CME Japanese Yen Future December 2015


Trading Metrics calculated at close of trading on 02-Sep-2015
Day Change Summary
Previous Current
01-Sep-2015 02-Sep-2015 Change Change % Previous Week
Open 0.8263 0.8380 0.0117 1.4% 0.8220
High 0.8399 0.8389 -0.0010 -0.1% 0.8604
Low 0.8262 0.8315 0.0053 0.6% 0.8214
Close 0.8362 0.8331 -0.0031 -0.4% 0.8253
Range 0.0137 0.0075 -0.0063 -45.6% 0.0390
ATR 0.0084 0.0084 -0.0001 -0.8% 0.0000
Volume 6,094 4,934 -1,160 -19.0% 9,319
Daily Pivots for day following 02-Sep-2015
Classic Woodie Camarilla DeMark
R4 0.8568 0.8524 0.8372
R3 0.8494 0.8450 0.8351
R2 0.8419 0.8419 0.8345
R1 0.8375 0.8375 0.8338 0.8360
PP 0.8345 0.8345 0.8345 0.8337
S1 0.8301 0.8301 0.8324 0.8286
S2 0.8270 0.8270 0.8317
S3 0.8196 0.8226 0.8311
S4 0.8121 0.8152 0.8290
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 0.8399 0.8229 0.0170 2.0% 0.0089 1.1% 60% False False 3,191
10 0.8604 0.8070 0.0534 6.4% 0.0124 1.5% 49% False False 2,437
20 0.8604 0.7997 0.0607 7.3% 0.0081 1.0% 55% False False 1,514
40 0.8604 0.7997 0.0607 7.3% 0.0061 0.7% 55% False False 837
60 0.8604 0.7997 0.0607 7.3% 0.0058 0.7% 55% False False 610
80 0.8604 0.7977 0.0627 7.5% 0.0055 0.7% 57% False False 478
100 0.8604 0.7977 0.0627 7.5% 0.0049 0.6% 57% False False 386
120 0.8604 0.7977 0.0627 7.5% 0.0046 0.6% 57% False False 323
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8706
2.618 0.8584
1.618 0.8510
1.000 0.8464
0.618 0.8435
HIGH 0.8389
0.618 0.8361
0.500 0.8352
0.382 0.8343
LOW 0.8315
0.618 0.8268
1.000 0.8240
1.618 0.8194
2.618 0.8119
4.250 0.7998
Fisher Pivots for day following 02-Sep-2015
Pivot 1 day 3 day
R1 0.8352 0.8326
PP 0.8345 0.8322
S1 0.8338 0.8317

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

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