CME Japanese Yen Future September 2015


Trading Metrics calculated at close of trading on 21-Jan-2015
Day Change Summary
Previous Current
20-Jan-2015 21-Jan-2015 Change Change % Previous Week
Open 0.8462 0.8458 -0.0004 0.0% 0.8480
High 0.8480 0.8537 0.0057 0.7% 0.8640
Low 0.8444 0.8458 0.0014 0.2% 0.8413
Close 0.8444 0.8507 0.0063 0.7% 0.8540
Range 0.0036 0.0079 0.0043 119.4% 0.0227
ATR 0.0068 0.0070 0.0002 2.6% 0.0000
Volume 3 6 3 100.0% 28
Daily Pivots for day following 21-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8738 0.8701 0.8550
R3 0.8659 0.8622 0.8529
R2 0.8580 0.8580 0.8521
R1 0.8543 0.8543 0.8514 0.8562
PP 0.8501 0.8501 0.8501 0.8510
S1 0.8464 0.8464 0.8500 0.8483
S2 0.8422 0.8422 0.8493
S3 0.8343 0.8385 0.8485
S4 0.8264 0.8306 0.8464
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 0.8444 0.0196 2.3% 0.0081 0.9% 32% False False 6
10 0.8640 0.8381 0.0259 3.0% 0.0056 0.7% 49% False False 4
20 0.8640 0.8311 0.0329 3.9% 0.0037 0.4% 60% False False 4
40 0.8640 0.8258 0.0382 4.5% 0.0031 0.4% 65% 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 0.0008
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8873
2.618 0.8744
1.618 0.8665
1.000 0.8616
0.618 0.8586
HIGH 0.8537
0.618 0.8507
0.500 0.8498
0.382 0.8488
LOW 0.8458
0.618 0.8409
1.000 0.8379
1.618 0.8330
2.618 0.8251
4.250 0.8122
Fisher Pivots for day following 21-Jan-2015
Pivot 1 day 3 day
R1 0.8504 0.8542
PP 0.8501 0.8530
S1 0.8498 0.8519

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

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