CME Japanese Yen Future December 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	0.8380	0.8318	-0.0062	-0.7%	0.8220
High	0.8389	0.8371	-0.0019	-0.2%	0.8604
Low	0.8315	0.8298	-0.0017	-0.2%	0.8214
Close	0.8331	0.8348	0.0017	0.2%	0.8253
Range	0.0075	0.0073	-0.0002	-2.7%	0.0390
ATR	0.0084	0.0083	-0.0001	-1.0%	0.0000
Volume	4,934	6,103	1,169	23.7%	9,319

Daily Pivots for day following 03-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8556	0.8524	0.8387
R3	0.8484	0.8452	0.8367
R2	0.8411	0.8411	0.8361
R1	0.8379	0.8379	0.8354	0.8395
PP	0.8339	0.8339	0.8339	0.8347
S1	0.8307	0.8307	0.8341	0.8323
S2	0.8266	0.8266	0.8334
S3	0.8194	0.8234	0.8328
S4	0.8121	0.8162	0.8308

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	0.8399	0.8229	0.0170	2.0%	0.0081	1.0%	70%	False	False	4,154
10	0.8604	0.8114	0.0490	5.9%	0.0126	1.5%	48%	False	False	3,003
20	0.8604	0.7997	0.0607	7.3%	0.0083	1.0%	58%	False	False	1,800
40	0.8604	0.7997	0.0607	7.3%	0.0061	0.7%	58%	False	False	979
60	0.8604	0.7997	0.0607	7.3%	0.0057	0.7%	58%	False	False	710
80	0.8604	0.7977	0.0627	7.5%	0.0056	0.7%	59%	False	False	554
100	0.8604	0.7977	0.0627	7.5%	0.0049	0.6%	59%	False	False	447
120	0.8604	0.7977	0.0627	7.5%	0.0046	0.6%	59%	False	False	374

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	0.8679
2.618	0.8560
1.618	0.8488
1.000	0.8443
0.618	0.8415
HIGH	0.8371
0.618	0.8343
0.500	0.8334
0.382	0.8326
LOW	0.8298
0.618	0.8253
1.000	0.8226
1.618	0.8181
2.618	0.8108
4.250	0.7990

Fisher Pivots for day following 03-Sep-2015
Pivot	1 day	3 day
R1	0.8343	0.8342
PP	0.8339	0.8336
S1	0.8334	0.8330

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