CME Japanese Yen Future December 2015


Trading Metrics calculated at close of trading on 06-Mar-2015
Day Change Summary
Previous Current
05-Mar-2015 06-Mar-2015 Change Change % Previous Week
Open 0.8380 0.8278 -0.0102 -1.2% 0.8378
High 0.8380 0.8328 -0.0052 -0.6% 0.8396
Low 0.8362 0.8276 -0.0086 -1.0% 0.8276
Close 0.8362 0.8328 -0.0034 -0.4% 0.8328
Range 0.0018 0.0052 0.0034 188.9% 0.0120
ATR 0.0034 0.0038 0.0004 11.0% 0.0000
Volume 1 1 0 0.0% 9
Daily Pivots for day following 06-Mar-2015
Classic Woodie Camarilla DeMark
R4 0.8467 0.8449 0.8357
R3 0.8415 0.8397 0.8342
R2 0.8363 0.8363 0.8338
R1 0.8345 0.8345 0.8333 0.8354
PP 0.8311 0.8311 0.8311 0.8315
S1 0.8293 0.8293 0.8323 0.8302
S2 0.8259 0.8259 0.8318
S3 0.8207 0.8241 0.8314
S4 0.8155 0.8189 0.8299
Weekly Pivots for week ending 06-Mar-2015
Classic Woodie Camarilla DeMark
R4 0.8693 0.8631 0.8394
R3 0.8573 0.8511 0.8361
R2 0.8453 0.8453 0.8350
R1 0.8391 0.8391 0.8339 0.8362
PP 0.8333 0.8333 0.8333 0.8319
S1 0.8271 0.8271 0.8317 0.8242
S2 0.8213 0.8213 0.8306
S3 0.8093 0.8151 0.8295
S4 0.7973 0.8031 0.8262
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8396 0.8276 0.0120 1.4% 0.0022 0.3% 43% False True 1
10 0.8455 0.8276 0.0179 2.1% 0.0017 0.2% 29% False True 2
20 0.8492 0.8276 0.0216 2.6% 0.0021 0.2% 24% False True 5
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 13 trading days
Fibonacci Retracements and Extensions
4.250 0.8549
2.618 0.8464
1.618 0.8412
1.000 0.8380
0.618 0.8360
HIGH 0.8328
0.618 0.8308
0.500 0.8302
0.382 0.8296
LOW 0.8276
0.618 0.8244
1.000 0.8224
1.618 0.8192
2.618 0.8140
4.250 0.8055
Fisher Pivots for day following 06-Mar-2015
Pivot 1 day 3 day
R1 0.8319 0.8336
PP 0.8311 0.8333
S1 0.8302 0.8331

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

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