CME Japanese Yen Future September 2015


Trading Metrics calculated at close of trading on 22-Jan-2015
Day Change Summary
Previous Current
21-Jan-2015 22-Jan-2015 Change Change % Previous Week
Open 0.8458 0.8480 0.0022 0.3% 0.8480
High 0.8537 0.8480 -0.0057 -0.7% 0.8640
Low 0.8458 0.8476 0.0018 0.2% 0.8413
Close 0.8507 0.8476 -0.0031 -0.4% 0.8540
Range 0.0079 0.0004 -0.0075 -94.9% 0.0227
ATR 0.0070 0.0067 -0.0003 -4.0% 0.0000
Volume 6 5 -1 -16.7% 28
Daily Pivots for day following 22-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8489 0.8487 0.8478
R3 0.8485 0.8483 0.8477
R2 0.8481 0.8481 0.8477
R1 0.8479 0.8479 0.8476 0.8478
PP 0.8477 0.8477 0.8477 0.8477
S1 0.8475 0.8475 0.8476 0.8474
S2 0.8473 0.8473 0.8475
S3 0.8469 0.8471 0.8475
S4 0.8465 0.8467 0.8474
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% 0.0067 0.8% 16% False False 6
10 0.8640 0.8381 0.0259 3.1% 0.0055 0.6% 37% False False 4
20 0.8640 0.8311 0.0329 3.9% 0.0036 0.4% 50% False False 4
40 0.8640 0.8258 0.0382 4.5% 0.0031 0.4% 57% False False 2
60 0.9322 0.8258 0.1064 12.6% 0.0028 0.3% 20% False False 3
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.8497
2.618 0.8490
1.618 0.8486
1.000 0.8484
0.618 0.8482
HIGH 0.8480
0.618 0.8478
0.500 0.8478
0.382 0.8478
LOW 0.8476
0.618 0.8474
1.000 0.8472
1.618 0.8470
2.618 0.8466
4.250 0.8459
Fisher Pivots for day following 22-Jan-2015
Pivot 1 day 3 day
R1 0.8478 0.8491
PP 0.8477 0.8486
S1 0.8477 0.8481

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

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