CME Japanese Yen Future September 2015


Trading Metrics calculated at close of trading on 23-Dec-2014
Day Change Summary
Previous Current
22-Dec-2014 23-Dec-2014 Change Change % Previous Week
Open 0.8390 0.8350 -0.0040 -0.5% 0.8526
High 0.8390 0.8350 -0.0040 -0.5% 0.8639
Low 0.8365 0.8311 -0.0054 -0.6% 0.8391
Close 0.8365 0.8311 -0.0054 -0.6% 0.8395
Range 0.0025 0.0039 0.0014 56.0% 0.0248
ATR 0.0060 0.0060 0.0000 -0.8% 0.0000
Volume 7 2 -5 -71.4% 8
Daily Pivots for day following 23-Dec-2014
Classic Woodie Camarilla DeMark
R4 0.8441 0.8415 0.8332
R3 0.8402 0.8376 0.8322
R2 0.8363 0.8363 0.8318
R1 0.8337 0.8337 0.8315 0.8331
PP 0.8324 0.8324 0.8324 0.8321
S1 0.8298 0.8298 0.8307 0.8292
S2 0.8285 0.8285 0.8304
S3 0.8246 0.8259 0.8300
S4 0.8207 0.8220 0.8290
Weekly Pivots for week ending 19-Dec-2014
Classic Woodie Camarilla DeMark
R4 0.9219 0.9055 0.8531
R3 0.8971 0.8807 0.8463
R2 0.8723 0.8723 0.8440
R1 0.8559 0.8559 0.8418 0.8517
PP 0.8475 0.8475 0.8475 0.8454
S1 0.8311 0.8311 0.8372 0.8269
S2 0.8227 0.8227 0.8350
S3 0.7979 0.8063 0.8327
S4 0.7731 0.7815 0.8259
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8568 0.8311 0.0257 3.1% 0.0044 0.5% 0% False True 3
10 0.8639 0.8311 0.0328 3.9% 0.0041 0.5% 0% False True 2
20 0.8639 0.8258 0.0381 4.6% 0.0027 0.3% 14% False False 1
40 0.9288 0.8258 0.1030 12.4% 0.0025 0.3% 5% False False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0004
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8516
2.618 0.8452
1.618 0.8413
1.000 0.8389
0.618 0.8374
HIGH 0.8350
0.618 0.8335
0.500 0.8331
0.382 0.8326
LOW 0.8311
0.618 0.8287
1.000 0.8272
1.618 0.8248
2.618 0.8209
4.250 0.8145
Fisher Pivots for day following 23-Dec-2014
Pivot 1 day 3 day
R1 0.8331 0.8376
PP 0.8324 0.8354
S1 0.8318 0.8333

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

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