
R4 0.8497 0.8467 0.8369
R3 0.8451 0.8421 0.8357
R2 0.8405 0.8405 0.8352
R1 0.8375 0.8375 0.8348 0.8367
PP 0.8359 0.8359 0.8359 0.8356
S1 0.8329 0.8329 0.8340 0.8321
S2 0.8313 0.8313 0.8336
S3 0.8267 0.8283 0.8331
S4 0.8221 0.8237 0.8319
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 1.2% 0.0044 0.5% 18% False False 355
10 0.8423 0.8312 0.0111 1.3% 0.0044 0.5% 29% False False 322
20 0.8455 0.8312 0.0143 1.7% 0.0044 0.5% 22% False False 287
40 0.8470 0.8295 0.0175 2.1% 0.0049 0.6% 28% False False 192
60 0.8470 0.8217 0.0253 3.0% 0.0044 0.5% 50% False False 145
80 0.8559 0.8217 0.0342 4.1% 0.0040 0.5% 37% False False 116
100 0.8640 0.8217 0.0423 5.1% 0.0039 0.5% 30% False False 93
120 0.8640 0.8217 0.0423 5.1% 0.0037 0.4% 30% False False 78
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 True
Bear Hook False
Bull Hook False
Stretch 0.0009
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8586
2.618 0.8510
1.618 0.8464
1.000 0.8436
0.618 0.8418
HIGH 0.8390
0.618 0.8372
0.500 0.8367
0.382 0.8362
LOW 0.8344
0.618 0.8316
1.000 0.8298
1.618 0.8270
2.618 0.8224
4.250 0.8149
Fisher Pivots for day following 18-May-2015
Pivot 1 day 3 day
R1 0.8367 0.8384
PP 0.8359 0.8370
S1 0.8352 0.8357

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

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