CME Japanese Yen Future September 2015


Trading Metrics calculated at close of trading on 19-Feb-2015
Day Change Summary
Previous Current
18-Feb-2015 19-Feb-2015 Change Change % Previous Week
Open 0.8414 0.8429 0.0015 0.2% 0.8472
High 0.8445 0.8429 -0.0016 -0.2% 0.8472
Low 0.8413 0.8429 0.0016 0.2% 0.8336
Close 0.8445 0.8429 -0.0016 -0.2% 0.8443
Range 0.0032 0.0000 -0.0032 -100.0% 0.0136
ATR 0.0059 0.0056 -0.0003 -5.2% 0.0000
Volume 17 2 -15 -88.2% 522
Daily Pivots for day following 19-Feb-2015
Classic Woodie Camarilla DeMark
R4 0.8429 0.8429 0.8429
R3 0.8429 0.8429 0.8429
R2 0.8429 0.8429 0.8429
R1 0.8429 0.8429 0.8429 0.8429
PP 0.8429 0.8429 0.8429 0.8429
S1 0.8429 0.8429 0.8429 0.8429
S2 0.8429 0.8429 0.8429
S3 0.8429 0.8429 0.8429
S4 0.8429 0.8429 0.8429
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% 0.0047 0.6% 69% False False 6
10 0.8532 0.8336 0.0196 2.3% 0.0036 0.4% 47% False False 56
20 0.8559 0.8336 0.0223 2.6% 0.0028 0.3% 42% False False 29
40 0.8640 0.8311 0.0329 3.9% 0.0032 0.4% 36% False False 17
60 0.8640 0.8258 0.0382 4.5% 0.0030 0.4% 45% False False 11
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.8429
2.618 0.8429
1.618 0.8429
1.000 0.8429
0.618 0.8429
HIGH 0.8429
0.618 0.8429
0.500 0.8429
0.382 0.8429
LOW 0.8429
0.618 0.8429
1.000 0.8429
1.618 0.8429
2.618 0.8429
4.250 0.8429
Fisher Pivots for day following 19-Feb-2015
Pivot 1 day 3 day
R1 0.8429 0.8439
PP 0.8429 0.8435
S1 0.8429 0.8432

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

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