CME Japanese Yen Future December 2015


Trading Metrics calculated at close of trading on 16-Mar-2015
Day Change Summary
Previous Current
13-Mar-2015 16-Mar-2015 Change Change % Previous Week
Open 0.8280 0.8272 -0.0008 -0.1% 0.8292
High 0.8283 0.8276 -0.0007 -0.1% 0.8300
Low 0.8275 0.8272 -0.0003 0.0% 0.8246
Close 0.8283 0.8276 -0.0007 -0.1% 0.8283
Range 0.0008 0.0004 -0.0004 -50.0% 0.0054
ATR 0.0037 0.0035 -0.0002 -5.0% 0.0000
Volume 6 3 -3 -50.0% 49
Daily Pivots for day following 16-Mar-2015
Classic Woodie Camarilla DeMark
R4 0.8287 0.8285 0.8278
R3 0.8283 0.8281 0.8277
R2 0.8279 0.8279 0.8277
R1 0.8277 0.8277 0.8276 0.8278
PP 0.8275 0.8275 0.8275 0.8275
S1 0.8273 0.8273 0.8276 0.8274
S2 0.8271 0.8271 0.8275
S3 0.8267 0.8269 0.8275
S4 0.8263 0.8265 0.8274
Weekly Pivots for week ending 13-Mar-2015
Classic Woodie Camarilla DeMark
R4 0.8438 0.8415 0.8313
R3 0.8384 0.8361 0.8298
R2 0.8330 0.8330 0.8293
R1 0.8307 0.8307 0.8288 0.8292
PP 0.8276 0.8276 0.8276 0.8269
S1 0.8253 0.8253 0.8278 0.8238
S2 0.8222 0.8222 0.8273
S3 0.8168 0.8199 0.8268
S4 0.8114 0.8145 0.8253
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8300 0.8246 0.0054 0.7% 0.0024 0.3% 56% False False 6
10 0.8396 0.8246 0.0150 1.8% 0.0022 0.3% 20% False False 5
20 0.8492 0.8246 0.0246 3.0% 0.0018 0.2% 12% False False 4
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 0.0001
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8293
2.618 0.8286
1.618 0.8282
1.000 0.8280
0.618 0.8278
HIGH 0.8276
0.618 0.8274
0.500 0.8274
0.382 0.8274
LOW 0.8272
0.618 0.8270
1.000 0.8268
1.618 0.8266
2.618 0.8262
4.250 0.8255
Fisher Pivots for day following 16-Mar-2015
Pivot 1 day 3 day
R1 0.8275 0.8279
PP 0.8275 0.8278
S1 0.8274 0.8277

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

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