CME Japanese Yen Future September 2015


Trading Metrics calculated at close of trading on 14-Aug-2015
Day Change Summary
Previous Current
13-Aug-2015 14-Aug-2015 Change Change % Previous Week
Open 0.8055 0.8042 -0.0014 -0.2% 0.8055
High 0.8063 0.8063 0.0001 0.0% 0.8081
Low 0.8026 0.8033 0.0007 0.1% 0.7985
Close 0.8039 0.8051 0.0012 0.1% 0.8051
Range 0.0037 0.0031 -0.0006 -16.4% 0.0097
ATR 0.0112 0.0106 -0.0006 -5.2% 0.0000
Volume 103,138 72,840 -30,298 -29.4% 594,851
Daily Pivots for day following 14-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.8140 0.8126 0.8067
R3 0.8110 0.8095 0.8059
R2 0.8079 0.8079 0.8056
R1 0.8065 0.8065 0.8053 0.8072
PP 0.8049 0.8049 0.8049 0.8052
S1 0.8034 0.8034 0.8048 0.8042
S2 0.8018 0.8018 0.8045
S3 0.7988 0.8004 0.8042
S4 0.7957 0.7973 0.8034
Weekly Pivots for week ending 14-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.8328 0.8286 0.8104
R3 0.8232 0.8189 0.8077
R2 0.8135 0.8135 0.8068
R1 0.8093 0.8093 0.8059 0.8066
PP 0.8039 0.8039 0.8039 0.8025
S1 0.7996 0.7996 0.8042 0.7969
S2 0.7942 0.7942 0.8033
S3 0.7846 0.7900 0.8024
S4 0.7749 0.7803 0.7997
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% 0.0049 0.6% 68% False False 118,970
10 0.8081 0.7985 0.0097 1.2% 0.0047 0.6% 68% False False 115,150
20 0.8134 0.7985 0.0150 1.9% 0.0045 0.6% 44% False False 100,860
40 0.8313 0.7985 0.0328 4.1% 0.0052 0.6% 20% False False 104,169
60 0.8313 0.0810 0.7503 93.2% 0.0057 0.7% 97% False False 87,241
80 0.8455 0.0810 0.7645 95.0% 0.0055 0.7% 95% False False 65,511
100 0.8470 0.0810 0.7660 95.2% 0.0054 0.7% 95% False False 52,431
120 0.8470 0.0810 0.7660 95.2% 0.0051 0.6% 95% False False 43,702
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.8193
2.618 0.8143
1.618 0.8112
1.000 0.8094
0.618 0.8082
HIGH 0.8063
0.618 0.8051
0.500 0.8048
0.382 0.8044
LOW 0.8033
0.618 0.8014
1.000 0.8002
1.618 0.7983
2.618 0.7953
4.250 0.7903
Fisher Pivots for day following 14-Aug-2015
Pivot 1 day 3 day
R1 0.8050 0.8045
PP 0.8049 0.8039
S1 0.8048 0.8033

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

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