CME Japanese Yen Future September 2015


Trading Metrics calculated at close of trading on 05-Dec-2014
Day Change Summary
Previous Current
04-Dec-2014 05-Dec-2014 Change Change % Previous Week
Open 0.8357 0.8271 -0.0086 -1.0% 0.8477
High 0.8380 0.8271 -0.0109 -1.3% 0.8487
Low 0.8357 0.8271 -0.0086 -1.0% 0.8271
Close 0.8380 0.8271 -0.0109 -1.3% 0.8271
Range 0.0023 0.0000 -0.0023 -100.0% 0.0216
ATR 0.0048 0.0052 0.0004 9.2% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 05-Dec-2014
Classic Woodie Camarilla DeMark
R4 0.8271 0.8271 0.8271
R3 0.8271 0.8271 0.8271
R2 0.8271 0.8271 0.8271
R1 0.8271 0.8271 0.8271 0.8271
PP 0.8271 0.8271 0.8271 0.8271
S1 0.8271 0.8271 0.8271 0.8271
S2 0.8271 0.8271 0.8271
S3 0.8271 0.8271 0.8271
S4 0.8271 0.8271 0.8271
Weekly Pivots for week ending 05-Dec-2014
Classic Woodie Camarilla DeMark
R4 0.8991 0.8847 0.8390
R3 0.8775 0.8631 0.8330
R2 0.8559 0.8559 0.8311
R1 0.8415 0.8415 0.8291 0.8379
PP 0.8343 0.8343 0.8343 0.8325
S1 0.8199 0.8199 0.8251 0.8163
S2 0.8127 0.8127 0.8231
S3 0.7911 0.7983 0.8212
S4 0.7695 0.7767 0.8152
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8487 0.8271 0.0216 2.6% 0.0010 0.1% 0% False True 1
10 0.8532 0.8271 0.0261 3.2% 0.0007 0.1% 0% False True 1
20 0.8803 0.8271 0.0532 6.4% 0.0015 0.2% 0% False True 3
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 0.0000
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8271
2.618 0.8271
1.618 0.8271
1.000 0.8271
0.618 0.8271
HIGH 0.8271
0.618 0.8271
0.500 0.8271
0.382 0.8271
LOW 0.8271
0.618 0.8271
1.000 0.8271
1.618 0.8271
2.618 0.8271
4.250 0.8271
Fisher Pivots for day following 05-Dec-2014
Pivot 1 day 3 day
R1 0.8271 0.8334
PP 0.8271 0.8313
S1 0.8271 0.8292

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

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