CME Japanese Yen Future December 2015


Trading Metrics calculated at close of trading on 29-Apr-2015
Day Change Summary
Previous Current
28-Apr-2015 29-Apr-2015 Change Change % Previous Week
Open 0.8428 0.8411 -0.0017 -0.2% 0.8433
High 0.8445 0.8454 0.0009 0.1% 0.8446
Low 0.8428 0.8411 -0.0017 -0.2% 0.8367
Close 0.8445 0.8437 -0.0008 -0.1% 0.8446
Range 0.0017 0.0043 0.0026 152.9% 0.0079
ATR 0.0036 0.0037 0.0000 1.3% 0.0000
Volume 20 5 -15 -75.0% 11
Daily Pivots for day following 29-Apr-2015
Classic Woodie Camarilla DeMark
R4 0.8563 0.8543 0.8461
R3 0.8520 0.8500 0.8449
R2 0.8477 0.8477 0.8445
R1 0.8457 0.8457 0.8441 0.8467
PP 0.8434 0.8434 0.8434 0.8439
S1 0.8414 0.8414 0.8433 0.8424
S2 0.8391 0.8391 0.8429
S3 0.8348 0.8371 0.8425
S4 0.8305 0.8328 0.8413
Weekly Pivots for week ending 24-Apr-2015
Classic Woodie Camarilla DeMark
R4 0.8657 0.8630 0.8489
R3 0.8578 0.8551 0.8468
R2 0.8499 0.8499 0.8460
R1 0.8472 0.8472 0.8453 0.8486
PP 0.8420 0.8420 0.8420 0.8426
S1 0.8393 0.8393 0.8439 0.8407
S2 0.8341 0.8341 0.8432
S3 0.8262 0.8314 0.8424
S4 0.8183 0.8235 0.8403
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8454 0.8367 0.0087 1.0% 0.0023 0.3% 80% True False 6
10 0.8455 0.8367 0.0088 1.0% 0.0022 0.3% 80% False False 5
20 0.8455 0.8320 0.0135 1.6% 0.0022 0.3% 87% False False 4
40 0.8470 0.8246 0.0224 2.7% 0.0029 0.3% 85% False False 6
60 0.8565 0.8246 0.0319 3.8% 0.0025 0.3% 60% False False 6
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.8637
2.618 0.8567
1.618 0.8524
1.000 0.8497
0.618 0.8481
HIGH 0.8454
0.618 0.8438
0.500 0.8433
0.382 0.8427
LOW 0.8411
0.618 0.8384
1.000 0.8368
1.618 0.8341
2.618 0.8298
4.250 0.8228
Fisher Pivots for day following 29-Apr-2015
Pivot 1 day 3 day
R1 0.8436 0.8436
PP 0.8434 0.8434
S1 0.8433 0.8433

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

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