CME Japanese Yen Future December 2015


Trading Metrics calculated at close of trading on 19-May-2015
Day Change Summary
Previous Current
18-May-2015 19-May-2015 Change Change % Previous Week
Open 0.8381 0.8360 -0.0021 -0.3% 0.8363
High 0.8381 0.8360 -0.0021 -0.3% 0.8434
Low 0.8360 0.8310 -0.0050 -0.6% 0.8356
Close 0.8360 0.8310 -0.0050 -0.6% 0.8413
Range 0.0021 0.0050 0.0029 138.1% 0.0078
ATR 0.0035 0.0036 0.0001 3.0% 0.0000
Volume 1 1 0 0.0% 89
Daily Pivots for day following 19-May-2015
Classic Woodie Camarilla DeMark
R4 0.8477 0.8443 0.8338
R3 0.8427 0.8393 0.8324
R2 0.8377 0.8377 0.8319
R1 0.8343 0.8343 0.8315 0.8335
PP 0.8327 0.8327 0.8327 0.8323
S1 0.8293 0.8293 0.8305 0.8285
S2 0.8277 0.8277 0.8301
S3 0.8227 0.8243 0.8296
S4 0.8177 0.8193 0.8283
Weekly Pivots for week ending 15-May-2015
Classic Woodie Camarilla DeMark
R4 0.8635 0.8602 0.8456
R3 0.8557 0.8524 0.8434
R2 0.8479 0.8479 0.8427
R1 0.8446 0.8446 0.8420 0.8463
PP 0.8401 0.8401 0.8401 0.8409
S1 0.8368 0.8368 0.8406 0.8385
S2 0.8323 0.8323 0.8399
S3 0.8245 0.8290 0.8392
S4 0.8167 0.8212 0.8370
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8434 0.8310 0.0124 1.5% 0.0034 0.4% 0% False True 5
10 0.8434 0.8310 0.0124 1.5% 0.0024 0.3% 0% False True 35
20 0.8454 0.8310 0.0144 1.7% 0.0024 0.3% 0% False True 20
40 0.8470 0.8310 0.0160 1.9% 0.0023 0.3% 0% False True 12
60 0.8470 0.8246 0.0224 2.7% 0.0026 0.3% 29% False False 11
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 24 trading days
Fibonacci Retracements and Extensions
4.250 0.8573
2.618 0.8491
1.618 0.8441
1.000 0.8410
0.618 0.8391
HIGH 0.8360
0.618 0.8341
0.500 0.8335
0.382 0.8329
LOW 0.8310
0.618 0.8279
1.000 0.8260
1.618 0.8229
2.618 0.8179
4.250 0.8098
Fisher Pivots for day following 19-May-2015
Pivot 1 day 3 day
R1 0.8335 0.8362
PP 0.8327 0.8344
S1 0.8318 0.8327

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

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