CME Japanese Yen Future September 2015


Trading Metrics calculated at close of trading on 06-Feb-2015
Day Change Summary
Previous Current
05-Feb-2015 06-Feb-2015 Change Change % Previous Week
Open 0.8532 0.8450 -0.0082 -1.0% 0.8557
High 0.8532 0.8450 -0.0082 -1.0% 0.8559
Low 0.8532 0.8412 -0.0120 -1.4% 0.8412
Close 0.8532 0.8420 -0.0112 -1.3% 0.8420
Range 0.0000 0.0038 0.0038 0.0147
ATR 0.0053 0.0058 0.0005 9.0% 0.0000
Volume 8 8 0 0.0% 29
Daily Pivots for day following 06-Feb-2015
Classic Woodie Camarilla DeMark
R4 0.8541 0.8519 0.8441
R3 0.8503 0.8481 0.8430
R2 0.8465 0.8465 0.8427
R1 0.8443 0.8443 0.8423 0.8435
PP 0.8427 0.8427 0.8427 0.8424
S1 0.8405 0.8405 0.8417 0.8397
S2 0.8389 0.8389 0.8413
S3 0.8351 0.8367 0.8410
S4 0.8313 0.8329 0.8399
Weekly Pivots for week ending 06-Feb-2015
Classic Woodie Camarilla DeMark
R4 0.8905 0.8809 0.8501
R3 0.8758 0.8662 0.8460
R2 0.8611 0.8611 0.8447
R1 0.8515 0.8515 0.8433 0.8490
PP 0.8464 0.8464 0.8464 0.8451
S1 0.8368 0.8368 0.8407 0.8343
S2 0.8317 0.8317 0.8393
S3 0.8170 0.8221 0.8380
S4 0.8023 0.8074 0.8339
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8559 0.8412 0.0147 1.7% 0.0022 0.3% 5% False True 5
10 0.8559 0.8412 0.0147 1.7% 0.0017 0.2% 5% False True 4
20 0.8640 0.8412 0.0228 2.7% 0.0038 0.5% 4% False True 4
40 0.8640 0.8311 0.0329 3.9% 0.0033 0.4% 33% False False 3
60 0.8691 0.8258 0.0433 5.1% 0.0026 0.3% 37% 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 0.0000
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8612
2.618 0.8549
1.618 0.8511
1.000 0.8488
0.618 0.8473
HIGH 0.8450
0.618 0.8435
0.500 0.8431
0.382 0.8427
LOW 0.8412
0.618 0.8389
1.000 0.8374
1.618 0.8351
2.618 0.8313
4.250 0.8251
Fisher Pivots for day following 06-Feb-2015
Pivot 1 day 3 day
R1 0.8431 0.8486
PP 0.8427 0.8464
S1 0.8424 0.8442

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

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