CME Japanese Yen Future September 2015


Trading Metrics calculated at close of trading on 28-Aug-2015
Day Change Summary
Previous Current
27-Aug-2015 28-Aug-2015 Change Change % Previous Week
Open 0.8321 0.8257 -0.0064 -0.8% 0.8203
High 0.8350 0.8290 -0.0060 -0.7% 0.8592
Low 0.8238 0.8215 -0.0024 -0.3% 0.8196
Close 0.8291 0.8241 -0.0051 -0.6% 0.8241
Range 0.0112 0.0075 -0.0037 -32.7% 0.0396
ATR 0.0117 0.0114 -0.0003 -2.5% 0.0000
Volume 204,403 150,803 -53,600 -26.2% 1,376,662
Daily Pivots for day following 28-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.8473 0.8432 0.8282
R3 0.8398 0.8357 0.8261
R2 0.8323 0.8323 0.8254
R1 0.8282 0.8282 0.8247 0.8265
PP 0.8248 0.8248 0.8248 0.8240
S1 0.8207 0.8207 0.8234 0.8190
S2 0.8173 0.8173 0.8227
S3 0.8098 0.8132 0.8220
S4 0.8023 0.8057 0.8199
Weekly Pivots for week ending 28-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.9529 0.9280 0.8458
R3 0.9134 0.8885 0.8349
R2 0.8738 0.8738 0.8313
R1 0.8489 0.8489 0.8277 0.8614
PP 0.8343 0.8343 0.8343 0.8405
S1 0.8094 0.8094 0.8204 0.8218
S2 0.7947 0.7947 0.8168
S3 0.7552 0.7698 0.8132
S4 0.7156 0.7303 0.8023
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8592 0.8196 0.0396 4.8% 0.0169 2.1% 11% False False 275,332
10 0.8592 0.8029 0.0563 6.8% 0.0111 1.3% 38% False False 211,891
20 0.8592 0.7985 0.0607 7.4% 0.0079 1.0% 42% False False 163,520
40 0.8592 0.7985 0.0607 7.4% 0.0067 0.8% 42% False False 132,782
60 0.8592 0.0810 0.7782 94.4% 0.0064 0.8% 95% False False 121,507
80 0.8592 0.0810 0.7782 94.4% 0.0062 0.8% 95% False False 91,965
100 0.8592 0.0810 0.7782 94.4% 0.0060 0.7% 95% False False 73,613
120 0.8592 0.0810 0.7782 94.4% 0.0059 0.7% 95% False False 61,357
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.8608
2.618 0.8486
1.618 0.8411
1.000 0.8365
0.618 0.8336
HIGH 0.8290
0.618 0.8261
0.500 0.8252
0.382 0.8243
LOW 0.8215
0.618 0.8168
1.000 0.8140
1.618 0.8093
2.618 0.8018
4.250 0.7896
Fisher Pivots for day following 28-Aug-2015
Pivot 1 day 3 day
R1 0.8252 0.8330
PP 0.8248 0.8300
S1 0.8244 0.8270

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

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