CME Japanese Yen Future December 2015


Trading Metrics calculated at close of trading on 03-Mar-2015
Day Change Summary
Previous Current
02-Mar-2015 03-Mar-2015 Change Change % Previous Week
Open 0.8378 0.8370 -0.0008 -0.1% 0.8455
High 0.8378 0.8396 0.0018 0.2% 0.8455
Low 0.8363 0.8370 0.0007 0.1% 0.8394
Close 0.8363 0.8396 0.0033 0.4% 0.8394
Range 0.0015 0.0026 0.0011 73.3% 0.0061
ATR 0.0037 0.0036 0.0000 -0.7% 0.0000
Volume 3 3 0 0.0% 15
Daily Pivots for day following 03-Mar-2015
Classic Woodie Camarilla DeMark
R4 0.8465 0.8457 0.8410
R3 0.8439 0.8431 0.8403
R2 0.8413 0.8413 0.8401
R1 0.8405 0.8405 0.8398 0.8409
PP 0.8387 0.8387 0.8387 0.8390
S1 0.8379 0.8379 0.8394 0.8383
S2 0.8361 0.8361 0.8391
S3 0.8335 0.8353 0.8389
S4 0.8309 0.8327 0.8382
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 0.8363 0.0092 1.1% 0.0021 0.2% 36% False False 3
10 0.8464 0.8363 0.0101 1.2% 0.0010 0.1% 33% False False 2
20 0.8598 0.8343 0.0255 3.0% 0.0020 0.2% 21% False False 7
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8507
2.618 0.8464
1.618 0.8438
1.000 0.8422
0.618 0.8412
HIGH 0.8396
0.618 0.8386
0.500 0.8383
0.382 0.8380
LOW 0.8370
0.618 0.8354
1.000 0.8344
1.618 0.8328
2.618 0.8302
4.250 0.8260
Fisher Pivots for day following 03-Mar-2015
Pivot 1 day 3 day
R1 0.8392 0.8394
PP 0.8387 0.8392
S1 0.8383 0.8390

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

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