CME Japanese Yen Future December 2015


Trading Metrics calculated at close of trading on 26-Feb-2015
Day Change Summary
Previous Current
25-Feb-2015 26-Feb-2015 Change Change % Previous Week
Open 0.8449 0.8448 -0.0001 0.0% 0.8492
High 0.8455 0.8448 -0.0007 -0.1% 0.8492
Low 0.8448 0.8415 -0.0033 -0.4% 0.8427
Close 0.8455 0.8415 -0.0040 -0.5% 0.8443
Range 0.0007 0.0033 0.0026 371.4% 0.0065
ATR 0.0038 0.0038 0.0000 0.3% 0.0000
Volume 2 4 2 100.0% 10
Daily Pivots for day following 26-Feb-2015
Classic Woodie Camarilla DeMark
R4 0.8525 0.8503 0.8433
R3 0.8492 0.8470 0.8424
R2 0.8459 0.8459 0.8421
R1 0.8437 0.8437 0.8418 0.8432
PP 0.8426 0.8426 0.8426 0.8423
S1 0.8404 0.8404 0.8412 0.8399
S2 0.8393 0.8393 0.8409
S3 0.8360 0.8371 0.8406
S4 0.8327 0.8338 0.8397
Weekly Pivots for week ending 20-Feb-2015
Classic Woodie Camarilla DeMark
R4 0.8649 0.8611 0.8479
R3 0.8584 0.8546 0.8461
R2 0.8519 0.8519 0.8455
R1 0.8481 0.8481 0.8449 0.8468
PP 0.8454 0.8454 0.8454 0.8447
S1 0.8416 0.8416 0.8437 0.8403
S2 0.8389 0.8389 0.8431
S3 0.8324 0.8351 0.8425
S4 0.8259 0.8286 0.8407
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8455 0.8415 0.0040 0.5% 0.0008 0.1% 0% False True 2
10 0.8492 0.8415 0.0077 0.9% 0.0016 0.2% 0% False True 3
20 0.8598 0.8343 0.0255 3.0% 0.0018 0.2% 28% False False 8
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 7 trading days
Fibonacci Retracements and Extensions
4.250 0.8588
2.618 0.8534
1.618 0.8501
1.000 0.8481
0.618 0.8468
HIGH 0.8448
0.618 0.8435
0.500 0.8432
0.382 0.8428
LOW 0.8415
0.618 0.8395
1.000 0.8382
1.618 0.8362
2.618 0.8329
4.250 0.8275
Fisher Pivots for day following 26-Feb-2015
Pivot 1 day 3 day
R1 0.8432 0.8435
PP 0.8426 0.8428
S1 0.8421 0.8422

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

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