CME Japanese Yen Future December 2015


Trading Metrics calculated at close of trading on 30-Mar-2015
Day Change Summary
Previous Current
27-Mar-2015 30-Mar-2015 Change Change % Previous Week
Open 0.8432 0.8393 -0.0039 -0.5% 0.8390
High 0.8446 0.8393 -0.0053 -0.6% 0.8470
Low 0.8432 0.8358 -0.0074 -0.9% 0.8384
Close 0.8433 0.8358 -0.0075 -0.9% 0.8433
Range 0.0014 0.0035 0.0021 150.0% 0.0086
ATR 0.0043 0.0045 0.0002 5.3% 0.0000
Volume 7 11 4 57.1% 34
Daily Pivots for day following 30-Mar-2015
Classic Woodie Camarilla DeMark
R4 0.8475 0.8451 0.8377
R3 0.8440 0.8416 0.8368
R2 0.8405 0.8405 0.8364
R1 0.8381 0.8381 0.8361 0.8376
PP 0.8370 0.8370 0.8370 0.8367
S1 0.8346 0.8346 0.8355 0.8341
S2 0.8335 0.8335 0.8352
S3 0.8300 0.8311 0.8348
S4 0.8265 0.8276 0.8339
Weekly Pivots for week ending 27-Mar-2015
Classic Woodie Camarilla DeMark
R4 0.8687 0.8646 0.8480
R3 0.8601 0.8560 0.8457
R2 0.8515 0.8515 0.8449
R1 0.8474 0.8474 0.8441 0.8495
PP 0.8429 0.8429 0.8429 0.8439
S1 0.8388 0.8388 0.8425 0.8409
S2 0.8343 0.8343 0.8417
S3 0.8257 0.8302 0.8409
S4 0.8171 0.8216 0.8386
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8470 0.8358 0.0112 1.3% 0.0025 0.3% 0% False True 4
10 0.8470 0.8268 0.0202 2.4% 0.0045 0.5% 45% False False 11
20 0.8470 0.8246 0.0224 2.7% 0.0033 0.4% 50% False False 8
40 0.8598 0.8246 0.0352 4.2% 0.0026 0.3% 32% False False 8
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 0.0003
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8542
2.618 0.8485
1.618 0.8450
1.000 0.8428
0.618 0.8415
HIGH 0.8393
0.618 0.8380
0.500 0.8376
0.382 0.8371
LOW 0.8358
0.618 0.8336
1.000 0.8323
1.618 0.8301
2.618 0.8266
4.250 0.8209
Fisher Pivots for day following 30-Mar-2015
Pivot 1 day 3 day
R1 0.8376 0.8414
PP 0.8370 0.8395
S1 0.8364 0.8377

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

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