CME Japanese Yen Future September 2015


Trading Metrics calculated at close of trading on 19-Aug-2015
Day Change Summary
Previous Current
18-Aug-2015 19-Aug-2015 Change Change % Previous Week
Open 0.8040 0.8043 0.0003 0.0% 0.8055
High 0.8055 0.8087 0.0032 0.4% 0.8081
Low 0.8033 0.8036 0.0003 0.0% 0.7985
Close 0.8041 0.8084 0.0043 0.5% 0.8051
Range 0.0022 0.0051 0.0030 137.2% 0.0097
ATR 0.0095 0.0091 -0.0003 -3.3% 0.0000
Volume 84,516 158,926 74,410 88.0% 594,851
Daily Pivots for day following 19-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.8222 0.8204 0.8112
R3 0.8171 0.8153 0.8098
R2 0.8120 0.8120 0.8093
R1 0.8102 0.8102 0.8088 0.8111
PP 0.8069 0.8069 0.8069 0.8073
S1 0.8051 0.8051 0.8079 0.8060
S2 0.8018 0.8018 0.8074
S3 0.7967 0.8000 0.8069
S4 0.7916 0.7949 0.8055
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 0.8087 0.8026 0.0061 0.7% 0.0033 0.4% 95% True False 101,634
10 0.8087 0.7985 0.0102 1.3% 0.0043 0.5% 97% True False 115,526
20 0.8134 0.7985 0.0150 1.8% 0.0044 0.5% 66% False False 107,320
40 0.8313 0.7985 0.0328 4.1% 0.0051 0.6% 30% False False 106,648
60 0.8313 0.0810 0.7503 92.8% 0.0055 0.7% 97% False False 92,706
80 0.8455 0.0810 0.7645 94.6% 0.0054 0.7% 95% False False 69,658
100 0.8455 0.0810 0.7645 94.6% 0.0053 0.7% 95% False False 55,749
120 0.8470 0.0810 0.7660 94.8% 0.0052 0.6% 95% False False 46,470
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8303
2.618 0.8220
1.618 0.8169
1.000 0.8138
0.618 0.8118
HIGH 0.8087
0.618 0.8067
0.500 0.8061
0.382 0.8055
LOW 0.8036
0.618 0.8004
1.000 0.7985
1.618 0.7953
2.618 0.7902
4.250 0.7819
Fisher Pivots for day following 19-Aug-2015
Pivot 1 day 3 day
R1 0.8076 0.8075
PP 0.8069 0.8066
S1 0.8061 0.8058

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

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