CME Japanese Yen Future September 2015

Trading Metrics calculated at close of trading on 20-Aug-2015

Day Change Summary
	Previous	Current
	19-Aug-2015	20-Aug-2015	Change	Change %	Previous Week
Open	0.8043	0.8076	0.0033	0.4%	0.8055
High	0.8087	0.8111	0.0024	0.3%	0.8081
Low	0.8036	0.8056	0.0020	0.2%	0.7985
Close	0.8084	0.8103	0.0019	0.2%	0.8051
Range	0.0051	0.0055	0.0004	7.8%	0.0097
ATR	0.0091	0.0089	-0.0003	-2.8%	0.0000
Volume	158,926	149,027	-9,899	-6.2%	594,851

Daily Pivots for day following 20-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8255	0.8234	0.8133
R3	0.8200	0.8179	0.8118
R2	0.8145	0.8145	0.8113
R1	0.8124	0.8124	0.8108	0.8134
PP	0.8090	0.8090	0.8090	0.8095
S1	0.8069	0.8069	0.8097	0.8079
S2	0.8035	0.8035	0.8092
S3	0.7980	0.8014	0.8087
S4	0.7925	0.7959	0.8072

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	0.8111	0.8029	0.0082	1.0%	0.0036	0.4%	90%	True	False	110,812
10	0.8111	0.7985	0.0126	1.6%	0.0046	0.6%	94%	True	False	121,275
20	0.8134	0.7985	0.0150	1.8%	0.0045	0.6%	79%	False	False	110,894
40	0.8313	0.7985	0.0328	4.0%	0.0052	0.6%	36%	False	False	108,247
60	0.8313	0.0810	0.7503	92.6%	0.0055	0.7%	97%	False	False	95,108
80	0.8455	0.0810	0.7645	94.4%	0.0054	0.7%	95%	False	False	71,516
100	0.8455	0.0810	0.7645	94.4%	0.0053	0.7%	95%	False	False	57,239
120	0.8470	0.0810	0.7660	94.5%	0.0052	0.6%	95%	False	False	47,712

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.8344
2.618	0.8254
1.618	0.8199
1.000	0.8166
0.618	0.8144
HIGH	0.8111
0.618	0.8089
0.500	0.8083
0.382	0.8077
LOW	0.8056
0.618	0.8022
1.000	0.8001
1.618	0.7967
2.618	0.7912
4.250	0.7822

Fisher Pivots for day following 20-Aug-2015
Pivot	1 day	3 day
R1	0.8096	0.8092
PP	0.8090	0.8082
S1	0.8083	0.8072

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