CME Japanese Yen Future September 2015


Trading Metrics calculated at close of trading on 15-Jan-2015
Day Change Summary
Previous Current
14-Jan-2015 15-Jan-2015 Change Change % Previous Week
Open 0.8585 0.8510 -0.0075 -0.9% 0.8400
High 0.8622 0.8625 0.0003 0.0% 0.8480
Low 0.8549 0.8510 -0.0039 -0.5% 0.8381
Close 0.8553 0.8608 0.0055 0.6% 0.8460
Range 0.0073 0.0115 0.0042 57.5% 0.0099
ATR 0.0059 0.0063 0.0004 6.7% 0.0000
Volume 5 6 1 20.0% 12
Daily Pivots for day following 15-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8926 0.8882 0.8671
R3 0.8811 0.8767 0.8640
R2 0.8696 0.8696 0.8629
R1 0.8652 0.8652 0.8619 0.8674
PP 0.8581 0.8581 0.8581 0.8592
S1 0.8537 0.8537 0.8597 0.8559
S2 0.8466 0.8466 0.8587
S3 0.8351 0.8422 0.8576
S4 0.8236 0.8307 0.8545
Weekly Pivots for week ending 09-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8737 0.8698 0.8514
R3 0.8638 0.8599 0.8487
R2 0.8539 0.8539 0.8478
R1 0.8500 0.8500 0.8469 0.8520
PP 0.8440 0.8440 0.8440 0.8450
S1 0.8401 0.8401 0.8451 0.8421
S2 0.8341 0.8341 0.8442
S3 0.8242 0.8302 0.8433
S4 0.8143 0.8203 0.8406
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8625 0.8413 0.0212 2.5% 0.0066 0.8% 92% True False 3
10 0.8625 0.8332 0.0293 3.4% 0.0044 0.5% 94% True False 2
20 0.8625 0.8311 0.0314 3.6% 0.0034 0.4% 95% True False 3
40 0.8639 0.8258 0.0381 4.4% 0.0026 0.3% 92% 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 0.0006
Widest range in 57 trading days
Fibonacci Retracements and Extensions
4.250 0.9114
2.618 0.8926
1.618 0.8811
1.000 0.8740
0.618 0.8696
HIGH 0.8625
0.618 0.8581
0.500 0.8568
0.382 0.8554
LOW 0.8510
0.618 0.8439
1.000 0.8395
1.618 0.8324
2.618 0.8209
4.250 0.8021
Fisher Pivots for day following 15-Jan-2015
Pivot 1 day 3 day
R1 0.8595 0.8584
PP 0.8581 0.8560
S1 0.8568 0.8536

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

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