CME Japanese Yen Future September 2015


Trading Metrics calculated at close of trading on 07-Aug-2015
Day Change Summary
Previous Current
06-Aug-2015 07-Aug-2015 Change Change % Previous Week
Open 0.8012 0.8021 0.0009 0.1% 0.8074
High 0.8032 0.8061 0.0029 0.4% 0.8081
Low 0.8005 0.7998 -0.0007 -0.1% 0.7998
Close 0.8022 0.8058 0.0037 0.5% 0.8058
Range 0.0027 0.0063 0.0036 133.3% 0.0084
ATR 0.0137 0.0132 -0.0005 -3.9% 0.0000
Volume 91,538 136,681 45,143 49.3% 556,656
Daily Pivots for day following 07-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.8228 0.8206 0.8093
R3 0.8165 0.8143 0.8075
R2 0.8102 0.8102 0.8070
R1 0.8080 0.8080 0.8064 0.8091
PP 0.8039 0.8039 0.8039 0.8044
S1 0.8017 0.8017 0.8052 0.8028
S2 0.7976 0.7976 0.8046
S3 0.7913 0.7954 0.8041
S4 0.7850 0.7891 0.8023
Weekly Pivots for week ending 07-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.8296 0.8261 0.8104
R3 0.8213 0.8177 0.8081
R2 0.8129 0.8129 0.8073
R1 0.8094 0.8094 0.8066 0.8070
PP 0.8046 0.8046 0.8046 0.8034
S1 0.8010 0.8010 0.8050 0.7986
S2 0.7962 0.7962 0.8043
S3 0.7879 0.7927 0.8035
S4 0.7795 0.7843 0.8012
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8081 0.7998 0.0084 1.0% 0.0044 0.6% 72% False True 111,331
10 0.8134 0.7998 0.0137 1.7% 0.0047 0.6% 44% False True 107,472
20 0.8175 0.7998 0.0177 2.2% 0.0044 0.5% 34% False True 91,736
40 0.8313 0.0810 0.7503 93.1% 0.0051 0.6% 97% False False 104,445
60 0.8423 0.0810 0.7613 94.5% 0.0057 0.7% 95% False False 77,369
80 0.8455 0.0810 0.7645 94.9% 0.0054 0.7% 95% False False 58,084
100 0.8470 0.0810 0.7660 95.1% 0.0054 0.7% 95% False False 46,488
120 0.8470 0.0810 0.7660 95.1% 0.0050 0.6% 95% False False 38,745
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8328
2.618 0.8225
1.618 0.8162
1.000 0.8124
0.618 0.8099
HIGH 0.8061
0.618 0.8036
0.500 0.8029
0.382 0.8022
LOW 0.7998
0.618 0.7959
1.000 0.7935
1.618 0.7896
2.618 0.7833
4.250 0.7730
Fisher Pivots for day following 07-Aug-2015
Pivot 1 day 3 day
R1 0.8048 0.8049
PP 0.8039 0.8041
S1 0.8029 0.8032

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

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