CME Japanese Yen Future September 2015


Trading Metrics calculated at close of trading on 03-Aug-2015
Day Change Summary
Previous Current
31-Jul-2015 03-Aug-2015 Change Change % Previous Week
Open 0.8056 0.8074 0.0019 0.2% 0.8085
High 0.8100 0.8077 -0.0023 -0.3% 0.8134
Low 0.8043 0.8050 0.0007 0.1% 0.8030
Close 0.8068 0.8071 0.0004 0.0% 0.8068
Range 0.0057 0.0027 -0.0030 -52.2% 0.0104
ATR 0.0170 0.0160 -0.0010 -6.0% 0.0000
Volume 129,164 87,590 -41,574 -32.2% 518,065
Daily Pivots for day following 03-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.8147 0.8136 0.8086
R3 0.8120 0.8109 0.8078
R2 0.8093 0.8093 0.8076
R1 0.8082 0.8082 0.8073 0.8074
PP 0.8066 0.8066 0.8066 0.8062
S1 0.8055 0.8055 0.8069 0.8047
S2 0.8039 0.8039 0.8066
S3 0.8012 0.8028 0.8064
S4 0.7985 0.8001 0.8056
Weekly Pivots for week ending 31-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.8389 0.8332 0.8125
R3 0.8285 0.8228 0.8096
R2 0.8181 0.8181 0.8087
R1 0.8124 0.8124 0.8077 0.8101
PP 0.8077 0.8077 0.8077 0.8065
S1 0.8020 0.8020 0.8058 0.7997
S2 0.7973 0.7973 0.8048
S3 0.7869 0.7916 0.8039
S4 0.7765 0.7812 0.8010
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8130 0.8030 0.0100 1.2% 0.0045 0.6% 41% False False 98,546
10 0.8134 0.8030 0.0104 1.3% 0.0043 0.5% 39% False False 90,254
20 0.8313 0.8030 0.0283 3.5% 0.0053 0.7% 15% False False 98,711
40 0.8313 0.0810 0.7503 93.0% 0.0056 0.7% 97% False False 102,256
60 0.8423 0.0810 0.7613 94.3% 0.0057 0.7% 95% False False 69,570
80 0.8455 0.0810 0.7645 94.7% 0.0055 0.7% 95% False False 52,229
100 0.8470 0.0810 0.7660 94.9% 0.0054 0.7% 95% False False 41,799
120 0.8470 0.0810 0.7660 94.9% 0.0050 0.6% 95% False False 34,836
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.8192
2.618 0.8148
1.618 0.8121
1.000 0.8104
0.618 0.8094
HIGH 0.8077
0.618 0.8067
0.500 0.8064
0.382 0.8060
LOW 0.8050
0.618 0.8033
1.000 0.8023
1.618 0.8006
2.618 0.7979
4.250 0.7935
Fisher Pivots for day following 03-Aug-2015
Pivot 1 day 3 day
R1 0.8069 0.8069
PP 0.8066 0.8067
S1 0.8064 0.8065

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

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