CME Japanese Yen Future December 2015


Trading Metrics calculated at close of trading on 31-Aug-2015
Day Change Summary
Previous Current
28-Aug-2015 31-Aug-2015 Change Change % Previous Week
Open 0.8265 0.8235 -0.0030 -0.4% 0.8220
High 0.8301 0.8285 -0.0017 -0.2% 0.8604
Low 0.8229 0.8235 0.0006 0.1% 0.8214
Close 0.8253 0.8271 0.0018 0.2% 0.8253
Range 0.0072 0.0050 -0.0023 -31.3% 0.0390
ATR 0.0083 0.0080 -0.0002 -2.9% 0.0000
Volume 599 3,041 2,442 407.7% 9,319
Daily Pivots for day following 31-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.8412 0.8391 0.8298
R3 0.8362 0.8341 0.8284
R2 0.8313 0.8313 0.8280
R1 0.8292 0.8292 0.8275 0.8302
PP 0.8263 0.8263 0.8263 0.8269
S1 0.8242 0.8242 0.8266 0.8253
S2 0.8214 0.8214 0.8261
S3 0.8164 0.8193 0.8257
S4 0.8115 0.8143 0.8243
Weekly Pivots for week ending 28-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.9525 0.9278 0.8467
R3 0.9136 0.8889 0.8360
R2 0.8746 0.8746 0.8324
R1 0.8499 0.8499 0.8288 0.8623
PP 0.8357 0.8357 0.8357 0.8418
S1 0.8110 0.8110 0.8217 0.8233
S2 0.7967 0.7967 0.8181
S3 0.7578 0.7720 0.8145
S4 0.7188 0.7331 0.8038
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8466 0.8229 0.0237 2.9% 0.0096 1.2% 18% False False 2,228
10 0.8604 0.8048 0.0556 6.7% 0.0109 1.3% 40% False False 1,358
20 0.8604 0.7997 0.0607 7.3% 0.0075 0.9% 45% False False 969
40 0.8604 0.7997 0.0607 7.3% 0.0060 0.7% 45% False False 571
60 0.8604 0.7977 0.0627 7.6% 0.0057 0.7% 47% False False 440
80 0.8604 0.7977 0.0627 7.6% 0.0053 0.6% 47% False False 341
100 0.8604 0.7977 0.0627 7.6% 0.0048 0.6% 47% False False 276
120 0.8604 0.7977 0.0627 7.6% 0.0044 0.5% 47% False False 231
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.8495
2.618 0.8414
1.618 0.8365
1.000 0.8334
0.618 0.8315
HIGH 0.8285
0.618 0.8266
0.500 0.8260
0.382 0.8254
LOW 0.8235
0.618 0.8204
1.000 0.8186
1.618 0.8155
2.618 0.8105
4.250 0.8025
Fisher Pivots for day following 31-Aug-2015
Pivot 1 day 3 day
R1 0.8267 0.8295
PP 0.8263 0.8287
S1 0.8260 0.8279

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

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