CME Japanese Yen Future December 2015


Trading Metrics calculated at close of trading on 19-Mar-2015
Day Change Summary
Previous Current
18-Mar-2015 19-Mar-2015 Change Change % Previous Week
Open 0.8268 0.8394 0.0126 1.5% 0.8292
High 0.8425 0.8394 -0.0031 -0.4% 0.8300
Low 0.8268 0.8305 0.0037 0.4% 0.8246
Close 0.8327 0.8305 -0.0022 -0.3% 0.8283
Range 0.0157 0.0089 -0.0068 -43.3% 0.0054
ATR 0.0041 0.0045 0.0003 8.2% 0.0000
Volume 1 54 53 5,300.0% 49
Daily Pivots for day following 19-Mar-2015
Classic Woodie Camarilla DeMark
R4 0.8602 0.8542 0.8354
R3 0.8513 0.8453 0.8329
R2 0.8424 0.8424 0.8321
R1 0.8364 0.8364 0.8313 0.8350
PP 0.8335 0.8335 0.8335 0.8327
S1 0.8275 0.8275 0.8297 0.8261
S2 0.8246 0.8246 0.8289
S3 0.8157 0.8186 0.8281
S4 0.8068 0.8097 0.8256
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 0.8425 0.8268 0.0157 1.9% 0.0052 0.6% 24% False False 13
10 0.8425 0.8246 0.0179 2.2% 0.0042 0.5% 33% False False 10
20 0.8455 0.8246 0.0209 2.5% 0.0027 0.3% 28% False False 6
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 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8772
2.618 0.8627
1.618 0.8538
1.000 0.8483
0.618 0.8449
HIGH 0.8394
0.618 0.8360
0.500 0.8350
0.382 0.8339
LOW 0.8305
0.618 0.8250
1.000 0.8216
1.618 0.8161
2.618 0.8072
4.250 0.7927
Fisher Pivots for day following 19-Mar-2015
Pivot 1 day 3 day
R1 0.8350 0.8347
PP 0.8335 0.8333
S1 0.8320 0.8319

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

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