CME Japanese Yen Future September 2015


Trading Metrics calculated at close of trading on 30-Jan-2015
Day Change Summary
Previous Current
29-Jan-2015 30-Jan-2015 Change Change % Previous Week
Open 0.8474 0.8524 0.0050 0.6% 0.8488
High 0.8474 0.8540 0.0066 0.8% 0.8550
Low 0.8474 0.8524 0.0050 0.6% 0.8470
Close 0.8474 0.8537 0.0063 0.7% 0.8537
Range 0.0000 0.0016 0.0016 0.0080
ATR 0.0061 0.0061 0.0000 0.6% 0.0000
Volume 1 1 0 0.0% 16
Daily Pivots for day following 30-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8582 0.8575 0.8546
R3 0.8566 0.8559 0.8541
R2 0.8550 0.8550 0.8540
R1 0.8543 0.8543 0.8538 0.8547
PP 0.8534 0.8534 0.8534 0.8535
S1 0.8527 0.8527 0.8536 0.8531
S2 0.8518 0.8518 0.8534
S3 0.8502 0.8511 0.8533
S4 0.8486 0.8495 0.8528
Weekly Pivots for week ending 30-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8759 0.8728 0.8581
R3 0.8679 0.8648 0.8559
R2 0.8599 0.8599 0.8552
R1 0.8568 0.8568 0.8544 0.8584
PP 0.8519 0.8519 0.8519 0.8527
S1 0.8488 0.8488 0.8530 0.8504
S2 0.8439 0.8439 0.8522
S3 0.8359 0.8408 0.8515
S4 0.8279 0.8328 0.8493
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8550 0.8470 0.0080 0.9% 0.0012 0.1% 84% False False 3
10 0.8640 0.8444 0.0196 2.3% 0.0033 0.4% 47% False False 4
20 0.8640 0.8332 0.0308 3.6% 0.0038 0.5% 67% False False 3
40 0.8640 0.8258 0.0382 4.5% 0.0033 0.4% 73% False False 3
60 0.8842 0.8258 0.0584 6.8% 0.0029 0.3% 48% 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 False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8608
2.618 0.8582
1.618 0.8566
1.000 0.8556
0.618 0.8550
HIGH 0.8540
0.618 0.8534
0.500 0.8532
0.382 0.8530
LOW 0.8524
0.618 0.8514
1.000 0.8508
1.618 0.8498
2.618 0.8482
4.250 0.8456
Fisher Pivots for day following 30-Jan-2015
Pivot 1 day 3 day
R1 0.8535 0.8529
PP 0.8534 0.8520
S1 0.8532 0.8512

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

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