CME Japanese Yen Future December 2015


Trading Metrics calculated at close of trading on 20-Mar-2015
Day Change Summary
Previous Current
19-Mar-2015 20-Mar-2015 Change Change % Previous Week
Open 0.8394 0.8302 -0.0092 -1.1% 0.8272
High 0.8394 0.8366 -0.0028 -0.3% 0.8425
Low 0.8305 0.8302 -0.0003 0.0% 0.8268
Close 0.8305 0.8358 0.0053 0.6% 0.8358
Range 0.0089 0.0064 -0.0025 -28.1% 0.0157
ATR 0.0045 0.0046 0.0001 3.0% 0.0000
Volume 54 11 -43 -79.6% 70
Daily Pivots for day following 20-Mar-2015
Classic Woodie Camarilla DeMark
R4 0.8534 0.8510 0.8393
R3 0.8470 0.8446 0.8376
R2 0.8406 0.8406 0.8370
R1 0.8382 0.8382 0.8364 0.8394
PP 0.8342 0.8342 0.8342 0.8348
S1 0.8318 0.8318 0.8352 0.8330
S2 0.8278 0.8278 0.8346
S3 0.8214 0.8254 0.8340
S4 0.8150 0.8190 0.8323
Weekly Pivots for week ending 20-Mar-2015
Classic Woodie Camarilla DeMark
R4 0.8821 0.8747 0.8444
R3 0.8664 0.8590 0.8401
R2 0.8507 0.8507 0.8387
R1 0.8433 0.8433 0.8372 0.8470
PP 0.8350 0.8350 0.8350 0.8369
S1 0.8276 0.8276 0.8344 0.8313
S2 0.8193 0.8193 0.8329
S3 0.8036 0.8119 0.8315
S4 0.7879 0.7962 0.8272
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% 0.0063 0.8% 57% False False 14
10 0.8425 0.8246 0.0179 2.1% 0.0043 0.5% 63% False False 11
20 0.8455 0.8246 0.0209 2.5% 0.0030 0.4% 54% False False 7
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 True
Bull Hook False
Stretch 0.0000
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8638
2.618 0.8534
1.618 0.8470
1.000 0.8430
0.618 0.8406
HIGH 0.8366
0.618 0.8342
0.500 0.8334
0.382 0.8326
LOW 0.8302
0.618 0.8262
1.000 0.8238
1.618 0.8198
2.618 0.8134
4.250 0.8030
Fisher Pivots for day following 20-Mar-2015
Pivot 1 day 3 day
R1 0.8350 0.8354
PP 0.8342 0.8350
S1 0.8334 0.8347

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

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