CME Japanese Yen Future September 2015


Trading Metrics calculated at close of trading on 31-Dec-2014
Day Change Summary
Previous Current
30-Dec-2014 31-Dec-2014 Change Change % Previous Week
Open 0.8393 0.8388 -0.0005 -0.1% 0.8390
High 0.8393 0.8388 -0.0005 -0.1% 0.8390
Low 0.8393 0.8371 -0.0022 -0.3% 0.8311
Close 0.8393 0.8371 -0.0022 -0.3% 0.8335
Range 0.0000 0.0017 0.0017 0.0079
ATR 0.0053 0.0051 -0.0002 -4.2% 0.0000
Volume 5 5 0 0.0% 19
Daily Pivots for day following 31-Dec-2014
Classic Woodie Camarilla DeMark
R4 0.8428 0.8416 0.8380
R3 0.8411 0.8399 0.8376
R2 0.8394 0.8394 0.8374
R1 0.8382 0.8382 0.8373 0.8380
PP 0.8377 0.8377 0.8377 0.8375
S1 0.8365 0.8365 0.8369 0.8363
S2 0.8360 0.8360 0.8368
S3 0.8343 0.8348 0.8366
S4 0.8326 0.8331 0.8362
Weekly Pivots for week ending 26-Dec-2014
Classic Woodie Camarilla DeMark
R4 0.8582 0.8538 0.8378
R3 0.8503 0.8459 0.8357
R2 0.8424 0.8424 0.8349
R1 0.8380 0.8380 0.8342 0.8363
PP 0.8345 0.8345 0.8345 0.8337
S1 0.8301 0.8301 0.8328 0.8284
S2 0.8266 0.8266 0.8321
S3 0.8187 0.8222 0.8313
S4 0.8108 0.8143 0.8292
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8393 0.8311 0.0082 1.0% 0.0003 0.0% 73% False False 5
10 0.8568 0.8311 0.0257 3.1% 0.0024 0.3% 23% False False 4
20 0.8639 0.8258 0.0381 4.6% 0.0027 0.3% 30% False False 2
40 0.8842 0.8258 0.0584 7.0% 0.0024 0.3% 19% False False 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8460
2.618 0.8433
1.618 0.8416
1.000 0.8405
0.618 0.8399
HIGH 0.8388
0.618 0.8382
0.500 0.8380
0.382 0.8377
LOW 0.8371
0.618 0.8360
1.000 0.8354
1.618 0.8343
2.618 0.8326
4.250 0.8299
Fisher Pivots for day following 31-Dec-2014
Pivot 1 day 3 day
R1 0.8380 0.8365
PP 0.8377 0.8358
S1 0.8374 0.8352

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

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