CME Japanese Yen Future September 2015


Trading Metrics calculated at close of trading on 21-Aug-2015
Day Change Summary
Previous Current
20-Aug-2015 21-Aug-2015 Change Change % Previous Week
Open 0.8076 0.8106 0.0031 0.4% 0.8049
High 0.8111 0.8212 0.0101 1.2% 0.8212
Low 0.8056 0.8099 0.0043 0.5% 0.8029
Close 0.8103 0.8192 0.0089 1.1% 0.8192
Range 0.0055 0.0113 0.0058 105.5% 0.0183
ATR 0.0089 0.0091 0.0002 1.9% 0.0000
Volume 149,027 261,026 111,999 75.2% 742,248
Daily Pivots for day following 21-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.8506 0.8462 0.8254
R3 0.8393 0.8349 0.8223
R2 0.8280 0.8280 0.8212
R1 0.8236 0.8236 0.8202 0.8258
PP 0.8167 0.8167 0.8167 0.8178
S1 0.8123 0.8123 0.8181 0.8145
S2 0.8054 0.8054 0.8171
S3 0.7941 0.8010 0.8160
S4 0.7828 0.7897 0.8129
Weekly Pivots for week ending 21-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.8692 0.8624 0.8292
R3 0.8509 0.8442 0.8242
R2 0.8327 0.8327 0.8225
R1 0.8259 0.8259 0.8208 0.8293
PP 0.8144 0.8144 0.8144 0.8161
S1 0.8077 0.8077 0.8175 0.8110
S2 0.7962 0.7962 0.8158
S3 0.7779 0.7894 0.8141
S4 0.7597 0.7712 0.8091
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8212 0.8029 0.0183 2.2% 0.0053 0.6% 89% True False 148,449
10 0.8212 0.7985 0.0227 2.8% 0.0051 0.6% 91% True False 133,709
20 0.8212 0.7985 0.0227 2.8% 0.0049 0.6% 91% True False 120,591
40 0.8313 0.7985 0.0328 4.0% 0.0053 0.7% 63% False False 112,849
60 0.8313 0.0810 0.7503 91.6% 0.0055 0.7% 98% False False 99,410
80 0.8455 0.0810 0.7645 93.3% 0.0055 0.7% 97% False False 74,776
100 0.8455 0.0810 0.7645 93.3% 0.0054 0.7% 97% False False 59,848
120 0.8470 0.0810 0.7660 93.5% 0.0053 0.6% 96% False False 49,887
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 32 trading days
Fibonacci Retracements and Extensions
4.250 0.8692
2.618 0.8507
1.618 0.8394
1.000 0.8325
0.618 0.8281
HIGH 0.8212
0.618 0.8168
0.500 0.8155
0.382 0.8142
LOW 0.8099
0.618 0.8029
1.000 0.7986
1.618 0.7916
2.618 0.7803
4.250 0.7618
Fisher Pivots for day following 21-Aug-2015
Pivot 1 day 3 day
R1 0.8179 0.8169
PP 0.8167 0.8146
S1 0.8155 0.8124

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

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