CME Japanese Yen Future September 2015


Trading Metrics calculated at close of trading on 10-Feb-2015
Day Change Summary
Previous Current
09-Feb-2015 10-Feb-2015 Change Change % Previous Week
Open 0.8472 0.8430 -0.0042 -0.5% 0.8557
High 0.8472 0.8430 -0.0042 -0.5% 0.8559
Low 0.8472 0.8395 -0.0077 -0.9% 0.8412
Close 0.8472 0.8399 -0.0073 -0.9% 0.8420
Range 0.0000 0.0035 0.0035 0.0147
ATR 0.0057 0.0059 0.0001 2.4% 0.0000
Volume 3 508 505 16,833.3% 29
Daily Pivots for day following 10-Feb-2015
Classic Woodie Camarilla DeMark
R4 0.8513 0.8491 0.8418
R3 0.8478 0.8456 0.8409
R2 0.8443 0.8443 0.8405
R1 0.8421 0.8421 0.8402 0.8415
PP 0.8408 0.8408 0.8408 0.8405
S1 0.8386 0.8386 0.8396 0.8380
S2 0.8373 0.8373 0.8393
S3 0.8338 0.8351 0.8389
S4 0.8303 0.8316 0.8380
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 0.8395 0.0164 2.0% 0.0025 0.3% 2% False True 106
10 0.8559 0.8395 0.0164 2.0% 0.0018 0.2% 2% False True 54
20 0.8640 0.8395 0.0245 2.9% 0.0037 0.4% 2% False True 29
40 0.8640 0.8311 0.0329 3.9% 0.0031 0.4% 27% False False 16
60 0.8680 0.8258 0.0422 5.0% 0.0026 0.3% 33% False False 11
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 0.8579
2.618 0.8522
1.618 0.8487
1.000 0.8465
0.618 0.8452
HIGH 0.8430
0.618 0.8417
0.500 0.8413
0.382 0.8408
LOW 0.8395
0.618 0.8373
1.000 0.8360
1.618 0.8338
2.618 0.8303
4.250 0.8246
Fisher Pivots for day following 10-Feb-2015
Pivot 1 day 3 day
R1 0.8413 0.8434
PP 0.8408 0.8422
S1 0.8404 0.8411

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

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