CME Japanese Yen Future December 2015


Trading Metrics calculated at close of trading on 31-Mar-2015
Day Change Summary
Previous Current
30-Mar-2015 31-Mar-2015 Change Change % Previous Week
Open 0.8393 0.8366 -0.0027 -0.3% 0.8390
High 0.8393 0.8376 -0.0017 -0.2% 0.8470
Low 0.8358 0.8361 0.0003 0.0% 0.8384
Close 0.8358 0.8376 0.0018 0.2% 0.8433
Range 0.0035 0.0015 -0.0020 -57.1% 0.0086
ATR 0.0045 0.0043 -0.0002 -4.3% 0.0000
Volume 11 7 -4 -36.4% 34
Daily Pivots for day following 31-Mar-2015
Classic Woodie Camarilla DeMark
R4 0.8416 0.8411 0.8384
R3 0.8401 0.8396 0.8380
R2 0.8386 0.8386 0.8379
R1 0.8381 0.8381 0.8377 0.8384
PP 0.8371 0.8371 0.8371 0.8372
S1 0.8366 0.8366 0.8375 0.8369
S2 0.8356 0.8356 0.8373
S3 0.8341 0.8351 0.8372
S4 0.8326 0.8336 0.8368
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% 0.0022 0.3% 16% False False 5
10 0.8470 0.8268 0.0202 2.4% 0.0047 0.6% 53% False False 11
20 0.8470 0.8246 0.0224 2.7% 0.0033 0.4% 58% False False 8
40 0.8598 0.8246 0.0352 4.2% 0.0026 0.3% 37% False False 7
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 0.0003
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8440
2.618 0.8415
1.618 0.8400
1.000 0.8391
0.618 0.8385
HIGH 0.8376
0.618 0.8370
0.500 0.8369
0.382 0.8367
LOW 0.8361
0.618 0.8352
1.000 0.8346
1.618 0.8337
2.618 0.8322
4.250 0.8297
Fisher Pivots for day following 31-Mar-2015
Pivot 1 day 3 day
R1 0.8374 0.8402
PP 0.8371 0.8393
S1 0.8369 0.8385

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

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