CME Japanese Yen Future September 2015


Trading Metrics calculated at close of trading on 05-Feb-2015
Day Change Summary
Previous Current
04-Feb-2015 05-Feb-2015 Change Change % Previous Week
Open 0.8506 0.8532 0.0026 0.3% 0.8488
High 0.8559 0.8532 -0.0027 -0.3% 0.8550
Low 0.8506 0.8532 0.0026 0.3% 0.8470
Close 0.8548 0.8532 -0.0016 -0.2% 0.8537
Range 0.0053 0.0000 -0.0053 -100.0% 0.0080
ATR 0.0056 0.0053 -0.0003 -5.1% 0.0000
Volume 3 8 5 166.7% 16
Daily Pivots for day following 05-Feb-2015
Classic Woodie Camarilla DeMark
R4 0.8532 0.8532 0.8532
R3 0.8532 0.8532 0.8532
R2 0.8532 0.8532 0.8532
R1 0.8532 0.8532 0.8532 0.8532
PP 0.8532 0.8532 0.8532 0.8532
S1 0.8532 0.8532 0.8532 0.8532
S2 0.8532 0.8532 0.8532
S3 0.8532 0.8532 0.8532
S4 0.8532 0.8532 0.8532
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 0.8559 0.8506 0.0053 0.6% 0.0018 0.2% 49% False False 4
10 0.8559 0.8470 0.0089 1.0% 0.0018 0.2% 70% False False 3
20 0.8640 0.8381 0.0259 3.0% 0.0037 0.4% 58% False False 4
40 0.8640 0.8311 0.0329 3.9% 0.0032 0.4% 67% False False 3
60 0.8803 0.8258 0.0545 6.4% 0.0026 0.3% 50% False False 3
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8532
2.618 0.8532
1.618 0.8532
1.000 0.8532
0.618 0.8532
HIGH 0.8532
0.618 0.8532
0.500 0.8532
0.382 0.8532
LOW 0.8532
0.618 0.8532
1.000 0.8532
1.618 0.8532
2.618 0.8532
4.250 0.8532
Fisher Pivots for day following 05-Feb-2015
Pivot 1 day 3 day
R1 0.8532 0.8533
PP 0.8532 0.8532
S1 0.8532 0.8532

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

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