CME Japanese Yen Future September 2015


Trading Metrics calculated at close of trading on 17-Jul-2015
Day Change Summary
Previous Current
16-Jul-2015 17-Jul-2015 Change Change % Previous Week
Open 0.8083 0.8061 -0.0022 -0.3% 0.8164
High 0.8087 0.8075 -0.0012 -0.1% 0.8175
Low 0.8058 0.8054 -0.0004 0.0% 0.8054
Close 0.8061 0.8063 0.0002 0.0% 0.8063
Range 0.0029 0.0021 -0.0009 -29.3% 0.0121
ATR 0.0331 0.0308 -0.0022 -6.7% 0.0000
Volume 74,198 54,371 -19,827 -26.7% 412,382
Daily Pivots for day following 17-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.8125 0.8114 0.8074
R3 0.8105 0.8094 0.8068
R2 0.8084 0.8084 0.8066
R1 0.8073 0.8073 0.8064 0.8079
PP 0.8064 0.8064 0.8064 0.8066
S1 0.8053 0.8053 0.8061 0.8058
S2 0.8043 0.8043 0.8059
S3 0.8023 0.8032 0.8057
S4 0.8002 0.8012 0.8051
Weekly Pivots for week ending 17-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.8459 0.8381 0.8129
R3 0.8338 0.8261 0.8096
R2 0.8218 0.8218 0.8085
R1 0.8140 0.8140 0.8074 0.8119
PP 0.8097 0.8097 0.8097 0.8086
S1 0.8020 0.8020 0.8051 0.7998
S2 0.7977 0.7977 0.8040
S3 0.7856 0.7899 0.8029
S4 0.7736 0.7779 0.7996
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8175 0.8054 0.0121 1.5% 0.0045 0.6% 7% False True 82,476
10 0.8313 0.8054 0.0259 3.2% 0.0069 0.9% 3% False True 117,519
20 0.8313 0.8048 0.0265 3.3% 0.0059 0.7% 5% False False 107,479
40 0.8313 0.0810 0.7503 93.1% 0.0063 0.8% 97% False False 80,431
60 0.8455 0.0810 0.7645 94.8% 0.0058 0.7% 95% False False 53,728
80 0.8470 0.0810 0.7660 95.0% 0.0056 0.7% 95% False False 40,324
100 0.8470 0.0810 0.7660 95.0% 0.0053 0.7% 95% False False 32,270
120 0.8559 0.0810 0.7749 96.1% 0.0048 0.6% 94% False False 26,897
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 0.8162
2.618 0.8128
1.618 0.8108
1.000 0.8095
0.618 0.8087
HIGH 0.8075
0.618 0.8067
0.500 0.8064
0.382 0.8062
LOW 0.8054
0.618 0.8041
1.000 0.8034
1.618 0.8021
2.618 0.8000
4.250 0.7967
Fisher Pivots for day following 17-Jul-2015
Pivot 1 day 3 day
R1 0.8064 0.8086
PP 0.8064 0.8078
S1 0.8063 0.8070

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

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