CME Japanese Yen Future September 2015


Trading Metrics calculated at close of trading on 27-Aug-2015
Day Change Summary
Previous Current
26-Aug-2015 27-Aug-2015 Change Change % Previous Week
Open 0.8414 0.8321 -0.0093 -1.1% 0.8049
High 0.8445 0.8350 -0.0095 -1.1% 0.8212
Low 0.8333 0.8238 -0.0095 -1.1% 0.8029
Close 0.8374 0.8291 -0.0083 -1.0% 0.8192
Range 0.0112 0.0112 0.0000 0.0% 0.0183
ATR 0.0115 0.0117 0.0001 1.3% 0.0000
Volume 277,598 204,403 -73,195 -26.4% 742,248
Daily Pivots for day following 27-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.8627 0.8571 0.8352
R3 0.8516 0.8459 0.8322
R2 0.8404 0.8404 0.8311
R1 0.8348 0.8348 0.8301 0.8320
PP 0.8293 0.8293 0.8293 0.8279
S1 0.8236 0.8236 0.8281 0.8209
S2 0.8181 0.8181 0.8271
S3 0.8070 0.8125 0.8260
S4 0.7958 0.8013 0.8230
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 0.8099 0.0493 5.9% 0.0177 2.1% 39% False False 297,377
10 0.8592 0.8029 0.0563 6.8% 0.0106 1.3% 47% False False 204,094
20 0.8592 0.7985 0.0607 7.3% 0.0078 0.9% 50% False False 162,438
40 0.8592 0.7985 0.0607 7.3% 0.0067 0.8% 50% False False 131,296
60 0.8592 0.0810 0.7782 93.9% 0.0064 0.8% 96% False False 119,158
80 0.8592 0.0810 0.7782 93.9% 0.0062 0.8% 96% False False 90,082
100 0.8592 0.0810 0.7782 93.9% 0.0059 0.7% 96% False False 72,105
120 0.8592 0.0810 0.7782 93.9% 0.0058 0.7% 96% False False 60,101
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Fibonacci Retracements and Extensions
4.250 0.8823
2.618 0.8641
1.618 0.8530
1.000 0.8461
0.618 0.8418
HIGH 0.8350
0.618 0.8307
0.500 0.8294
0.382 0.8281
LOW 0.8238
0.618 0.8169
1.000 0.8127
1.618 0.8058
2.618 0.7946
4.250 0.7764
Fisher Pivots for day following 27-Aug-2015
Pivot 1 day 3 day
R1 0.8294 0.8349
PP 0.8293 0.8329
S1 0.8292 0.8310

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

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