CME Japanese Yen Future September 2015


Trading Metrics calculated at close of trading on 18-Aug-2015
Day Change Summary
Previous Current
17-Aug-2015 18-Aug-2015 Change Change % Previous Week
Open 0.8049 0.8040 -0.0009 -0.1% 0.8055
High 0.8053 0.8055 0.0002 0.0% 0.8081
Low 0.8029 0.8033 0.0004 0.0% 0.7985
Close 0.8039 0.8041 0.0002 0.0% 0.8051
Range 0.0024 0.0022 -0.0002 -8.5% 0.0097
ATR 0.0100 0.0095 -0.0006 -5.6% 0.0000
Volume 88,753 84,516 -4,237 -4.8% 594,851
Daily Pivots for day following 18-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.8107 0.8095 0.8052
R3 0.8086 0.8074 0.8046
R2 0.8064 0.8064 0.8044
R1 0.8052 0.8052 0.8042 0.8058
PP 0.8043 0.8043 0.8043 0.8046
S1 0.8031 0.8031 0.8039 0.8037
S2 0.8021 0.8021 0.8037
S3 0.8000 0.8009 0.8035
S4 0.7978 0.7988 0.8029
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% 0.0042 0.5% 58% False False 108,218
10 0.8081 0.7985 0.0097 1.2% 0.0045 0.6% 58% False False 114,124
20 0.8134 0.7985 0.0150 1.9% 0.0043 0.5% 37% False False 103,088
40 0.8313 0.7985 0.0328 4.1% 0.0051 0.6% 17% False False 104,968
60 0.8313 0.0810 0.7503 93.3% 0.0056 0.7% 96% False False 90,102
80 0.8455 0.0810 0.7645 95.1% 0.0054 0.7% 95% False False 67,674
100 0.8455 0.0810 0.7645 95.1% 0.0053 0.7% 95% False False 54,162
120 0.8470 0.0810 0.7660 95.3% 0.0051 0.6% 94% False False 45,146
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Narrowest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 0.8146
2.618 0.8111
1.618 0.8089
1.000 0.8076
0.618 0.8068
HIGH 0.8055
0.618 0.8046
0.500 0.8044
0.382 0.8041
LOW 0.8033
0.618 0.8020
1.000 0.8012
1.618 0.7998
2.618 0.7977
4.250 0.7942
Fisher Pivots for day following 18-Aug-2015
Pivot 1 day 3 day
R1 0.8044 0.8046
PP 0.8043 0.8044
S1 0.8042 0.8042

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

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