CME Japanese Yen Future December 2015


Trading Metrics calculated at close of trading on 16-Apr-2015
Day Change Summary
Previous Current
15-Apr-2015 16-Apr-2015 Change Change % Previous Week
Open 0.8395 0.8431 0.0036 0.4% 0.8426
High 0.8453 0.8450 -0.0003 0.0% 0.8438
Low 0.8395 0.8431 0.0036 0.4% 0.8323
Close 0.8447 0.8450 0.0003 0.0% 0.8359
Range 0.0058 0.0019 -0.0039 -67.2% 0.0115
ATR 0.0045 0.0043 -0.0002 -4.1% 0.0000
Volume 12 16 4 33.3% 21
Daily Pivots for day following 16-Apr-2015
Classic Woodie Camarilla DeMark
R4 0.8501 0.8494 0.8460
R3 0.8482 0.8475 0.8455
R2 0.8463 0.8463 0.8453
R1 0.8456 0.8456 0.8452 0.8460
PP 0.8444 0.8444 0.8444 0.8445
S1 0.8437 0.8437 0.8448 0.8441
S2 0.8425 0.8425 0.8447
S3 0.8406 0.8418 0.8445
S4 0.8387 0.8399 0.8440
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% 0.0043 0.5% 98% False False 7
10 0.8453 0.8320 0.0133 1.6% 0.0025 0.3% 98% False False 5
20 0.8470 0.8302 0.0168 2.0% 0.0026 0.3% 88% False False 6
40 0.8470 0.8246 0.0224 2.7% 0.0026 0.3% 91% False False 6
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8531
2.618 0.8500
1.618 0.8481
1.000 0.8469
0.618 0.8462
HIGH 0.8450
0.618 0.8443
0.500 0.8441
0.382 0.8438
LOW 0.8431
0.618 0.8419
1.000 0.8412
1.618 0.8400
2.618 0.8381
4.250 0.8350
Fisher Pivots for day following 16-Apr-2015
Pivot 1 day 3 day
R1 0.8447 0.8436
PP 0.8444 0.8422
S1 0.8441 0.8408

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

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