CME Japanese Yen Future September 2015


Trading Metrics calculated at close of trading on 23-Jan-2015
Day Change Summary
Previous Current
22-Jan-2015 23-Jan-2015 Change Change % Previous Week
Open 0.8480 0.8470 -0.0010 -0.1% 0.8462
High 0.8480 0.8522 0.0042 0.5% 0.8537
Low 0.8476 0.8470 -0.0006 -0.1% 0.8444
Close 0.8476 0.8522 0.0046 0.5% 0.8522
Range 0.0004 0.0052 0.0048 1,200.0% 0.0093
ATR 0.0067 0.0066 -0.0001 -1.6% 0.0000
Volume 5 1 -4 -80.0% 15
Daily Pivots for day following 23-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8661 0.8643 0.8551
R3 0.8609 0.8591 0.8536
R2 0.8557 0.8557 0.8532
R1 0.8539 0.8539 0.8527 0.8548
PP 0.8505 0.8505 0.8505 0.8509
S1 0.8487 0.8487 0.8517 0.8496
S2 0.8453 0.8453 0.8512
S3 0.8401 0.8435 0.8508
S4 0.8349 0.8383 0.8493
Weekly Pivots for week ending 23-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8780 0.8744 0.8573
R3 0.8687 0.8651 0.8548
R2 0.8594 0.8594 0.8539
R1 0.8558 0.8558 0.8531 0.8576
PP 0.8501 0.8501 0.8501 0.8510
S1 0.8465 0.8465 0.8513 0.8483
S2 0.8408 0.8408 0.8505
S3 0.8315 0.8372 0.8496
S4 0.8222 0.8279 0.8471
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% 0.0054 0.6% 40% False False 5
10 0.8640 0.8413 0.0227 2.7% 0.0060 0.7% 48% False False 4
20 0.8640 0.8311 0.0329 3.9% 0.0036 0.4% 64% False False 4
40 0.8640 0.8258 0.0382 4.5% 0.0032 0.4% 69% False False 2
60 0.9288 0.8258 0.1030 12.1% 0.0029 0.3% 26% False False 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
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 0.8743
2.618 0.8658
1.618 0.8606
1.000 0.8574
0.618 0.8554
HIGH 0.8522
0.618 0.8502
0.500 0.8496
0.382 0.8490
LOW 0.8470
0.618 0.8438
1.000 0.8418
1.618 0.8386
2.618 0.8334
4.250 0.8249
Fisher Pivots for day following 23-Jan-2015
Pivot 1 day 3 day
R1 0.8513 0.8514
PP 0.8505 0.8506
S1 0.8496 0.8498

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

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