CME Japanese Yen Future December 2015


Trading Metrics calculated at close of trading on 04-May-2015
Day Change Summary
Previous Current
01-May-2015 04-May-2015 Change Change % Previous Week
Open 0.8378 0.8351 -0.0027 -0.3% 0.8442
High 0.8378 0.8367 -0.0011 -0.1% 0.8454
Low 0.8344 0.8349 0.0005 0.1% 0.8344
Close 0.8344 0.8357 0.0013 0.2% 0.8344
Range 0.0034 0.0018 -0.0016 -47.1% 0.0110
ATR 0.0038 0.0037 -0.0001 -2.8% 0.0000
Volume 5 4 -1 -20.0% 37
Daily Pivots for day following 04-May-2015
Classic Woodie Camarilla DeMark
R4 0.8412 0.8402 0.8367
R3 0.8394 0.8384 0.8362
R2 0.8376 0.8376 0.8360
R1 0.8366 0.8366 0.8359 0.8371
PP 0.8358 0.8358 0.8358 0.8360
S1 0.8348 0.8348 0.8355 0.8353
S2 0.8340 0.8340 0.8354
S3 0.8322 0.8330 0.8352
S4 0.8304 0.8312 0.8347
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% 0.0022 0.3% 12% False False 7
10 0.8454 0.8344 0.0110 1.3% 0.0020 0.2% 12% False False 5
20 0.8455 0.8320 0.0135 1.6% 0.0023 0.3% 27% False False 5
40 0.8470 0.8246 0.0224 2.7% 0.0028 0.3% 50% False False 6
60 0.8492 0.8246 0.0246 2.9% 0.0025 0.3% 45% False False 6
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
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 0.8444
2.618 0.8414
1.618 0.8396
1.000 0.8385
0.618 0.8378
HIGH 0.8367
0.618 0.8360
0.500 0.8358
0.382 0.8356
LOW 0.8349
0.618 0.8338
1.000 0.8331
1.618 0.8320
2.618 0.8302
4.250 0.8273
Fisher Pivots for day following 04-May-2015
Pivot 1 day 3 day
R1 0.8358 0.8375
PP 0.8358 0.8369
S1 0.8357 0.8363

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

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