CME Japanese Yen Future December 2015


Trading Metrics calculated at close of trading on 28-Aug-2015
Day Change Summary
Previous Current
27-Aug-2015 28-Aug-2015 Change Change % Previous Week
Open 0.8334 0.8265 -0.0069 -0.8% 0.8220
High 0.8361 0.8301 -0.0060 -0.7% 0.8604
Low 0.8251 0.8229 -0.0022 -0.3% 0.8214
Close 0.8303 0.8253 -0.0051 -0.6% 0.8253
Range 0.0110 0.0072 -0.0038 -34.2% 0.0390
ATR 0.0083 0.0083 -0.0001 -0.8% 0.0000
Volume 1,290 599 -691 -53.6% 9,319
Daily Pivots for day following 28-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.8477 0.8437 0.8292
R3 0.8405 0.8365 0.8272
R2 0.8333 0.8333 0.8266
R1 0.8293 0.8293 0.8259 0.8277
PP 0.8261 0.8261 0.8261 0.8253
S1 0.8221 0.8221 0.8246 0.8205
S2 0.8189 0.8189 0.8239
S3 0.8117 0.8149 0.8233
S4 0.8045 0.8077 0.8213
Weekly Pivots for week ending 28-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.9525 0.9278 0.8467
R3 0.9136 0.8889 0.8360
R2 0.8746 0.8746 0.8324
R1 0.8499 0.8499 0.8288 0.8623
PP 0.8357 0.8357 0.8357 0.8418
S1 0.8110 0.8110 0.8217 0.8233
S2 0.7967 0.7967 0.8181
S3 0.7578 0.7720 0.8145
S4 0.7188 0.7331 0.8038
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8604 0.8214 0.0390 4.7% 0.0164 2.0% 10% False False 1,863
10 0.8604 0.8044 0.0560 6.8% 0.0106 1.3% 37% False False 1,059
20 0.8604 0.7997 0.0607 7.3% 0.0074 0.9% 42% False False 829
40 0.8604 0.7997 0.0607 7.3% 0.0060 0.7% 42% False False 503
60 0.8604 0.7977 0.0627 7.6% 0.0056 0.7% 44% False False 393
80 0.8604 0.7977 0.0627 7.6% 0.0052 0.6% 44% False False 304
100 0.8604 0.7977 0.0627 7.6% 0.0047 0.6% 44% False False 246
120 0.8604 0.7977 0.0627 7.6% 0.0044 0.5% 44% False False 206
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 6 trading days
Fibonacci Retracements and Extensions
4.250 0.8607
2.618 0.8489
1.618 0.8417
1.000 0.8373
0.618 0.8345
HIGH 0.8301
0.618 0.8273
0.500 0.8265
0.382 0.8257
LOW 0.8229
0.618 0.8185
1.000 0.8157
1.618 0.8113
2.618 0.8041
4.250 0.7923
Fisher Pivots for day following 28-Aug-2015
Pivot 1 day 3 day
R1 0.8265 0.8342
PP 0.8261 0.8312
S1 0.8257 0.8282

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

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