CME Japanese Yen Future September 2015


Trading Metrics calculated at close of trading on 17-Aug-2015
Day Change Summary
Previous Current
14-Aug-2015 17-Aug-2015 Change Change % Previous Week
Open 0.8042 0.8049 0.0008 0.1% 0.8055
High 0.8063 0.8053 -0.0011 -0.1% 0.8081
Low 0.8033 0.8029 -0.0004 0.0% 0.7985
Close 0.8051 0.8039 -0.0012 -0.1% 0.8051
Range 0.0031 0.0024 -0.0007 -23.0% 0.0097
ATR 0.0106 0.0100 -0.0006 -5.6% 0.0000
Volume 72,840 88,753 15,913 21.8% 594,851
Daily Pivots for day following 17-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.8111 0.8098 0.8052
R3 0.8087 0.8075 0.8045
R2 0.8064 0.8064 0.8043
R1 0.8051 0.8051 0.8041 0.8046
PP 0.8040 0.8040 0.8040 0.8037
S1 0.8028 0.8028 0.8037 0.8022
S2 0.8017 0.8017 0.8035
S3 0.7993 0.8004 0.8033
S4 0.7970 0.7981 0.8026
Weekly Pivots for week ending 14-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.8328 0.8286 0.8104
R3 0.8232 0.8189 0.8077
R2 0.8135 0.8135 0.8068
R1 0.8093 0.8093 0.8059 0.8066
PP 0.8039 0.8039 0.8039 0.8025
S1 0.7996 0.7996 0.8042 0.7969
S2 0.7942 0.7942 0.8033
S3 0.7846 0.7900 0.8024
S4 0.7749 0.7803 0.7997
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8081 0.7985 0.0097 1.2% 0.0046 0.6% 56% False False 118,124
10 0.8081 0.7985 0.0097 1.2% 0.0046 0.6% 56% False False 115,267
20 0.8134 0.7985 0.0150 1.9% 0.0045 0.6% 36% False False 102,760
40 0.8313 0.7985 0.0328 4.1% 0.0051 0.6% 17% False False 104,363
60 0.8313 0.0810 0.7503 93.3% 0.0057 0.7% 96% False False 88,700
80 0.8455 0.0810 0.7645 95.1% 0.0054 0.7% 95% False False 66,619
100 0.8455 0.0810 0.7645 95.1% 0.0054 0.7% 95% False False 53,318
120 0.8470 0.0810 0.7660 95.3% 0.0051 0.6% 94% False False 44,442
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 0.8152
2.618 0.8114
1.618 0.8091
1.000 0.8076
0.618 0.8067
HIGH 0.8053
0.618 0.8044
0.500 0.8041
0.382 0.8038
LOW 0.8029
0.618 0.8014
1.000 0.8006
1.618 0.7991
2.618 0.7967
4.250 0.7929
Fisher Pivots for day following 17-Aug-2015
Pivot 1 day 3 day
R1 0.8041 0.8045
PP 0.8040 0.8043
S1 0.8040 0.8041

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

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