CME Japanese Yen Future December 2015


Trading Metrics calculated at close of trading on 07-May-2015
Day Change Summary
Previous Current
06-May-2015 07-May-2015 Change Change % Previous Week
Open 0.8412 0.8412 0.0000 0.0% 0.8442
High 0.8412 0.8412 0.0000 0.0% 0.8454
Low 0.8412 0.8379 -0.0033 -0.4% 0.8344
Close 0.8412 0.8379 -0.0033 -0.4% 0.8344
Range 0.0000 0.0033 0.0033 0.0110
ATR 0.0038 0.0037 0.0000 -0.9% 0.0000
Volume 129 129 0 0.0% 37
Daily Pivots for day following 07-May-2015
Classic Woodie Camarilla DeMark
R4 0.8489 0.8467 0.8397
R3 0.8456 0.8434 0.8388
R2 0.8423 0.8423 0.8385
R1 0.8401 0.8401 0.8382 0.8396
PP 0.8390 0.8390 0.8390 0.8387
S1 0.8368 0.8368 0.8376 0.8363
S2 0.8357 0.8357 0.8373
S3 0.8324 0.8335 0.8370
S4 0.8291 0.8302 0.8361
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% 0.0027 0.3% 58% True False 57
10 0.8454 0.8333 0.0121 1.4% 0.0021 0.3% 38% False False 32
20 0.8455 0.8320 0.0135 1.6% 0.0027 0.3% 44% False False 18
40 0.8470 0.8268 0.0202 2.4% 0.0028 0.3% 55% False False 12
60 0.8492 0.8246 0.0246 2.9% 0.0025 0.3% 54% False False 10
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 0.0000
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8552
2.618 0.8498
1.618 0.8465
1.000 0.8445
0.618 0.8432
HIGH 0.8412
0.618 0.8399
0.500 0.8396
0.382 0.8392
LOW 0.8379
0.618 0.8359
1.000 0.8346
1.618 0.8326
2.618 0.8293
4.250 0.8239
Fisher Pivots for day following 07-May-2015
Pivot 1 day 3 day
R1 0.8396 0.8377
PP 0.8390 0.8375
S1 0.8385 0.8373

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

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