CME Japanese Yen Future December 2015


Trading Metrics calculated at close of trading on 25-Aug-2015
Day Change Summary
Previous Current
24-Aug-2015 25-Aug-2015 Change Change % Previous Week
Open 0.8220 0.8456 0.0236 2.9% 0.8051
High 0.8604 0.8466 -0.0138 -1.6% 0.8219
Low 0.8214 0.8325 0.0111 1.3% 0.8044
Close 0.8458 0.8367 -0.0092 -1.1% 0.8204
Range 0.0390 0.0142 -0.0248 -63.7% 0.0175
ATR 0.0072 0.0077 0.0005 6.9% 0.0000
Volume 1,217 5,306 4,089 336.0% 1,278
Daily Pivots for day following 25-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.8810 0.8730 0.8444
R3 0.8669 0.8588 0.8405
R2 0.8527 0.8527 0.8392
R1 0.8447 0.8447 0.8379 0.8416
PP 0.8386 0.8386 0.8386 0.8370
S1 0.8305 0.8305 0.8354 0.8275
S2 0.8244 0.8244 0.8341
S3 0.8103 0.8164 0.8328
S4 0.7961 0.8022 0.8289
Weekly Pivots for week ending 21-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.8681 0.8617 0.8300
R3 0.8506 0.8442 0.8252
R2 0.8331 0.8331 0.8236
R1 0.8267 0.8267 0.8220 0.8299
PP 0.8156 0.8156 0.8156 0.8171
S1 0.8092 0.8092 0.8187 0.8124
S2 0.7981 0.7981 0.8171
S3 0.7806 0.7917 0.8155
S4 0.7631 0.7742 0.8107
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8604 0.8049 0.0555 6.6% 0.0148 1.8% 57% False False 1,531
10 0.8604 0.7997 0.0607 7.2% 0.0091 1.1% 61% False False 935
20 0.8604 0.7997 0.0607 7.2% 0.0065 0.8% 61% False False 724
40 0.8604 0.7997 0.0607 7.2% 0.0056 0.7% 61% False False 470
60 0.8604 0.7977 0.0627 7.5% 0.0054 0.7% 62% False False 349
80 0.8604 0.7977 0.0627 7.5% 0.0050 0.6% 62% False False 271
100 0.8604 0.7977 0.0627 7.5% 0.0044 0.5% 62% False False 218
120 0.8604 0.7977 0.0627 7.5% 0.0042 0.5% 62% False False 183
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9067
2.618 0.8836
1.618 0.8695
1.000 0.8608
0.618 0.8553
HIGH 0.8466
0.618 0.8412
0.500 0.8395
0.382 0.8379
LOW 0.8325
0.618 0.8237
1.000 0.8183
1.618 0.8096
2.618 0.7954
4.250 0.7723
Fisher Pivots for day following 25-Aug-2015
Pivot 1 day 3 day
R1 0.8395 0.8364
PP 0.8386 0.8361
S1 0.8376 0.8359

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

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