CME Japanese Yen Future September 2015


Trading Metrics calculated at close of trading on 27-Jul-2015
Day Change Summary
Previous Current
24-Jul-2015 27-Jul-2015 Change Change % Previous Week
Open 0.8074 0.8085 0.0011 0.1% 0.8061
High 0.8095 0.8134 0.0039 0.5% 0.8097
Low 0.8062 0.8079 0.0017 0.2% 0.8037
Close 0.8085 0.8119 0.0034 0.4% 0.8085
Range 0.0034 0.0056 0.0022 65.7% 0.0060
ATR 0.0224 0.0212 -0.0012 -5.4% 0.0000
Volume 67,092 112,925 45,833 68.3% 347,633
Daily Pivots for day following 27-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.8277 0.8253 0.8149
R3 0.8221 0.8198 0.8134
R2 0.8166 0.8166 0.8129
R1 0.8142 0.8142 0.8124 0.8154
PP 0.8110 0.8110 0.8110 0.8116
S1 0.8087 0.8087 0.8113 0.8099
S2 0.8055 0.8055 0.8108
S3 0.7999 0.8031 0.8103
S4 0.7944 0.7976 0.8088
Weekly Pivots for week ending 24-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.8251 0.8228 0.8118
R3 0.8192 0.8168 0.8101
R2 0.8132 0.8132 0.8096
R1 0.8109 0.8109 0.8090 0.8121
PP 0.8073 0.8073 0.8073 0.8079
S1 0.8049 0.8049 0.8080 0.8061
S2 0.8013 0.8013 0.8074
S3 0.7954 0.7990 0.8069
S4 0.7894 0.7930 0.8052
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8134 0.8038 0.0096 1.2% 0.0042 0.5% 84% True False 81,962
10 0.8143 0.8037 0.0106 1.3% 0.0039 0.5% 77% False False 75,874
20 0.8313 0.8037 0.0276 3.4% 0.0058 0.7% 30% False False 106,521
40 0.8313 0.0810 0.7503 92.4% 0.0059 0.7% 97% False False 91,447
60 0.8423 0.0810 0.7613 93.8% 0.0057 0.7% 96% False False 61,383
80 0.8455 0.0810 0.7645 94.2% 0.0056 0.7% 96% False False 46,074
100 0.8470 0.0810 0.7660 94.4% 0.0054 0.7% 95% False False 36,874
120 0.8532 0.0810 0.7722 95.1% 0.0049 0.6% 95% False False 30,735
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 10 trading days
Fibonacci Retracements and Extensions
4.250 0.8370
2.618 0.8279
1.618 0.8224
1.000 0.8190
0.618 0.8168
HIGH 0.8134
0.618 0.8113
0.500 0.8106
0.382 0.8100
LOW 0.8079
0.618 0.8044
1.000 0.8023
1.618 0.7989
2.618 0.7933
4.250 0.7843
Fisher Pivots for day following 27-Jul-2015
Pivot 1 day 3 day
R1 0.8114 0.8111
PP 0.8110 0.8103
S1 0.8106 0.8095

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

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