CME Japanese Yen Future December 2015


Trading Metrics calculated at close of trading on 12-Mar-2015
Day Change Summary
Previous Current
11-Mar-2015 12-Mar-2015 Change Change % Previous Week
Open 0.8257 0.8258 0.0001 0.0% 0.8378
High 0.8270 0.8300 0.0030 0.4% 0.8396
Low 0.8257 0.8258 0.0001 0.0% 0.8276
Close 0.8270 0.8281 0.0011 0.1% 0.8328
Range 0.0013 0.0042 0.0029 223.1% 0.0120
ATR 0.0039 0.0039 0.0000 0.6% 0.0000
Volume 2 3 1 50.0% 9
Daily Pivots for day following 12-Mar-2015
Classic Woodie Camarilla DeMark
R4 0.8406 0.8385 0.8304
R3 0.8364 0.8343 0.8293
R2 0.8322 0.8322 0.8289
R1 0.8301 0.8301 0.8285 0.8312
PP 0.8280 0.8280 0.8280 0.8285
S1 0.8259 0.8259 0.8277 0.8270
S2 0.8238 0.8238 0.8273
S3 0.8196 0.8217 0.8269
S4 0.8154 0.8175 0.8258
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 0.8328 0.8246 0.0082 1.0% 0.0032 0.4% 43% False False 8
10 0.8417 0.8246 0.0171 2.1% 0.0024 0.3% 20% False False 5
20 0.8492 0.8246 0.0246 3.0% 0.0020 0.2% 14% False False 4
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 0.8479
2.618 0.8410
1.618 0.8368
1.000 0.8342
0.618 0.8326
HIGH 0.8300
0.618 0.8284
0.500 0.8279
0.382 0.8274
LOW 0.8258
0.618 0.8232
1.000 0.8216
1.618 0.8190
2.618 0.8148
4.250 0.8080
Fisher Pivots for day following 12-Mar-2015
Pivot 1 day 3 day
R1 0.8280 0.8278
PP 0.8280 0.8276
S1 0.8279 0.8273

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

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