CME Japanese Yen Future September 2015


Trading Metrics calculated at close of trading on 04-May-2015
Day Change Summary
Previous Current
01-May-2015 04-May-2015 Change Change % Previous Week
Open 0.8376 0.8335 -0.0041 -0.5% 0.8426
High 0.8376 0.8345 -0.0031 -0.4% 0.8455
Low 0.8327 0.8328 0.0001 0.0% 0.8327
Close 0.8327 0.8339 0.0012 0.1% 0.8327
Range 0.0049 0.0017 -0.0032 -65.3% 0.0128
ATR 0.0052 0.0050 -0.0002 -4.7% 0.0000
Volume 566 301 -265 -46.8% 1,600
Daily Pivots for day following 04-May-2015
Classic Woodie Camarilla DeMark
R4 0.8388 0.8381 0.8348
R3 0.8371 0.8364 0.8344
R2 0.8354 0.8354 0.8342
R1 0.8347 0.8347 0.8341 0.8351
PP 0.8337 0.8337 0.8337 0.8339
S1 0.8330 0.8330 0.8337 0.8334
S2 0.8320 0.8320 0.8336
S3 0.8303 0.8313 0.8334
S4 0.8286 0.8296 0.8330
Weekly Pivots for week ending 01-May-2015
Classic Woodie Camarilla DeMark
R4 0.8754 0.8668 0.8397
R3 0.8626 0.8540 0.8362
R2 0.8498 0.8498 0.8350
R1 0.8412 0.8412 0.8339 0.8391
PP 0.8370 0.8370 0.8370 0.8359
S1 0.8284 0.8284 0.8315 0.8263
S2 0.8242 0.8242 0.8304
S3 0.8114 0.8156 0.8292
S4 0.7986 0.8028 0.8257
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8455 0.8327 0.0128 1.5% 0.0047 0.6% 9% False False 340
10 0.8455 0.8327 0.0128 1.5% 0.0044 0.5% 9% False False 252
20 0.8455 0.8295 0.0160 1.9% 0.0049 0.6% 28% False False 184
40 0.8470 0.8217 0.0253 3.0% 0.0050 0.6% 48% False False 132
60 0.8472 0.8217 0.0255 3.1% 0.0043 0.5% 48% False False 100
80 0.8640 0.8217 0.0423 5.1% 0.0042 0.5% 29% False False 76
100 0.8640 0.8217 0.0423 5.1% 0.0039 0.5% 29% False False 61
120 0.8691 0.8217 0.0474 5.7% 0.0034 0.4% 26% False False 51
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Narrowest range in 35 trading days
Fibonacci Retracements and Extensions
4.250 0.8417
2.618 0.8390
1.618 0.8373
1.000 0.8362
0.618 0.8356
HIGH 0.8345
0.618 0.8339
0.500 0.8337
0.382 0.8334
LOW 0.8328
0.618 0.8317
1.000 0.8311
1.618 0.8300
2.618 0.8283
4.250 0.8256
Fisher Pivots for day following 04-May-2015
Pivot 1 day 3 day
R1 0.8338 0.8391
PP 0.8337 0.8374
S1 0.8337 0.8356

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

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