CME Japanese Yen Future September 2015


Trading Metrics calculated at close of trading on 29-May-2015
Day Change Summary
Previous Current
28-May-2015 29-May-2015 Change Change % Previous Week
Open 0.8096 0.8091 -0.0005 -0.1% 0.8235
High 0.8109 0.8101 -0.0008 -0.1% 0.8244
Low 0.8045 0.8065 0.0020 0.2% 0.8045
Close 0.8083 0.8072 -0.0011 -0.1% 0.8072
Range 0.0064 0.0036 -0.0028 -43.8% 0.0199
ATR 0.0057 0.0056 -0.0002 -2.6% 0.0000
Volume 2,936 7,833 4,897 166.8% 18,329
Daily Pivots for day following 29-May-2015
Classic Woodie Camarilla DeMark
R4 0.8187 0.8166 0.8092
R3 0.8151 0.8130 0.8082
R2 0.8115 0.8115 0.8079
R1 0.8094 0.8094 0.8075 0.8087
PP 0.8079 0.8079 0.8079 0.8076
S1 0.8058 0.8058 0.8069 0.8051
S2 0.8043 0.8043 0.8065
S3 0.8007 0.8022 0.8062
S4 0.7971 0.7986 0.8052
Weekly Pivots for week ending 29-May-2015
Classic Woodie Camarilla DeMark
R4 0.8717 0.8594 0.8181
R3 0.8518 0.8395 0.8127
R2 0.8319 0.8319 0.8108
R1 0.8196 0.8196 0.8090 0.8158
PP 0.8120 0.8120 0.8120 0.8102
S1 0.7997 0.7997 0.8054 0.7959
S2 0.7921 0.7921 0.8036
S3 0.7722 0.7798 0.8017
S4 0.7523 0.7599 0.7963
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8300 0.8045 0.0255 3.2% 0.0074 0.9% 11% False False 3,753
10 0.8400 0.8045 0.0355 4.4% 0.0062 0.8% 8% False False 2,211
20 0.8423 0.8045 0.0378 4.7% 0.0052 0.6% 7% False False 1,257
40 0.8455 0.8045 0.0410 5.1% 0.0052 0.6% 7% False False 701
60 0.8470 0.8045 0.0425 5.3% 0.0051 0.6% 6% False False 493
80 0.8532 0.8045 0.0487 6.0% 0.0044 0.6% 6% False False 379
100 0.8640 0.8045 0.0595 7.4% 0.0043 0.5% 5% False False 304
120 0.8640 0.8045 0.0595 7.4% 0.0041 0.5% 5% False False 253
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.0010
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8254
2.618 0.8195
1.618 0.8159
1.000 0.8137
0.618 0.8123
HIGH 0.8101
0.618 0.8087
0.500 0.8083
0.382 0.8079
LOW 0.8065
0.618 0.8043
1.000 0.8029
1.618 0.8007
2.618 0.7971
4.250 0.7912
Fisher Pivots for day following 29-May-2015
Pivot 1 day 3 day
R1 0.8083 0.8100
PP 0.8079 0.8090
S1 0.8076 0.8081

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

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