CME Japanese Yen Future September 2015


Trading Metrics calculated at close of trading on 02-Jan-2015
Day Change Summary
Previous Current
31-Dec-2014 02-Jan-2015 Change Change % Previous Week
Open 0.8388 0.8343 -0.0045 -0.5% 0.8311
High 0.8388 0.8343 -0.0045 -0.5% 0.8393
Low 0.8371 0.8332 -0.0039 -0.5% 0.8311
Close 0.8371 0.8332 -0.0039 -0.5% 0.8332
Range 0.0017 0.0011 -0.0006 -35.3% 0.0082
ATR 0.0051 0.0050 -0.0001 -1.7% 0.0000
Volume 5 1 -4 -80.0% 16
Daily Pivots for day following 02-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8369 0.8361 0.8338
R3 0.8358 0.8350 0.8335
R2 0.8347 0.8347 0.8334
R1 0.8339 0.8339 0.8333 0.8338
PP 0.8336 0.8336 0.8336 0.8335
S1 0.8328 0.8328 0.8331 0.8327
S2 0.8325 0.8325 0.8330
S3 0.8314 0.8317 0.8329
S4 0.8303 0.8306 0.8326
Weekly Pivots for week ending 02-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8591 0.8544 0.8377
R3 0.8509 0.8462 0.8355
R2 0.8427 0.8427 0.8347
R1 0.8380 0.8380 0.8340 0.8404
PP 0.8345 0.8345 0.8345 0.8357
S1 0.8298 0.8298 0.8324 0.8322
S2 0.8263 0.8263 0.8317
S3 0.8181 0.8216 0.8309
S4 0.8099 0.8134 0.8287
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% 0.0006 0.1% 26% False False 4
10 0.8444 0.8311 0.0133 1.6% 0.0014 0.2% 16% False False 4
20 0.8639 0.8258 0.0381 4.6% 0.0027 0.3% 19% False False 2
40 0.8809 0.8258 0.0551 6.6% 0.0024 0.3% 13% False False 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 0.0002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8390
2.618 0.8372
1.618 0.8361
1.000 0.8354
0.618 0.8350
HIGH 0.8343
0.618 0.8339
0.500 0.8338
0.382 0.8336
LOW 0.8332
0.618 0.8325
1.000 0.8321
1.618 0.8314
2.618 0.8303
4.250 0.8285
Fisher Pivots for day following 02-Jan-2015
Pivot 1 day 3 day
R1 0.8338 0.8363
PP 0.8336 0.8352
S1 0.8334 0.8342

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

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