CME Japanese Yen Future June 2015


Trading Metrics calculated at close of trading on 23-Feb-2015
Day Change Summary
Previous Current
20-Feb-2015 23-Feb-2015 Change Change % Previous Week
Open 0.8413 0.8409 -0.0004 0.0% 0.8440
High 0.8464 0.8428 -0.0036 -0.4% 0.8469
Low 0.8403 0.8393 -0.0010 -0.1% 0.8388
Close 0.8411 0.8423 0.0012 0.1% 0.8411
Range 0.0061 0.0035 -0.0026 -42.6% 0.0081
ATR 0.0075 0.0072 -0.0003 -3.8% 0.0000
Volume 178 539 361 202.8% 1,610
Daily Pivots for day following 23-Feb-2015
Classic Woodie Camarilla DeMark
R4 0.8520 0.8506 0.8442
R3 0.8485 0.8471 0.8433
R2 0.8450 0.8450 0.8429
R1 0.8436 0.8436 0.8426 0.8443
PP 0.8415 0.8415 0.8415 0.8418
S1 0.8401 0.8401 0.8420 0.8408
S2 0.8380 0.8380 0.8417
S3 0.8345 0.8366 0.8413
S4 0.8310 0.8331 0.8404
Weekly Pivots for week ending 20-Feb-2015
Classic Woodie Camarilla DeMark
R4 0.8666 0.8619 0.8456
R3 0.8585 0.8538 0.8433
R2 0.8504 0.8504 0.8426
R1 0.8457 0.8457 0.8418 0.8440
PP 0.8423 0.8423 0.8423 0.8414
S1 0.8376 0.8376 0.8404 0.8359
S2 0.8342 0.8342 0.8396
S3 0.8261 0.8295 0.8389
S4 0.8180 0.8214 0.8366
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8469 0.8388 0.0081 1.0% 0.0057 0.7% 43% False False 429
10 0.8469 0.8315 0.0154 1.8% 0.0067 0.8% 70% False False 537
20 0.8562 0.8315 0.0247 2.9% 0.0069 0.8% 44% False False 427
40 0.8646 0.8295 0.0351 4.2% 0.0074 0.9% 36% False False 413
60 0.8670 0.8229 0.0441 5.2% 0.0077 0.9% 44% False False 330
80 0.9277 0.8229 0.1048 12.4% 0.0068 0.8% 19% False False 250
100 0.9489 0.8229 0.1260 15.0% 0.0059 0.7% 15% False False 200
120 0.9566 0.8229 0.1337 15.9% 0.0051 0.6% 15% False False 167
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 0.8577
2.618 0.8520
1.618 0.8485
1.000 0.8463
0.618 0.8450
HIGH 0.8428
0.618 0.8415
0.500 0.8411
0.382 0.8406
LOW 0.8393
0.618 0.8371
1.000 0.8358
1.618 0.8336
2.618 0.8301
4.250 0.8244
Fisher Pivots for day following 23-Feb-2015
Pivot 1 day 3 day
R1 0.8419 0.8429
PP 0.8415 0.8427
S1 0.8411 0.8425

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

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