CME Japanese Yen Future December 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 0.8436 0.8492 0.0056 0.7% 0.8452
High 0.8475 0.8492 0.0017 0.2% 0.8489
Low 0.8436 0.8427 -0.0009 -0.1% 0.8343
Close 0.8461 0.8427 -0.0034 -0.4% 0.8461
Range 0.0039 0.0065 0.0026 66.7% 0.0146
ATR 0.0052 0.0053 0.0001 1.8% 0.0000
Volume 11 4 -7 -63.6% 65
Daily Pivots for day following 17-Feb-2015
Classic Woodie Camarilla DeMark
R4 0.8644 0.8600 0.8463
R3 0.8579 0.8535 0.8445
R2 0.8514 0.8514 0.8439
R1 0.8470 0.8470 0.8433 0.8460
PP 0.8449 0.8449 0.8449 0.8443
S1 0.8405 0.8405 0.8421 0.8395
S2 0.8384 0.8384 0.8415
S3 0.8319 0.8340 0.8409
S4 0.8254 0.8275 0.8391
Weekly Pivots for week ending 13-Feb-2015
Classic Woodie Camarilla DeMark
R4 0.8869 0.8811 0.8541
R3 0.8723 0.8665 0.8501
R2 0.8577 0.8577 0.8488
R1 0.8519 0.8519 0.8474 0.8548
PP 0.8431 0.8431 0.8431 0.8446
S1 0.8373 0.8373 0.8448 0.8402
S2 0.8285 0.8285 0.8434
S3 0.8139 0.8227 0.8421
S4 0.7993 0.8081 0.8381
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8492 0.8343 0.0149 1.8% 0.0037 0.4% 56% True False 5
10 0.8598 0.8343 0.0255 3.0% 0.0029 0.3% 33% False False 11
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 0.8768
2.618 0.8662
1.618 0.8597
1.000 0.8557
0.618 0.8532
HIGH 0.8492
0.618 0.8467
0.500 0.8460
0.382 0.8452
LOW 0.8427
0.618 0.8387
1.000 0.8362
1.618 0.8322
2.618 0.8257
4.250 0.8151
Fisher Pivots for day following 17-Feb-2015
Pivot 1 day 3 day
R1 0.8460 0.8460
PP 0.8449 0.8449
S1 0.8438 0.8438

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

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