CME Japanese Yen Future September 2015


Trading Metrics calculated at close of trading on 18-Jun-2015
Day Change Summary
Previous Current
17-Jun-2015 18-Jun-2015 Change Change % Previous Week
Open 0.8114 0.0811 -0.7303 -90.0% 0.7969
High 0.8128 0.0818 -0.7310 -89.9% 0.8174
Low 0.8043 0.0810 -0.7233 -89.9% 0.7966
Close 0.8113 0.0814 -0.7299 -90.0% 0.8111
Range 0.0085 0.0008 -0.0077 -90.5% 0.0208
ATR 0.0065 0.0582 0.0517 794.5% 0.0000
Volume 132,045 162,824 30,779 23.3% 535,260
Daily Pivots for day following 18-Jun-2015
Classic Woodie Camarilla DeMark
R4 0.0838 0.0834 0.0818
R3 0.0830 0.0826 0.0816
R2 0.0822 0.0822 0.0815
R1 0.0818 0.0818 0.0815 0.0820
PP 0.0814 0.0814 0.0814 0.0815
S1 0.0810 0.0810 0.0813 0.0812
S2 0.0806 0.0806 0.0812
S3 0.0798 0.0802 0.0812
S4 0.0790 0.0794 0.0809
Weekly Pivots for week ending 12-Jun-2015
Classic Woodie Camarilla DeMark
R4 0.8708 0.8617 0.8225
R3 0.8500 0.8409 0.8168
R2 0.8292 0.8292 0.8149
R1 0.8201 0.8201 0.8130 0.8247
PP 0.8084 0.8084 0.8084 0.8106
S1 0.7993 0.7993 0.8092 0.8039
S2 0.7876 0.7876 0.8073
S3 0.7668 0.7785 0.8054
S4 0.7460 0.7577 0.7997
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8130 0.0810 0.7320 899.5% 0.0041 5.0% 0% False True 121,176
10 0.8174 0.0810 0.7364 904.9% 0.0068 8.4% 0% False True 100,472
20 0.8300 0.0810 0.7490 920.4% 0.0068 8.3% 0% False True 53,384
40 0.8455 0.0810 0.7645 939.4% 0.0057 7.0% 0% False True 26,852
60 0.8470 0.0810 0.7660 941.3% 0.0056 6.8% 0% False True 17,939
80 0.8470 0.0810 0.7660 941.3% 0.0051 6.3% 0% False True 13,468
100 0.8559 0.0810 0.7749 952.2% 0.0046 5.7% 0% False True 10,780
120 0.8640 0.0810 0.7830 962.2% 0.0045 5.5% 0% False True 8,984
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0009
Narrowest range in 68 trading days
Fibonacci Retracements and Extensions
4.250 0.0852
2.618 0.0839
1.618 0.0831
1.000 0.0826
0.618 0.0823
HIGH 0.0818
0.618 0.0815
0.500 0.0814
0.382 0.0813
LOW 0.0810
0.618 0.0805
1.000 0.0802
1.618 0.0797
2.618 0.0789
4.250 0.0775
Fisher Pivots for day following 18-Jun-2015
Pivot 1 day 3 day
R1 0.0814 0.4469
PP 0.0814 0.3251
S1 0.0814 0.2032

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

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