CME Japanese Yen Future December 2015


Trading Metrics calculated at close of trading on 27-Feb-2015
Day Change Summary
Previous Current
26-Feb-2015 27-Feb-2015 Change Change % Previous Week
Open 0.8448 0.8417 -0.0031 -0.4% 0.8455
High 0.8448 0.8417 -0.0031 -0.4% 0.8455
Low 0.8415 0.8394 -0.0021 -0.2% 0.8394
Close 0.8415 0.8394 -0.0021 -0.2% 0.8394
Range 0.0033 0.0023 -0.0010 -30.3% 0.0061
ATR 0.0038 0.0037 -0.0001 -2.9% 0.0000
Volume 4 5 1 25.0% 15
Daily Pivots for day following 27-Feb-2015
Classic Woodie Camarilla DeMark
R4 0.8471 0.8455 0.8407
R3 0.8448 0.8432 0.8400
R2 0.8425 0.8425 0.8398
R1 0.8409 0.8409 0.8396 0.8406
PP 0.8402 0.8402 0.8402 0.8400
S1 0.8386 0.8386 0.8392 0.8383
S2 0.8379 0.8379 0.8390
S3 0.8356 0.8363 0.8388
S4 0.8333 0.8340 0.8381
Weekly Pivots for week ending 27-Feb-2015
Classic Woodie Camarilla DeMark
R4 0.8597 0.8557 0.8428
R3 0.8536 0.8496 0.8411
R2 0.8475 0.8475 0.8405
R1 0.8435 0.8435 0.8400 0.8425
PP 0.8414 0.8414 0.8414 0.8409
S1 0.8374 0.8374 0.8388 0.8364
S2 0.8353 0.8353 0.8383
S3 0.8292 0.8313 0.8377
S4 0.8231 0.8252 0.8360
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8455 0.8394 0.0061 0.7% 0.0013 0.2% 0% False True 3
10 0.8492 0.8394 0.0098 1.2% 0.0017 0.2% 0% False True 3
20 0.8598 0.8343 0.0255 3.0% 0.0018 0.2% 20% False False 8
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8515
2.618 0.8477
1.618 0.8454
1.000 0.8440
0.618 0.8431
HIGH 0.8417
0.618 0.8408
0.500 0.8406
0.382 0.8403
LOW 0.8394
0.618 0.8380
1.000 0.8371
1.618 0.8357
2.618 0.8334
4.250 0.8296
Fisher Pivots for day following 27-Feb-2015
Pivot 1 day 3 day
R1 0.8406 0.8425
PP 0.8402 0.8414
S1 0.8398 0.8404

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

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