CME Japanese Yen Future December 2015


Trading Metrics calculated at close of trading on 05-Mar-2015
Day Change Summary
Previous Current
04-Mar-2015 05-Mar-2015 Change Change % Previous Week
Open 0.8395 0.8380 -0.0015 -0.2% 0.8455
High 0.8395 0.8380 -0.0015 -0.2% 0.8455
Low 0.8395 0.8362 -0.0033 -0.4% 0.8394
Close 0.8395 0.8362 -0.0033 -0.4% 0.8394
Range 0.0000 0.0018 0.0018 0.0061
ATR 0.0034 0.0034 0.0000 -0.2% 0.0000
Volume 1 1 0 0.0% 15
Daily Pivots for day following 05-Mar-2015
Classic Woodie Camarilla DeMark
R4 0.8422 0.8410 0.8372
R3 0.8404 0.8392 0.8367
R2 0.8386 0.8386 0.8365
R1 0.8374 0.8374 0.8364 0.8371
PP 0.8368 0.8368 0.8368 0.8367
S1 0.8356 0.8356 0.8360 0.8353
S2 0.8350 0.8350 0.8359
S3 0.8332 0.8338 0.8357
S4 0.8314 0.8320 0.8352
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 0.8417 0.8362 0.0055 0.7% 0.0016 0.2% 0% False True 2
10 0.8455 0.8362 0.0093 1.1% 0.0012 0.1% 0% False True 2
20 0.8548 0.8343 0.0205 2.5% 0.0018 0.2% 9% False False 5
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 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8457
2.618 0.8427
1.618 0.8409
1.000 0.8398
0.618 0.8391
HIGH 0.8380
0.618 0.8373
0.500 0.8371
0.382 0.8369
LOW 0.8362
0.618 0.8351
1.000 0.8344
1.618 0.8333
2.618 0.8315
4.250 0.8286
Fisher Pivots for day following 05-Mar-2015
Pivot 1 day 3 day
R1 0.8371 0.8379
PP 0.8368 0.8373
S1 0.8365 0.8368

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

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