CME Japanese Yen Future September 2015

Trading Metrics calculated at close of trading on 03-Sep-2015

Day Change Summary
	Previous	Current
	02-Sep-2015	03-Sep-2015	Change	Change %	Previous Week
Open	0.8377	0.8309	-0.0068	-0.8%	0.8203
High	0.8378	0.8360	-0.0018	-0.2%	0.8592
Low	0.8302	0.8285	-0.0017	-0.2%	0.8196
Close	0.8319	0.8335	0.0017	0.2%	0.8241
Range	0.0076	0.0075	-0.0002	-2.0%	0.0396
ATR	0.0109	0.0106	-0.0002	-2.3%	0.0000
Volume	185,731	145,811	-39,920	-21.5%	1,376,662

Daily Pivots for day following 03-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8550	0.8517	0.8376
R3	0.8476	0.8443	0.8355
R2	0.8401	0.8401	0.8349
R1	0.8368	0.8368	0.8342	0.8385
PP	0.8327	0.8327	0.8327	0.8335
S1	0.8294	0.8294	0.8328	0.8310
S2	0.8252	0.8252	0.8321
S3	0.8178	0.8219	0.8315
S4	0.8103	0.8145	0.8294

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	0.8387	0.8215	0.0172	2.1%	0.0083	1.0%	70%	False	False	166,507
10	0.8592	0.8099	0.0493	5.9%	0.0130	1.6%	48%	False	False	231,942
20	0.8592	0.7985	0.0607	7.3%	0.0088	1.1%	58%	False	False	176,608
40	0.8592	0.7985	0.0607	7.3%	0.0067	0.8%	58%	False	False	134,364
60	0.8592	0.0810	0.7782	93.4%	0.0064	0.8%	97%	False	False	128,274
80	0.8592	0.0810	0.7782	93.4%	0.0065	0.8%	97%	False	False	100,474
100	0.8592	0.0810	0.7782	93.4%	0.0061	0.7%	97%	False	False	80,424
120	0.8592	0.0810	0.7782	93.4%	0.0061	0.7%	97%	False	False	67,036

Crabel Price Patterns
NR	True
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	0.0015
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8676
2.618	0.8555
1.618	0.8480
1.000	0.8434
0.618	0.8406
HIGH	0.8360
0.618	0.8331
0.500	0.8322
0.382	0.8313
LOW	0.8285
0.618	0.8239
1.000	0.8211
1.618	0.8164
2.618	0.8090
4.250	0.7968

Fisher Pivots for day following 03-Sep-2015
Pivot	1 day	3 day
R1	0.8331	0.8329
PP	0.8327	0.8323
S1	0.8322	0.8317

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