CME Japanese Yen Future December 2015


Trading Metrics calculated at close of trading on 21-Aug-2015
Day Change Summary
Previous Current
20-Aug-2015 21-Aug-2015 Change Change % Previous Week
Open 0.8085 0.8118 0.0034 0.4% 0.8051
High 0.8121 0.8219 0.0099 1.2% 0.8219
Low 0.8070 0.8114 0.0044 0.5% 0.8044
Close 0.8115 0.8204 0.0089 1.1% 0.8204
Range 0.0051 0.0106 0.0055 106.9% 0.0175
ATR 0.0042 0.0047 0.0005 10.7% 0.0000
Volume 436 546 110 25.2% 1,278
Daily Pivots for day following 21-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.8495 0.8455 0.8262
R3 0.8390 0.8349 0.8233
R2 0.8284 0.8284 0.8223
R1 0.8244 0.8244 0.8213 0.8264
PP 0.8179 0.8179 0.8179 0.8189
S1 0.8138 0.8138 0.8194 0.8159
S2 0.8073 0.8073 0.8184
S3 0.7968 0.8033 0.8174
S4 0.7862 0.7927 0.8145
Weekly Pivots for week ending 21-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.8681 0.8617 0.8300
R3 0.8506 0.8442 0.8252
R2 0.8331 0.8331 0.8236
R1 0.8267 0.8267 0.8220 0.8299
PP 0.8156 0.8156 0.8156 0.8171
S1 0.8092 0.8092 0.8187 0.8124
S2 0.7981 0.7981 0.8171
S3 0.7806 0.7917 0.8155
S4 0.7631 0.7742 0.8107
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8219 0.8044 0.0175 2.1% 0.0048 0.6% 91% True False 255
10 0.8219 0.7997 0.0222 2.7% 0.0045 0.5% 93% True False 635
20 0.8219 0.7997 0.0222 2.7% 0.0043 0.5% 93% True False 409
40 0.8320 0.7997 0.0323 3.9% 0.0045 0.6% 64% False False 310
60 0.8320 0.7977 0.0343 4.2% 0.0047 0.6% 66% False False 243
80 0.8434 0.7977 0.0457 5.6% 0.0043 0.5% 50% False False 190
100 0.8455 0.7977 0.0478 5.8% 0.0039 0.5% 47% False False 153
120 0.8470 0.7977 0.0493 6.0% 0.0038 0.5% 46% False False 129
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 32 trading days
Fibonacci Retracements and Extensions
4.250 0.8667
2.618 0.8495
1.618 0.8390
1.000 0.8325
0.618 0.8284
HIGH 0.8219
0.618 0.8179
0.500 0.8166
0.382 0.8154
LOW 0.8114
0.618 0.8048
1.000 0.8008
1.618 0.7943
2.618 0.7837
4.250 0.7665
Fisher Pivots for day following 21-Aug-2015
Pivot 1 day 3 day
R1 0.8191 0.8180
PP 0.8179 0.8157
S1 0.8166 0.8134

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

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