CME Japanese Yen Future September 2015


Trading Metrics calculated at close of trading on 15-Jul-2015
Day Change Summary
Previous Current
14-Jul-2015 15-Jul-2015 Change Change % Previous Week
Open 0.8107 0.8111 0.0004 0.0% 0.8205
High 0.8143 0.8119 -0.0024 -0.3% 0.8313
Low 0.8088 0.8071 -0.0017 -0.2% 0.8125
Close 0.8113 0.8089 -0.0025 -0.3% 0.8146
Range 0.0055 0.0048 -0.0008 -13.6% 0.0188
ATR 0.0377 0.0354 -0.0024 -6.2% 0.0000
Volume 82,488 87,134 4,646 5.6% 762,816
Daily Pivots for day following 15-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.8235 0.8209 0.8115
R3 0.8188 0.8162 0.8102
R2 0.8140 0.8140 0.8097
R1 0.8114 0.8114 0.8093 0.8104
PP 0.8093 0.8093 0.8093 0.8087
S1 0.8067 0.8067 0.8084 0.8056
S2 0.8045 0.8045 0.8080
S3 0.7998 0.8019 0.8075
S4 0.7950 0.7972 0.8062
Weekly Pivots for week ending 10-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.8758 0.8640 0.8249
R3 0.8570 0.8452 0.8198
R2 0.8382 0.8382 0.8180
R1 0.8264 0.8264 0.8163 0.8229
PP 0.8194 0.8194 0.8194 0.8177
S1 0.8076 0.8076 0.8129 0.8041
S2 0.8006 0.8006 0.8112
S3 0.7818 0.7888 0.8094
S4 0.7630 0.7700 0.8043
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8308 0.8071 0.0237 2.9% 0.0070 0.9% 7% False True 111,084
10 0.8313 0.8071 0.0242 3.0% 0.0075 0.9% 7% False True 123,747
20 0.8313 0.0810 0.7503 92.8% 0.0061 0.8% 97% False False 115,794
40 0.8355 0.0810 0.7545 93.3% 0.0065 0.8% 96% False False 77,245
60 0.8455 0.0810 0.7645 94.5% 0.0058 0.7% 95% False False 51,592
80 0.8470 0.0810 0.7660 94.7% 0.0057 0.7% 95% False False 38,718
100 0.8470 0.0810 0.7660 94.7% 0.0052 0.6% 95% False False 30,985
120 0.8559 0.0810 0.7749 95.8% 0.0048 0.6% 94% False False 25,826
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 0.8320
2.618 0.8243
1.618 0.8195
1.000 0.8166
0.618 0.8148
HIGH 0.8119
0.618 0.8100
0.500 0.8095
0.382 0.8089
LOW 0.8071
0.618 0.8042
1.000 0.8024
1.618 0.7994
2.618 0.7947
4.250 0.7869
Fisher Pivots for day following 15-Jul-2015
Pivot 1 day 3 day
R1 0.8095 0.8123
PP 0.8093 0.8111
S1 0.8091 0.8100

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

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