CME Japanese Yen Future December 2015


Trading Metrics calculated at close of trading on 24-Aug-2015
Day Change Summary
Previous Current
21-Aug-2015 24-Aug-2015 Change Change % Previous Week
Open 0.8118 0.8220 0.0102 1.3% 0.8051
High 0.8219 0.8604 0.0385 4.7% 0.8219
Low 0.8114 0.8214 0.0101 1.2% 0.8044
Close 0.8204 0.8458 0.0255 3.1% 0.8204
Range 0.0106 0.0390 0.0284 269.2% 0.0175
ATR 0.0047 0.0072 0.0025 53.9% 0.0000
Volume 546 1,217 671 122.9% 1,278
Daily Pivots for day following 24-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.9594 0.9415 0.8672
R3 0.9204 0.9026 0.8565
R2 0.8815 0.8815 0.8529
R1 0.8636 0.8636 0.8494 0.8726
PP 0.8425 0.8425 0.8425 0.8470
S1 0.8247 0.8247 0.8422 0.8336
S2 0.8036 0.8036 0.8387
S3 0.7646 0.7857 0.8351
S4 0.7257 0.7468 0.8244
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 0.8604 0.8048 0.0556 6.6% 0.0122 1.4% 74% True False 488
10 0.8604 0.7997 0.0607 7.2% 0.0081 1.0% 76% True False 653
20 0.8604 0.7997 0.0607 7.2% 0.0060 0.7% 76% True False 466
40 0.8604 0.7997 0.0607 7.2% 0.0054 0.6% 76% True False 338
60 0.8604 0.7977 0.0627 7.4% 0.0053 0.6% 77% True False 261
80 0.8604 0.7977 0.0627 7.4% 0.0048 0.6% 77% True False 205
100 0.8604 0.7977 0.0627 7.4% 0.0043 0.5% 77% True False 165
120 0.8604 0.7977 0.0627 7.4% 0.0042 0.5% 77% True False 139
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 147 trading days
Fibonacci Retracements and Extensions
4.250 1.0259
2.618 0.9623
1.618 0.9234
1.000 0.8993
0.618 0.8844
HIGH 0.8604
0.618 0.8455
0.500 0.8409
0.382 0.8363
LOW 0.8214
0.618 0.7973
1.000 0.7825
1.618 0.7584
2.618 0.7194
4.250 0.6559
Fisher Pivots for day following 24-Aug-2015
Pivot 1 day 3 day
R1 0.8442 0.8418
PP 0.8425 0.8377
S1 0.8409 0.8337

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

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