CME Japanese Yen Future December 2015


Trading Metrics calculated at close of trading on 01-Sep-2015
Day Change Summary
Previous Current
31-Aug-2015 01-Sep-2015 Change Change % Previous Week
Open 0.8235 0.8263 0.0028 0.3% 0.8220
High 0.8285 0.8399 0.0114 1.4% 0.8604
Low 0.8235 0.8262 0.0027 0.3% 0.8214
Close 0.8271 0.8362 0.0091 1.1% 0.8253
Range 0.0050 0.0137 0.0088 176.8% 0.0390
ATR 0.0080 0.0084 0.0004 5.0% 0.0000
Volume 3,041 6,094 3,053 100.4% 9,319
Daily Pivots for day following 01-Sep-2015
Classic Woodie Camarilla DeMark
R4 0.8752 0.8694 0.8437
R3 0.8615 0.8557 0.8399
R2 0.8478 0.8478 0.8387
R1 0.8420 0.8420 0.8374 0.8449
PP 0.8341 0.8341 0.8341 0.8355
S1 0.8283 0.8283 0.8349 0.8312
S2 0.8204 0.8204 0.8336
S3 0.8067 0.8146 0.8324
S4 0.7930 0.8009 0.8286
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 0.8456 0.8229 0.0227 2.7% 0.0095 1.1% 58% False False 2,386
10 0.8604 0.8049 0.0555 6.6% 0.0121 1.5% 56% False False 1,958
20 0.8604 0.7997 0.0607 7.3% 0.0081 1.0% 60% False False 1,269
40 0.8604 0.7997 0.0607 7.3% 0.0062 0.7% 60% False False 720
60 0.8604 0.7997 0.0607 7.3% 0.0058 0.7% 60% False False 539
80 0.8604 0.7977 0.0627 7.5% 0.0054 0.6% 61% False False 417
100 0.8604 0.7977 0.0627 7.5% 0.0049 0.6% 61% False False 337
120 0.8604 0.7977 0.0627 7.5% 0.0045 0.5% 61% False False 282
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8981
2.618 0.8757
1.618 0.8620
1.000 0.8536
0.618 0.8483
HIGH 0.8399
0.618 0.8346
0.500 0.8330
0.382 0.8314
LOW 0.8262
0.618 0.8177
1.000 0.8125
1.618 0.8040
2.618 0.7903
4.250 0.7679
Fisher Pivots for day following 01-Sep-2015
Pivot 1 day 3 day
R1 0.8351 0.8346
PP 0.8341 0.8330
S1 0.8330 0.8314

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

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