CME Japanese Yen Future December 2015


Trading Metrics calculated at close of trading on 15-Apr-2015
Day Change Summary
Previous Current
14-Apr-2015 15-Apr-2015 Change Change % Previous Week
Open 0.8363 0.8395 0.0032 0.4% 0.8426
High 0.8425 0.8453 0.0028 0.3% 0.8438
Low 0.8363 0.8395 0.0032 0.4% 0.8323
Close 0.8415 0.8447 0.0032 0.4% 0.8359
Range 0.0062 0.0058 -0.0004 -6.5% 0.0115
ATR 0.0044 0.0045 0.0001 2.3% 0.0000
Volume 2 12 10 500.0% 21
Daily Pivots for day following 15-Apr-2015
Classic Woodie Camarilla DeMark
R4 0.8606 0.8584 0.8479
R3 0.8548 0.8526 0.8463
R2 0.8490 0.8490 0.8458
R1 0.8468 0.8468 0.8452 0.8479
PP 0.8432 0.8432 0.8432 0.8437
S1 0.8410 0.8410 0.8442 0.8421
S2 0.8374 0.8374 0.8436
S3 0.8316 0.8352 0.8431
S4 0.8258 0.8294 0.8415
Weekly Pivots for week ending 10-Apr-2015
Classic Woodie Camarilla DeMark
R4 0.8718 0.8654 0.8422
R3 0.8603 0.8539 0.8391
R2 0.8488 0.8488 0.8380
R1 0.8424 0.8424 0.8370 0.8399
PP 0.8373 0.8373 0.8373 0.8361
S1 0.8309 0.8309 0.8348 0.8284
S2 0.8258 0.8258 0.8338
S3 0.8143 0.8194 0.8327
S4 0.8028 0.8079 0.8296
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8453 0.8320 0.0133 1.6% 0.0040 0.5% 95% True False 5
10 0.8453 0.8320 0.0133 1.6% 0.0023 0.3% 95% True False 3
20 0.8470 0.8302 0.0168 2.0% 0.0029 0.3% 86% False False 7
40 0.8470 0.8246 0.0224 2.7% 0.0026 0.3% 90% False False 6
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 False
Bull Hook False
Stretch 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8700
2.618 0.8605
1.618 0.8547
1.000 0.8511
0.618 0.8489
HIGH 0.8453
0.618 0.8431
0.500 0.8424
0.382 0.8417
LOW 0.8395
0.618 0.8359
1.000 0.8337
1.618 0.8301
2.618 0.8243
4.250 0.8149
Fisher Pivots for day following 15-Apr-2015
Pivot 1 day 3 day
R1 0.8439 0.8427
PP 0.8432 0.8407
S1 0.8424 0.8387

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

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