CME Japanese Yen Future September 2015


Trading Metrics calculated at close of trading on 04-Sep-2015
Day Change Summary
Previous Current
03-Sep-2015 04-Sep-2015 Change Change % Previous Week
Open 0.8309 0.8328 0.0019 0.2% 0.8226
High 0.8360 0.8433 0.0074 0.9% 0.8433
Low 0.8285 0.8321 0.0036 0.4% 0.8224
Close 0.8335 0.8408 0.0073 0.9% 0.8408
Range 0.0075 0.0113 0.0038 51.0% 0.0210
ATR 0.0106 0.0107 0.0000 0.4% 0.0000
Volume 145,811 231,507 85,696 58.8% 913,241
Daily Pivots for day following 04-Sep-2015
Classic Woodie Camarilla DeMark
R4 0.8725 0.8679 0.8469
R3 0.8612 0.8566 0.8438
R2 0.8500 0.8500 0.8428
R1 0.8454 0.8454 0.8418 0.8477
PP 0.8387 0.8387 0.8387 0.8399
S1 0.8341 0.8341 0.8397 0.8364
S2 0.8275 0.8275 0.8387
S3 0.8162 0.8229 0.8377
S4 0.8050 0.8116 0.8346
Weekly Pivots for week ending 04-Sep-2015
Classic Woodie Camarilla DeMark
R4 0.8983 0.8905 0.8523
R3 0.8774 0.8695 0.8465
R2 0.8564 0.8564 0.8446
R1 0.8486 0.8486 0.8427 0.8525
PP 0.8355 0.8355 0.8355 0.8374
S1 0.8276 0.8276 0.8388 0.8316
S2 0.8145 0.8145 0.8369
S3 0.7936 0.8067 0.8350
S4 0.7726 0.7857 0.8292
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8433 0.8224 0.0210 2.5% 0.0090 1.1% 88% True False 182,648
10 0.8592 0.8196 0.0396 4.7% 0.0130 1.5% 53% False False 228,990
20 0.8592 0.7985 0.0607 7.2% 0.0090 1.1% 70% False False 181,350
40 0.8592 0.7985 0.0607 7.2% 0.0067 0.8% 70% False False 136,543
60 0.8592 0.0810 0.7782 92.6% 0.0064 0.8% 98% False False 130,080
80 0.8592 0.0810 0.7782 92.6% 0.0065 0.8% 98% False False 103,364
100 0.8592 0.0810 0.7782 92.6% 0.0061 0.7% 98% False False 82,738
120 0.8592 0.0810 0.7782 92.6% 0.0060 0.7% 98% False False 68,965
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0015
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8911
2.618 0.8728
1.618 0.8615
1.000 0.8546
0.618 0.8503
HIGH 0.8433
0.618 0.8390
0.500 0.8377
0.382 0.8363
LOW 0.8321
0.618 0.8251
1.000 0.8208
1.618 0.8138
2.618 0.8026
4.250 0.7842
Fisher Pivots for day following 04-Sep-2015
Pivot 1 day 3 day
R1 0.8397 0.8391
PP 0.8387 0.8375
S1 0.8377 0.8359

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

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