CME Japanese Yen Future September 2015


Trading Metrics calculated at close of trading on 13-Feb-2015
Day Change Summary
Previous Current
12-Feb-2015 13-Feb-2015 Change Change % Previous Week
Open 0.8349 0.8431 0.0082 1.0% 0.8472
High 0.8440 0.8466 0.0026 0.3% 0.8472
Low 0.8336 0.8431 0.0095 1.1% 0.8336
Close 0.8437 0.8443 0.0006 0.1% 0.8443
Range 0.0104 0.0035 -0.0069 -66.3% 0.0136
ATR 0.0062 0.0060 -0.0002 -3.1% 0.0000
Volume 1 8 7 700.0% 522
Daily Pivots for day following 13-Feb-2015
Classic Woodie Camarilla DeMark
R4 0.8552 0.8532 0.8462
R3 0.8517 0.8497 0.8453
R2 0.8482 0.8482 0.8449
R1 0.8462 0.8462 0.8446 0.8472
PP 0.8447 0.8447 0.8447 0.8452
S1 0.8427 0.8427 0.8440 0.8437
S2 0.8412 0.8412 0.8437
S3 0.8377 0.8392 0.8433
S4 0.8342 0.8357 0.8424
Weekly Pivots for week ending 13-Feb-2015
Classic Woodie Camarilla DeMark
R4 0.8825 0.8770 0.8518
R3 0.8689 0.8634 0.8480
R2 0.8553 0.8553 0.8468
R1 0.8498 0.8498 0.8455 0.8458
PP 0.8417 0.8417 0.8417 0.8397
S1 0.8362 0.8362 0.8431 0.8322
S2 0.8281 0.8281 0.8418
S3 0.8145 0.8226 0.8406
S4 0.8009 0.8090 0.8368
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8472 0.8336 0.0136 1.6% 0.0046 0.5% 79% False False 104
10 0.8559 0.8336 0.0223 2.6% 0.0034 0.4% 48% False False 55
20 0.8640 0.8336 0.0304 3.6% 0.0034 0.4% 35% False False 29
40 0.8640 0.8311 0.0329 3.9% 0.0034 0.4% 40% False False 16
60 0.8640 0.8258 0.0382 4.5% 0.0029 0.3% 48% False False 11
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8615
2.618 0.8558
1.618 0.8523
1.000 0.8501
0.618 0.8488
HIGH 0.8466
0.618 0.8453
0.500 0.8449
0.382 0.8444
LOW 0.8431
0.618 0.8409
1.000 0.8396
1.618 0.8374
2.618 0.8339
4.250 0.8282
Fisher Pivots for day following 13-Feb-2015
Pivot 1 day 3 day
R1 0.8449 0.8429
PP 0.8447 0.8415
S1 0.8445 0.8401

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

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