CME Japanese Yen Future September 2015


Trading Metrics calculated at close of trading on 29-Jun-2015
Day Change Summary
Previous Current
26-Jun-2015 29-Jun-2015 Change Change % Previous Week
Open 0.8096 0.8149 0.0053 0.7% 0.8130
High 0.8123 0.8198 0.0075 0.9% 0.8130
Low 0.8073 0.8125 0.0052 0.6% 0.8048
Close 0.8083 0.8175 0.0092 1.1% 0.8083
Range 0.0051 0.0073 0.0023 44.6% 0.0082
ATR 0.0751 0.0705 -0.0045 -6.1% 0.0000
Volume 84,653 165,291 80,638 95.3% 398,714
Daily Pivots for day following 29-Jun-2015
Classic Woodie Camarilla DeMark
R4 0.8385 0.8353 0.8215
R3 0.8312 0.8280 0.8195
R2 0.8239 0.8239 0.8188
R1 0.8207 0.8207 0.8182 0.8223
PP 0.8166 0.8166 0.8166 0.8174
S1 0.8134 0.8134 0.8168 0.8150
S2 0.8093 0.8093 0.8162
S3 0.8020 0.8061 0.8155
S4 0.7947 0.7988 0.8135
Weekly Pivots for week ending 26-Jun-2015
Classic Woodie Camarilla DeMark
R4 0.8333 0.8290 0.8128
R3 0.8251 0.8208 0.8106
R2 0.8169 0.8169 0.8098
R1 0.8126 0.8126 0.8091 0.8107
PP 0.8087 0.8087 0.8087 0.8077
S1 0.8044 0.8044 0.8075 0.8025
S2 0.8005 0.8005 0.8068
S3 0.7923 0.7962 0.8060
S4 0.7841 0.7880 0.8038
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8198 0.8048 0.0150 1.8% 0.0053 0.7% 85% True False 100,736
10 0.8198 0.0810 0.7388 90.4% 0.0046 0.6% 100% True False 101,616
20 0.8198 0.0810 0.7388 90.4% 0.0060 0.7% 100% True False 84,386
40 0.8423 0.0810 0.7613 93.1% 0.0057 0.7% 97% False False 42,933
60 0.8455 0.0810 0.7645 93.5% 0.0055 0.7% 96% False False 28,679
80 0.8470 0.0810 0.7660 93.7% 0.0053 0.7% 96% False False 21,529
100 0.8472 0.0810 0.7662 93.7% 0.0048 0.6% 96% False False 17,230
120 0.8640 0.0810 0.7830 95.8% 0.0046 0.6% 94% False False 14,359
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.8508
2.618 0.8389
1.618 0.8316
1.000 0.8271
0.618 0.8243
HIGH 0.8198
0.618 0.8170
0.500 0.8161
0.382 0.8152
LOW 0.8125
0.618 0.8079
1.000 0.8052
1.618 0.8006
2.618 0.7933
4.250 0.7814
Fisher Pivots for day following 29-Jun-2015
Pivot 1 day 3 day
R1 0.8170 0.8162
PP 0.8166 0.8148
S1 0.8161 0.8135

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

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