CME Japanese Yen Future December 2015


Trading Metrics calculated at close of trading on 11-Mar-2015
Day Change Summary
Previous Current
10-Mar-2015 11-Mar-2015 Change Change % Previous Week
Open 0.8246 0.8257 0.0011 0.1% 0.8378
High 0.8299 0.8270 -0.0029 -0.3% 0.8396
Low 0.8246 0.8257 0.0011 0.1% 0.8276
Close 0.8299 0.8270 -0.0029 -0.3% 0.8328
Range 0.0053 0.0013 -0.0040 -75.5% 0.0120
ATR 0.0039 0.0039 0.0000 0.6% 0.0000
Volume 19 2 -17 -89.5% 9
Daily Pivots for day following 11-Mar-2015
Classic Woodie Camarilla DeMark
R4 0.8305 0.8300 0.8277
R3 0.8292 0.8287 0.8274
R2 0.8279 0.8279 0.8272
R1 0.8274 0.8274 0.8271 0.8277
PP 0.8266 0.8266 0.8266 0.8267
S1 0.8261 0.8261 0.8269 0.8264
S2 0.8253 0.8253 0.8268
S3 0.8240 0.8248 0.8266
S4 0.8227 0.8235 0.8263
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 0.8380 0.8246 0.0134 1.6% 0.0027 0.3% 18% False False 8
10 0.8448 0.8246 0.0202 2.4% 0.0023 0.3% 12% False False 5
20 0.8492 0.8246 0.0246 3.0% 0.0021 0.3% 10% False False 4
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
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 0.8325
2.618 0.8304
1.618 0.8291
1.000 0.8283
0.618 0.8278
HIGH 0.8270
0.618 0.8265
0.500 0.8264
0.382 0.8262
LOW 0.8257
0.618 0.8249
1.000 0.8244
1.618 0.8236
2.618 0.8223
4.250 0.8202
Fisher Pivots for day following 11-Mar-2015
Pivot 1 day 3 day
R1 0.8268 0.8273
PP 0.8266 0.8272
S1 0.8264 0.8271

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

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