CME Japanese Yen Future September 2015


Trading Metrics calculated at close of trading on 26-Aug-2015
Day Change Summary
Previous Current
25-Aug-2015 26-Aug-2015 Change Change % Previous Week
Open 0.8439 0.8414 -0.0026 -0.3% 0.8049
High 0.8459 0.8445 -0.0015 -0.2% 0.8212
Low 0.8308 0.8333 0.0026 0.3% 0.8029
Close 0.8354 0.8374 0.0021 0.2% 0.8192
Range 0.0152 0.0112 -0.0040 -26.4% 0.0183
ATR 0.0115 0.0115 0.0000 -0.2% 0.0000
Volume 310,413 277,598 -32,815 -10.6% 742,248
Daily Pivots for day following 26-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.8718 0.8658 0.8435
R3 0.8607 0.8546 0.8405
R2 0.8495 0.8495 0.8394
R1 0.8435 0.8435 0.8384 0.8409
PP 0.8384 0.8384 0.8384 0.8371
S1 0.8323 0.8323 0.8364 0.8298
S2 0.8272 0.8272 0.8354
S3 0.8161 0.8212 0.8343
S4 0.8049 0.8100 0.8313
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 0.8056 0.0536 6.4% 0.0165 2.0% 59% False False 286,301
10 0.8592 0.8026 0.0566 6.8% 0.0099 1.2% 62% False False 193,968
20 0.8592 0.7985 0.0607 7.2% 0.0075 0.9% 64% False False 157,921
40 0.8592 0.7985 0.0607 7.2% 0.0065 0.8% 64% False False 128,673
60 0.8592 0.0810 0.7782 92.9% 0.0063 0.8% 97% False False 116,086
80 0.8592 0.0810 0.7782 92.9% 0.0061 0.7% 97% False False 87,531
100 0.8592 0.0810 0.7782 92.9% 0.0059 0.7% 97% False False 70,062
120 0.8592 0.0810 0.7782 92.9% 0.0058 0.7% 97% False False 58,398
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8918
2.618 0.8736
1.618 0.8625
1.000 0.8556
0.618 0.8513
HIGH 0.8445
0.618 0.8402
0.500 0.8389
0.382 0.8376
LOW 0.8333
0.618 0.8264
1.000 0.8222
1.618 0.8153
2.618 0.8041
4.250 0.7859
Fisher Pivots for day following 26-Aug-2015
Pivot 1 day 3 day
R1 0.8389 0.8394
PP 0.8384 0.8387
S1 0.8379 0.8381

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

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