CME Japanese Yen Future September 2015


Trading Metrics calculated at close of trading on 25-Aug-2015
Day Change Summary
Previous Current
24-Aug-2015 25-Aug-2015 Change Change % Previous Week
Open 0.8203 0.8439 0.0236 2.9% 0.8049
High 0.8592 0.8459 -0.0133 -1.5% 0.8212
Low 0.8196 0.8308 0.0112 1.4% 0.8029
Close 0.8446 0.8354 -0.0092 -1.1% 0.8192
Range 0.0396 0.0152 -0.0244 -61.7% 0.0183
ATR 0.0113 0.0115 0.0003 2.5% 0.0000
Volume 433,445 310,413 -123,032 -28.4% 742,248
Daily Pivots for day following 25-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.8828 0.8742 0.8437
R3 0.8676 0.8591 0.8395
R2 0.8525 0.8525 0.8381
R1 0.8439 0.8439 0.8367 0.8406
PP 0.8373 0.8373 0.8373 0.8357
S1 0.8288 0.8288 0.8340 0.8255
S2 0.8222 0.8222 0.8326
S3 0.8070 0.8136 0.8312
S4 0.7919 0.7985 0.8270
Weekly Pivots for week ending 21-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.8692 0.8624 0.8292
R3 0.8509 0.8442 0.8242
R2 0.8327 0.8327 0.8225
R1 0.8259 0.8259 0.8208 0.8293
PP 0.8144 0.8144 0.8144 0.8161
S1 0.8077 0.8077 0.8175 0.8110
S2 0.7962 0.7962 0.8158
S3 0.7779 0.7894 0.8141
S4 0.7597 0.7712 0.8091
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8592 0.8036 0.0556 6.7% 0.0153 1.8% 57% False False 262,567
10 0.8592 0.7985 0.0607 7.3% 0.0097 1.2% 61% False False 185,393
20 0.8592 0.7985 0.0607 7.3% 0.0071 0.9% 61% False False 147,883
40 0.8592 0.7985 0.0607 7.3% 0.0064 0.8% 61% False False 125,197
60 0.8592 0.0810 0.7782 93.2% 0.0063 0.8% 97% False False 111,593
80 0.8592 0.0810 0.7782 93.2% 0.0060 0.7% 97% False False 84,065
100 0.8592 0.0810 0.7782 93.2% 0.0058 0.7% 97% False False 67,286
120 0.8592 0.0810 0.7782 93.2% 0.0057 0.7% 97% False False 56,085
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9103
2.618 0.8856
1.618 0.8704
1.000 0.8611
0.618 0.8553
HIGH 0.8459
0.618 0.8401
0.500 0.8383
0.382 0.8365
LOW 0.8308
0.618 0.8214
1.000 0.8156
1.618 0.8062
2.618 0.7911
4.250 0.7664
Fisher Pivots for day following 25-Aug-2015
Pivot 1 day 3 day
R1 0.8383 0.8351
PP 0.8373 0.8348
S1 0.8363 0.8345

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

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