CME Japanese Yen Future December 2015


Trading Metrics calculated at close of trading on 01-May-2015
Day Change Summary
Previous Current
30-Apr-2015 01-May-2015 Change Change % Previous Week
Open 0.8406 0.8378 -0.0028 -0.3% 0.8442
High 0.8406 0.8378 -0.0028 -0.3% 0.8454
Low 0.8406 0.8344 -0.0062 -0.7% 0.8344
Close 0.8406 0.8344 -0.0062 -0.7% 0.8344
Range 0.0000 0.0034 0.0034 0.0110
ATR 0.0036 0.0038 0.0002 5.0% 0.0000
Volume 5 5 0 0.0% 37
Daily Pivots for day following 01-May-2015
Classic Woodie Camarilla DeMark
R4 0.8457 0.8435 0.8363
R3 0.8423 0.8401 0.8353
R2 0.8389 0.8389 0.8350
R1 0.8367 0.8367 0.8347 0.8361
PP 0.8355 0.8355 0.8355 0.8353
S1 0.8333 0.8333 0.8341 0.8327
S2 0.8321 0.8321 0.8338
S3 0.8287 0.8299 0.8335
S4 0.8253 0.8265 0.8325
Weekly Pivots for week ending 01-May-2015
Classic Woodie Camarilla DeMark
R4 0.8711 0.8637 0.8405
R3 0.8601 0.8527 0.8374
R2 0.8491 0.8491 0.8364
R1 0.8417 0.8417 0.8354 0.8399
PP 0.8381 0.8381 0.8381 0.8372
S1 0.8307 0.8307 0.8334 0.8289
S2 0.8271 0.8271 0.8324
S3 0.8161 0.8197 0.8314
S4 0.8051 0.8087 0.8284
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8454 0.8344 0.0110 1.3% 0.0021 0.2% 0% False True 7
10 0.8454 0.8344 0.0110 1.3% 0.0020 0.2% 0% False True 4
20 0.8455 0.8320 0.0135 1.6% 0.0024 0.3% 18% False False 5
40 0.8470 0.8246 0.0224 2.7% 0.0028 0.3% 44% False False 6
60 0.8492 0.8246 0.0246 2.9% 0.0025 0.3% 40% False False 6
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8523
2.618 0.8467
1.618 0.8433
1.000 0.8412
0.618 0.8399
HIGH 0.8378
0.618 0.8365
0.500 0.8361
0.382 0.8357
LOW 0.8344
0.618 0.8323
1.000 0.8310
1.618 0.8289
2.618 0.8255
4.250 0.8200
Fisher Pivots for day following 01-May-2015
Pivot 1 day 3 day
R1 0.8361 0.8399
PP 0.8355 0.8381
S1 0.8350 0.8362

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

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