CME Japanese Yen Future December 2015


Trading Metrics calculated at close of trading on 28-Jul-2015
Day Change Summary
Previous Current
27-Jul-2015 28-Jul-2015 Change Change % Previous Week
Open 0.8102 0.8136 0.0034 0.4% 0.8073
High 0.8146 0.8140 -0.0006 -0.1% 0.8109
Low 0.8099 0.8095 -0.0004 0.0% 0.8048
Close 0.8131 0.8106 -0.0026 -0.3% 0.8098
Range 0.0047 0.0045 -0.0002 -3.2% 0.0061
ATR 0.0047 0.0047 0.0000 -0.2% 0.0000
Volume 81 142 61 75.3% 608
Daily Pivots for day following 28-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.8249 0.8222 0.8130
R3 0.8204 0.8177 0.8118
R2 0.8159 0.8159 0.8114
R1 0.8132 0.8132 0.8110 0.8123
PP 0.8114 0.8114 0.8114 0.8109
S1 0.8087 0.8087 0.8101 0.8078
S2 0.8069 0.8069 0.8097
S3 0.8024 0.8042 0.8093
S4 0.7979 0.7997 0.8081
Weekly Pivots for week ending 24-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.8266 0.8242 0.8131
R3 0.8206 0.8182 0.8114
R2 0.8145 0.8145 0.8109
R1 0.8121 0.8121 0.8103 0.8133
PP 0.8085 0.8085 0.8085 0.8091
S1 0.8061 0.8061 0.8092 0.8073
S2 0.8024 0.8024 0.8086
S3 0.7964 0.8000 0.8081
S4 0.7903 0.7940 0.8064
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8146 0.8071 0.0075 0.9% 0.0035 0.4% 47% False False 89
10 0.8146 0.8048 0.0098 1.2% 0.0031 0.4% 59% False False 122
20 0.8320 0.8048 0.0272 3.3% 0.0047 0.6% 21% False False 217
40 0.8320 0.7977 0.0343 4.2% 0.0049 0.6% 38% False False 161
60 0.8434 0.7977 0.0457 5.6% 0.0044 0.5% 28% False False 121
80 0.8455 0.7977 0.0478 5.9% 0.0039 0.5% 27% False False 92
100 0.8470 0.7977 0.0493 6.1% 0.0038 0.5% 26% False False 75
120 0.8492 0.7977 0.0515 6.4% 0.0035 0.4% 25% False False 63
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.0005
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8331
2.618 0.8258
1.618 0.8213
1.000 0.8185
0.618 0.8168
HIGH 0.8140
0.618 0.8123
0.500 0.8118
0.382 0.8112
LOW 0.8095
0.618 0.8067
1.000 0.8050
1.618 0.8022
2.618 0.7977
4.250 0.7904
Fisher Pivots for day following 28-Jul-2015
Pivot 1 day 3 day
R1 0.8118 0.8110
PP 0.8114 0.8109
S1 0.8110 0.8107

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

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