CME Japanese Yen Future September 2015


Trading Metrics calculated at close of trading on 24-Aug-2015
Day Change Summary
Previous Current
21-Aug-2015 24-Aug-2015 Change Change % Previous Week
Open 0.8106 0.8203 0.0097 1.2% 0.8049
High 0.8212 0.8592 0.0380 4.6% 0.8212
Low 0.8099 0.8196 0.0098 1.2% 0.8029
Close 0.8192 0.8446 0.0254 3.1% 0.8192
Range 0.0113 0.0396 0.0283 250.0% 0.0183
ATR 0.0091 0.0113 0.0022 24.4% 0.0000
Volume 261,026 433,445 172,419 66.1% 742,248
Daily Pivots for day following 24-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.9598 0.9417 0.8663
R3 0.9202 0.9022 0.8554
R2 0.8807 0.8807 0.8518
R1 0.8626 0.8626 0.8482 0.8716
PP 0.8411 0.8411 0.8411 0.8456
S1 0.8231 0.8231 0.8409 0.8321
S2 0.8016 0.8016 0.8373
S3 0.7620 0.7835 0.8337
S4 0.7225 0.7440 0.8228
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 0.8592 0.8033 0.0559 6.6% 0.0127 1.5% 74% True False 217,388
10 0.8592 0.7985 0.0607 7.2% 0.0087 1.0% 76% True False 167,756
20 0.8592 0.7985 0.0607 7.2% 0.0066 0.8% 76% True False 136,617
40 0.8592 0.7985 0.0607 7.2% 0.0062 0.7% 76% True False 121,569
60 0.8592 0.0810 0.7782 92.1% 0.0061 0.7% 98% True False 106,503
80 0.8592 0.0810 0.7782 92.1% 0.0059 0.7% 98% True False 80,192
100 0.8592 0.0810 0.7782 92.1% 0.0058 0.7% 98% True False 64,183
120 0.8592 0.0810 0.7782 92.1% 0.0056 0.7% 98% True False 53,498
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 0.0008
Widest range in 210 trading days
Fibonacci Retracements and Extensions
4.250 1.0272
2.618 0.9627
1.618 0.9231
1.000 0.8987
0.618 0.8836
HIGH 0.8592
0.618 0.8440
0.500 0.8394
0.382 0.8347
LOW 0.8196
0.618 0.7952
1.000 0.7801
1.618 0.7556
2.618 0.7161
4.250 0.6515
Fisher Pivots for day following 24-Aug-2015
Pivot 1 day 3 day
R1 0.8428 0.8405
PP 0.8411 0.8364
S1 0.8394 0.8324

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

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