CME Japanese Yen Future December 2015


Trading Metrics calculated at close of trading on 06-May-2015
Day Change Summary
Previous Current
05-May-2015 06-May-2015 Change Change % Previous Week
Open 0.8333 0.8412 0.0079 0.9% 0.8442
High 0.8381 0.8412 0.0031 0.4% 0.8454
Low 0.8333 0.8412 0.0079 0.9% 0.8344
Close 0.8375 0.8412 0.0037 0.4% 0.8344
Range 0.0048 0.0000 -0.0048 -100.0% 0.0110
ATR 0.0038 0.0038 0.0000 -0.2% 0.0000
Volume 19 129 110 578.9% 37
Daily Pivots for day following 06-May-2015
Classic Woodie Camarilla DeMark
R4 0.8412 0.8412 0.8412
R3 0.8412 0.8412 0.8412
R2 0.8412 0.8412 0.8412
R1 0.8412 0.8412 0.8412 0.8412
PP 0.8412 0.8412 0.8412 0.8412
S1 0.8412 0.8412 0.8412 0.8412
S2 0.8412 0.8412 0.8412
S3 0.8412 0.8412 0.8412
S4 0.8412 0.8412 0.8412
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 0.8412 0.8333 0.0079 0.9% 0.0020 0.2% 100% True False 32
10 0.8454 0.8333 0.0121 1.4% 0.0022 0.3% 65% False False 19
20 0.8455 0.8320 0.0135 1.6% 0.0026 0.3% 68% False False 12
40 0.8470 0.8258 0.0212 2.5% 0.0028 0.3% 73% False False 9
60 0.8492 0.8246 0.0246 2.9% 0.0025 0.3% 67% False False 8
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 0.0000
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8412
2.618 0.8412
1.618 0.8412
1.000 0.8412
0.618 0.8412
HIGH 0.8412
0.618 0.8412
0.500 0.8412
0.382 0.8412
LOW 0.8412
0.618 0.8412
1.000 0.8412
1.618 0.8412
2.618 0.8412
4.250 0.8412
Fisher Pivots for day following 06-May-2015
Pivot 1 day 3 day
R1 0.8412 0.8399
PP 0.8412 0.8386
S1 0.8412 0.8373

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

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