CME Japanese Yen Future December 2015


Trading Metrics calculated at close of trading on 23-Apr-2015
Day Change Summary
Previous Current
22-Apr-2015 23-Apr-2015 Change Change % Previous Week
Open 0.8385 0.8368 -0.0017 -0.2% 0.8320
High 0.8398 0.8403 0.0005 0.1% 0.8455
Low 0.8379 0.8367 -0.0012 -0.1% 0.8320
Close 0.8379 0.8403 0.0024 0.3% 0.8455
Range 0.0019 0.0036 0.0017 89.5% 0.0135
ATR 0.0040 0.0039 0.0000 -0.6% 0.0000
Volume 1 3 2 200.0% 32
Daily Pivots for day following 23-Apr-2015
Classic Woodie Camarilla DeMark
R4 0.8499 0.8487 0.8423
R3 0.8463 0.8451 0.8413
R2 0.8427 0.8427 0.8410
R1 0.8415 0.8415 0.8406 0.8421
PP 0.8391 0.8391 0.8391 0.8394
S1 0.8379 0.8379 0.8400 0.8385
S2 0.8355 0.8355 0.8396
S3 0.8319 0.8343 0.8393
S4 0.8283 0.8307 0.8383
Weekly Pivots for week ending 17-Apr-2015
Classic Woodie Camarilla DeMark
R4 0.8815 0.8770 0.8529
R3 0.8680 0.8635 0.8492
R2 0.8545 0.8545 0.8480
R1 0.8500 0.8500 0.8467 0.8523
PP 0.8410 0.8410 0.8410 0.8421
S1 0.8365 0.8365 0.8443 0.8388
S2 0.8275 0.8275 0.8430
S3 0.8140 0.8230 0.8418
S4 0.8005 0.8095 0.8381
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8455 0.8367 0.0088 1.0% 0.0023 0.3% 41% False True 1
10 0.8455 0.8320 0.0135 1.6% 0.0033 0.4% 61% False False 4
20 0.8455 0.8320 0.0135 1.6% 0.0024 0.3% 61% False False 4
40 0.8470 0.8246 0.0224 2.7% 0.0028 0.3% 70% False False 6
60 0.8598 0.8246 0.0352 4.2% 0.0025 0.3% 45% False False 7
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.8556
2.618 0.8497
1.618 0.8461
1.000 0.8439
0.618 0.8425
HIGH 0.8403
0.618 0.8389
0.500 0.8385
0.382 0.8381
LOW 0.8367
0.618 0.8345
1.000 0.8331
1.618 0.8309
2.618 0.8273
4.250 0.8214
Fisher Pivots for day following 23-Apr-2015
Pivot 1 day 3 day
R1 0.8397 0.8397
PP 0.8391 0.8391
S1 0.8385 0.8385

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

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