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

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

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