CME Japanese Yen Future September 2015


Trading Metrics calculated at close of trading on 17-Feb-2015
Day Change Summary
Previous Current
13-Feb-2015 17-Feb-2015 Change Change % Previous Week
Open 0.8431 0.8457 0.0026 0.3% 0.8472
High 0.8466 0.8470 0.0004 0.0% 0.8472
Low 0.8431 0.8407 -0.0024 -0.3% 0.8336
Close 0.8443 0.8407 -0.0036 -0.4% 0.8443
Range 0.0035 0.0063 0.0028 80.0% 0.0136
ATR 0.0060 0.0060 0.0000 0.3% 0.0000
Volume 8 5 -3 -37.5% 522
Daily Pivots for day following 17-Feb-2015
Classic Woodie Camarilla DeMark
R4 0.8617 0.8575 0.8442
R3 0.8554 0.8512 0.8424
R2 0.8491 0.8491 0.8419
R1 0.8449 0.8449 0.8413 0.8439
PP 0.8428 0.8428 0.8428 0.8423
S1 0.8386 0.8386 0.8401 0.8376
S2 0.8365 0.8365 0.8395
S3 0.8302 0.8323 0.8390
S4 0.8239 0.8260 0.8372
Weekly Pivots for week ending 13-Feb-2015
Classic Woodie Camarilla DeMark
R4 0.8825 0.8770 0.8518
R3 0.8689 0.8634 0.8480
R2 0.8553 0.8553 0.8468
R1 0.8498 0.8498 0.8455 0.8458
PP 0.8417 0.8417 0.8417 0.8397
S1 0.8362 0.8362 0.8431 0.8322
S2 0.8281 0.8281 0.8418
S3 0.8145 0.8226 0.8406
S4 0.8009 0.8090 0.8368
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8470 0.8336 0.0134 1.6% 0.0059 0.7% 53% True False 104
10 0.8559 0.8336 0.0223 2.7% 0.0040 0.5% 32% False False 54
20 0.8559 0.8336 0.0223 2.7% 0.0032 0.4% 32% False False 29
40 0.8640 0.8311 0.0329 3.9% 0.0033 0.4% 29% False False 16
60 0.8640 0.8258 0.0382 4.5% 0.0029 0.3% 39% 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 True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8738
2.618 0.8635
1.618 0.8572
1.000 0.8533
0.618 0.8509
HIGH 0.8470
0.618 0.8446
0.500 0.8439
0.382 0.8431
LOW 0.8407
0.618 0.8368
1.000 0.8344
1.618 0.8305
2.618 0.8242
4.250 0.8139
Fisher Pivots for day following 17-Feb-2015
Pivot 1 day 3 day
R1 0.8439 0.8406
PP 0.8428 0.8404
S1 0.8418 0.8403

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

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