CME Japanese Yen Future September 2015


Trading Metrics calculated at close of trading on 30-Apr-2015
Day Change Summary
Previous Current
29-Apr-2015 30-Apr-2015 Change Change % Previous Week
Open 0.8428 0.8415 -0.0013 -0.2% 0.8426
High 0.8440 0.8455 0.0015 0.2% 0.8453
Low 0.8394 0.8355 -0.0039 -0.5% 0.8347
Close 0.8419 0.8388 -0.0031 -0.4% 0.8427
Range 0.0046 0.0100 0.0054 117.4% 0.0106
ATR 0.0048 0.0051 0.0004 7.8% 0.0000
Volume 205 214 9 4.4% 831
Daily Pivots for day following 30-Apr-2015
Classic Woodie Camarilla DeMark
R4 0.8699 0.8644 0.8443
R3 0.8599 0.8544 0.8416
R2 0.8499 0.8499 0.8406
R1 0.8444 0.8444 0.8397 0.8422
PP 0.8399 0.8399 0.8399 0.8388
S1 0.8344 0.8344 0.8379 0.8322
S2 0.8299 0.8299 0.8370
S3 0.8199 0.8244 0.8361
S4 0.8099 0.8144 0.8333
Weekly Pivots for week ending 24-Apr-2015
Classic Woodie Camarilla DeMark
R4 0.8727 0.8683 0.8485
R3 0.8621 0.8577 0.8456
R2 0.8515 0.8515 0.8446
R1 0.8471 0.8471 0.8437 0.8493
PP 0.8409 0.8409 0.8409 0.8420
S1 0.8365 0.8365 0.8417 0.8387
S2 0.8303 0.8303 0.8408
S3 0.8197 0.8259 0.8398
S4 0.8091 0.8153 0.8369
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8455 0.8355 0.0100 1.2% 0.0052 0.6% 33% True True 228
10 0.8455 0.8347 0.0108 1.3% 0.0048 0.6% 38% True False 192
20 0.8455 0.8295 0.0160 1.9% 0.0052 0.6% 58% True False 146
40 0.8470 0.8217 0.0253 3.0% 0.0050 0.6% 68% False False 111
60 0.8532 0.8217 0.0315 3.8% 0.0042 0.5% 54% False False 86
80 0.8640 0.8217 0.0423 5.0% 0.0041 0.5% 40% False False 65
100 0.8640 0.8217 0.0423 5.0% 0.0039 0.5% 40% False False 53
120 0.8803 0.8217 0.0586 7.0% 0.0035 0.4% 29% False False 44
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 31 trading days
Fibonacci Retracements and Extensions
4.250 0.8880
2.618 0.8717
1.618 0.8617
1.000 0.8555
0.618 0.8517
HIGH 0.8455
0.618 0.8417
0.500 0.8405
0.382 0.8393
LOW 0.8355
0.618 0.8293
1.000 0.8255
1.618 0.8193
2.618 0.8093
4.250 0.7930
Fisher Pivots for day following 30-Apr-2015
Pivot 1 day 3 day
R1 0.8405 0.8405
PP 0.8399 0.8399
S1 0.8394 0.8394

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

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