CME Japanese Yen Future September 2015


Trading Metrics calculated at close of trading on 13-Aug-2015
Day Change Summary
Previous Current
12-Aug-2015 13-Aug-2015 Change Change % Previous Week
Open 0.7994 0.8055 0.0062 0.8% 0.8074
High 0.8081 0.8063 -0.0019 -0.2% 0.8081
Low 0.7985 0.8026 0.0042 0.5% 0.7998
Close 0.8057 0.8039 -0.0018 -0.2% 0.8058
Range 0.0097 0.0037 -0.0060 -62.2% 0.0084
ATR 0.0118 0.0112 -0.0006 -4.9% 0.0000
Volume 191,846 103,138 -88,708 -46.2% 556,656
Daily Pivots for day following 13-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.8152 0.8132 0.8059
R3 0.8115 0.8095 0.8049
R2 0.8079 0.8079 0.8045
R1 0.8059 0.8059 0.8042 0.8051
PP 0.8042 0.8042 0.8042 0.8038
S1 0.8022 0.8022 0.8035 0.8014
S2 0.8006 0.8006 0.8032
S3 0.7969 0.7986 0.8028
S4 0.7933 0.7949 0.8018
Weekly Pivots for week ending 07-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.8296 0.8261 0.8104
R3 0.8213 0.8177 0.8081
R2 0.8129 0.8129 0.8073
R1 0.8094 0.8094 0.8066 0.8070
PP 0.8046 0.8046 0.8046 0.8034
S1 0.8010 0.8010 0.8050 0.7986
S2 0.7962 0.7962 0.8043
S3 0.7879 0.7927 0.8035
S4 0.7795 0.7843 0.8012
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8081 0.7985 0.0097 1.2% 0.0056 0.7% 56% False False 131,738
10 0.8100 0.7985 0.0115 1.4% 0.0049 0.6% 47% False False 120,783
20 0.8134 0.7985 0.0150 1.9% 0.0044 0.6% 36% False False 99,936
40 0.8313 0.0810 0.7503 93.3% 0.0051 0.6% 96% False False 106,419
60 0.8313 0.0810 0.7503 93.3% 0.0058 0.7% 96% False False 86,041
80 0.8455 0.0810 0.7645 95.1% 0.0055 0.7% 95% False False 64,604
100 0.8470 0.0810 0.7660 95.3% 0.0054 0.7% 94% False False 51,703
120 0.8470 0.0810 0.7660 95.3% 0.0051 0.6% 94% False False 43,095
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.0010
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8218
2.618 0.8158
1.618 0.8122
1.000 0.8099
0.618 0.8085
HIGH 0.8063
0.618 0.8049
0.500 0.8044
0.382 0.8040
LOW 0.8026
0.618 0.8003
1.000 0.7990
1.618 0.7967
2.618 0.7930
4.250 0.7871
Fisher Pivots for day following 13-Aug-2015
Pivot 1 day 3 day
R1 0.8044 0.8037
PP 0.8042 0.8035
S1 0.8040 0.8033

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

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