CME Japanese Yen Future September 2015


Trading Metrics calculated at close of trading on 21-Jul-2015
Day Change Summary
Previous Current
20-Jul-2015 21-Jul-2015 Change Change % Previous Week
Open 0.8061 0.8050 -0.0011 -0.1% 0.8164
High 0.8064 0.8084 0.0021 0.3% 0.8175
Low 0.8037 0.8038 0.0001 0.0% 0.8054
Close 0.8051 0.8072 0.0022 0.3% 0.8063
Range 0.0027 0.0046 0.0020 73.6% 0.0121
ATR 0.0288 0.0271 -0.0017 -6.0% 0.0000
Volume 50,747 77,961 27,214 53.6% 412,382
Daily Pivots for day following 21-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.8203 0.8183 0.8097
R3 0.8157 0.8137 0.8085
R2 0.8111 0.8111 0.8080
R1 0.8091 0.8091 0.8076 0.8101
PP 0.8065 0.8065 0.8065 0.8070
S1 0.8045 0.8045 0.8068 0.8055
S2 0.8019 0.8019 0.8064
S3 0.7973 0.7999 0.8059
S4 0.7927 0.7953 0.8047
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 0.8119 0.8037 0.0082 1.0% 0.0034 0.4% 43% False False 68,882
10 0.8313 0.8037 0.0276 3.4% 0.0062 0.8% 13% False False 102,829
20 0.8313 0.8037 0.0276 3.4% 0.0060 0.7% 13% False False 106,848
40 0.8313 0.0810 0.7503 92.9% 0.0063 0.8% 97% False False 83,609
60 0.8455 0.0810 0.7645 94.7% 0.0057 0.7% 95% False False 55,870
80 0.8455 0.0810 0.7645 94.7% 0.0056 0.7% 95% False False 41,930
100 0.8470 0.0810 0.7660 94.9% 0.0053 0.7% 95% False False 33,557
120 0.8559 0.0810 0.7749 96.0% 0.0049 0.6% 94% False False 27,969
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8280
2.618 0.8204
1.618 0.8158
1.000 0.8130
0.618 0.8112
HIGH 0.8084
0.618 0.8066
0.500 0.8061
0.382 0.8056
LOW 0.8038
0.618 0.8010
1.000 0.7992
1.618 0.7964
2.618 0.7918
4.250 0.7843
Fisher Pivots for day following 21-Jul-2015
Pivot 1 day 3 day
R1 0.8068 0.8068
PP 0.8065 0.8064
S1 0.8061 0.8061

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

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