CME Japanese Yen Future September 2015


Trading Metrics calculated at close of trading on 09-Feb-2015
Day Change Summary
Previous Current
06-Feb-2015 09-Feb-2015 Change Change % Previous Week
Open 0.8450 0.8472 0.0022 0.3% 0.8557
High 0.8450 0.8472 0.0022 0.3% 0.8559
Low 0.8412 0.8472 0.0060 0.7% 0.8412
Close 0.8420 0.8472 0.0052 0.6% 0.8420
Range 0.0038 0.0000 -0.0038 -100.0% 0.0147
ATR 0.0058 0.0057 0.0000 -0.7% 0.0000
Volume 8 3 -5 -62.5% 29
Daily Pivots for day following 09-Feb-2015
Classic Woodie Camarilla DeMark
R4 0.8472 0.8472 0.8472
R3 0.8472 0.8472 0.8472
R2 0.8472 0.8472 0.8472
R1 0.8472 0.8472 0.8472 0.8472
PP 0.8472 0.8472 0.8472 0.8472
S1 0.8472 0.8472 0.8472 0.8472
S2 0.8472 0.8472 0.8472
S3 0.8472 0.8472 0.8472
S4 0.8472 0.8472 0.8472
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% 41% False False 4
10 0.8559 0.8412 0.0147 1.7% 0.0015 0.2% 41% False False 4
20 0.8640 0.8412 0.0228 2.7% 0.0038 0.5% 26% False False 4
40 0.8640 0.8311 0.0329 3.9% 0.0033 0.4% 49% False False 3
60 0.8691 0.8258 0.0433 5.1% 0.0026 0.3% 49% False False 3
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8472
2.618 0.8472
1.618 0.8472
1.000 0.8472
0.618 0.8472
HIGH 0.8472
0.618 0.8472
0.500 0.8472
0.382 0.8472
LOW 0.8472
0.618 0.8472
1.000 0.8472
1.618 0.8472
2.618 0.8472
4.250 0.8472
Fisher Pivots for day following 09-Feb-2015
Pivot 1 day 3 day
R1 0.8472 0.8472
PP 0.8472 0.8472
S1 0.8472 0.8472

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

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