CME Japanese Yen Future September 2015

Trading Metrics calculated at close of trading on 06-Aug-2015

Day Change Summary
	Previous	Current
	05-Aug-2015	06-Aug-2015	Change	Change %	Previous Week
Open	0.8044	0.8012	-0.0032	-0.4%	0.8085
High	0.8067	0.8032	-0.0035	-0.4%	0.8134
Low	0.8002	0.8005	0.0003	0.0%	0.8030
Close	0.8011	0.8022	0.0011	0.1%	0.8068
Range	0.0065	0.0027	-0.0038	-58.5%	0.0104
ATR	0.0145	0.0137	-0.0008	-5.8%	0.0000
Volume	144,910	91,538	-53,372	-36.8%	518,065

Daily Pivots for day following 06-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8100	0.8088	0.8036
R3	0.8073	0.8061	0.8029
R2	0.8046	0.8046	0.8026
R1	0.8034	0.8034	0.8024	0.8040
PP	0.8019	0.8019	0.8019	0.8022
S1	0.8007	0.8007	0.8019	0.8013
S2	0.7992	0.7992	0.8017
S3	0.7965	0.7980	0.8014
S4	0.7938	0.7953	0.8007

Weekly Pivots for week ending 31-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8389	0.8332	0.8125
R3	0.8285	0.8228	0.8096
R2	0.8181	0.8181	0.8087
R1	0.8124	0.8124	0.8077	0.8101
PP	0.8077	0.8077	0.8077	0.8065
S1	0.8020	0.8020	0.8058	0.7997
S2	0.7973	0.7973	0.8048
S3	0.7869	0.7916	0.8039
S4	0.7765	0.7812	0.8010

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8100	0.8002	0.0098	1.2%	0.0043	0.5%	20%	False	False	109,827
10	0.8134	0.8002	0.0133	1.7%	0.0044	0.6%	15%	False	False	100,513
20	0.8241	0.8002	0.0239	3.0%	0.0046	0.6%	8%	False	False	92,121
40	0.8313	0.0810	0.7503	93.5%	0.0052	0.6%	96%	False	False	104,107
60	0.8423	0.0810	0.7613	94.9%	0.0057	0.7%	95%	False	False	75,096
80	0.8455	0.0810	0.7645	95.3%	0.0054	0.7%	94%	False	False	56,378
100	0.8470	0.0810	0.7660	95.5%	0.0055	0.7%	94%	False	False	45,122
120	0.8470	0.0810	0.7660	95.5%	0.0050	0.6%	94%	False	False	37,606

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8146
2.618	0.8102
1.618	0.8075
1.000	0.8059
0.618	0.8048
HIGH	0.8032
0.618	0.8021
0.500	0.8018
0.382	0.8015
LOW	0.8005
0.618	0.7988
1.000	0.7978
1.618	0.7961
2.618	0.7934
4.250	0.7890

Fisher Pivots for day following 06-Aug-2015
Pivot	1 day	3 day
R1	0.8020	0.8041
PP	0.8019	0.8035
S1	0.8018	0.8028

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols