CME Japanese Yen Future September 2015

Trading Metrics calculated at close of trading on 01-Sep-2015

Day Change Summary
	Previous	Current
	31-Aug-2015	01-Sep-2015	Change	Change %	Previous Week
Open	0.8226	0.8249	0.0023	0.3%	0.8203
High	0.8274	0.8387	0.0113	1.4%	0.8592
Low	0.8224	0.8248	0.0024	0.3%	0.8196
Close	0.8258	0.8349	0.0091	1.1%	0.8241
Range	0.0050	0.0139	0.0089	178.0%	0.0396
ATR	0.0109	0.0111	0.0002	1.9%	0.0000
Volume	115,462	234,730	119,268	103.3%	1,376,662

Daily Pivots for day following 01-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8745	0.8686	0.8425
R3	0.8606	0.8547	0.8387
R2	0.8467	0.8467	0.8374
R1	0.8408	0.8408	0.8362	0.8437
PP	0.8328	0.8328	0.8328	0.8342
S1	0.8269	0.8269	0.8336	0.8298
S2	0.8189	0.8189	0.8324
S3	0.8050	0.8130	0.8311
S4	0.7911	0.7991	0.8273

Weekly Pivots for week ending 28-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.9529	0.9280	0.8458
R3	0.9134	0.8885	0.8349
R2	0.8738	0.8738	0.8313
R1	0.8489	0.8489	0.8277	0.8614
PP	0.8343	0.8343	0.8343	0.8405
S1	0.8094	0.8094	0.8204	0.8218
S2	0.7947	0.7947	0.8168
S3	0.7552	0.7698	0.8132
S4	0.7156	0.7303	0.8023

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8445	0.8215	0.0230	2.8%	0.0097	1.2%	58%	False	False	196,599
10	0.8592	0.8036	0.0556	6.7%	0.0125	1.5%	56%	False	False	229,583
20	0.8592	0.7985	0.0607	7.3%	0.0085	1.0%	60%	False	False	171,854
40	0.8592	0.7985	0.0607	7.3%	0.0068	0.8%	60%	False	False	134,647
60	0.8592	0.0810	0.7782	93.2%	0.0065	0.8%	97%	False	False	125,983
80	0.8592	0.0810	0.7782	93.2%	0.0064	0.8%	97%	False	False	96,335
100	0.8592	0.0810	0.7782	93.2%	0.0061	0.7%	97%	False	False	77,112
120	0.8592	0.0810	0.7782	93.2%	0.0060	0.7%	97%	False	False	64,274

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	0.0016
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.8977
2.618	0.8750
1.618	0.8611
1.000	0.8526
0.618	0.8472
HIGH	0.8387
0.618	0.8333
0.500	0.8317
0.382	0.8301
LOW	0.8248
0.618	0.8162
1.000	0.8109
1.618	0.8023
2.618	0.7884
4.250	0.7657

Fisher Pivots for day following 01-Sep-2015
Pivot	1 day	3 day
R1	0.8338	0.8333
PP	0.8328	0.8317
S1	0.8317	0.8301

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