CME Japanese Yen Future September 2015


Trading Metrics calculated at close of trading on 16-Jan-2015
Day Change Summary
Previous Current
15-Jan-2015 16-Jan-2015 Change Change % Previous Week
Open 0.8510 0.8640 0.0130 1.5% 0.8480
High 0.8625 0.8640 0.0015 0.2% 0.8640
Low 0.8510 0.8540 0.0030 0.4% 0.8413
Close 0.8608 0.8540 -0.0068 -0.8% 0.8540
Range 0.0115 0.0100 -0.0015 -13.0% 0.0227
ATR 0.0063 0.0066 0.0003 4.1% 0.0000
Volume 6 13 7 116.7% 28
Daily Pivots for day following 16-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8873 0.8807 0.8595
R3 0.8773 0.8707 0.8568
R2 0.8673 0.8673 0.8558
R1 0.8607 0.8607 0.8549 0.8590
PP 0.8573 0.8573 0.8573 0.8565
S1 0.8507 0.8507 0.8531 0.8490
S2 0.8473 0.8473 0.8522
S3 0.8373 0.8407 0.8513
S4 0.8273 0.8307 0.8485
Weekly Pivots for week ending 16-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.9212 0.9103 0.8665
R3 0.8985 0.8876 0.8602
R2 0.8758 0.8758 0.8582
R1 0.8649 0.8649 0.8561 0.8704
PP 0.8531 0.8531 0.8531 0.8558
S1 0.8422 0.8422 0.8519 0.8477
S2 0.8304 0.8304 0.8498
S3 0.8077 0.8195 0.8478
S4 0.7850 0.7968 0.8415
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8640 0.8413 0.0227 2.7% 0.0086 1.0% 56% True False 5
10 0.8640 0.8381 0.0259 3.0% 0.0053 0.6% 61% True False 4
20 0.8640 0.8311 0.0329 3.9% 0.0034 0.4% 70% True False 4
40 0.8640 0.8258 0.0382 4.5% 0.0028 0.3% 74% True 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 True
Stretch 0.0006
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9065
2.618 0.8902
1.618 0.8802
1.000 0.8740
0.618 0.8702
HIGH 0.8640
0.618 0.8602
0.500 0.8590
0.382 0.8578
LOW 0.8540
0.618 0.8478
1.000 0.8440
1.618 0.8378
2.618 0.8278
4.250 0.8115
Fisher Pivots for day following 16-Jan-2015
Pivot 1 day 3 day
R1 0.8590 0.8575
PP 0.8573 0.8563
S1 0.8557 0.8552

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

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