CME Japanese Yen Future September 2015


Trading Metrics calculated at close of trading on 11-Dec-2014
Day Change Summary
Previous Current
10-Dec-2014 11-Dec-2014 Change Change % Previous Week
Open 0.8502 0.8537 0.0035 0.4% 0.8477
High 0.8502 0.8537 0.0035 0.4% 0.8487
Low 0.8502 0.8429 -0.0073 -0.9% 0.8271
Close 0.8502 0.8429 -0.0073 -0.9% 0.8271
Range 0.0000 0.0108 0.0108 0.0216
ATR 0.0058 0.0062 0.0004 6.2% 0.0000
Volume 3 3 0 0.0% 5
Daily Pivots for day following 11-Dec-2014
Classic Woodie Camarilla DeMark
R4 0.8789 0.8717 0.8488
R3 0.8681 0.8609 0.8459
R2 0.8573 0.8573 0.8449
R1 0.8501 0.8501 0.8439 0.8483
PP 0.8465 0.8465 0.8465 0.8456
S1 0.8393 0.8393 0.8419 0.8375
S2 0.8357 0.8357 0.8409
S3 0.8249 0.8285 0.8399
S4 0.8141 0.8177 0.8370
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 0.8537 0.8258 0.0279 3.3% 0.0037 0.4% 61% True False 2
10 0.8537 0.8258 0.0279 3.3% 0.0024 0.3% 61% True False 1
20 0.8680 0.8258 0.0422 5.0% 0.0017 0.2% 41% False False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 0.8996
2.618 0.8820
1.618 0.8712
1.000 0.8645
0.618 0.8604
HIGH 0.8537
0.618 0.8496
0.500 0.8483
0.382 0.8470
LOW 0.8429
0.618 0.8362
1.000 0.8321
1.618 0.8254
2.618 0.8146
4.250 0.7970
Fisher Pivots for day following 11-Dec-2014
Pivot 1 day 3 day
R1 0.8483 0.8470
PP 0.8465 0.8456
S1 0.8447 0.8443

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

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