CME Japanese Yen Future March 2016


Trading Metrics calculated at close of trading on 15-Jul-2015
Day Change Summary
Previous Current
14-Jul-2015 15-Jul-2015 Change Change % Previous Week
Open 0.8168 0.8149 -0.0020 -0.2% 0.8208
High 0.8170 0.8149 -0.0021 -0.3% 0.8331
Low 0.8125 0.8110 -0.0015 -0.2% 0.8181
Close 0.8147 0.8122 -0.0025 -0.3% 0.8181
Range 0.0045 0.0039 -0.0007 -14.4% 0.0150
ATR 0.0050 0.0049 -0.0001 -1.6% 0.0000
Volume 3 1 -2 -66.7% 35
Daily Pivots for day following 15-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.8242 0.8220 0.8143
R3 0.8204 0.8182 0.8132
R2 0.8165 0.8165 0.8129
R1 0.8143 0.8143 0.8125 0.8135
PP 0.8127 0.8127 0.8127 0.8123
S1 0.8105 0.8105 0.8118 0.8097
S2 0.8088 0.8088 0.8114
S3 0.8050 0.8066 0.8111
S4 0.8011 0.8028 0.8100
Weekly Pivots for week ending 10-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.8681 0.8581 0.8263
R3 0.8531 0.8431 0.8222
R2 0.8381 0.8381 0.8208
R1 0.8281 0.8281 0.8194 0.8256
PP 0.8231 0.8231 0.8231 0.8218
S1 0.8131 0.8131 0.8167 0.8106
S2 0.8081 0.8081 0.8153
S3 0.7931 0.7981 0.8139
S4 0.7781 0.7831 0.8098
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8326 0.8110 0.0216 2.7% 0.0038 0.5% 5% False True 4
10 0.8331 0.8110 0.0221 2.7% 0.0042 0.5% 5% False True 4
20 0.8331 0.8085 0.0246 3.0% 0.0027 0.3% 15% False False 4
Crabel Price Patterns
NR True
NR4 False
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 0.0003
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8312
2.618 0.8249
1.618 0.8211
1.000 0.8187
0.618 0.8172
HIGH 0.8149
0.618 0.8134
0.500 0.8129
0.382 0.8125
LOW 0.8110
0.618 0.8086
1.000 0.8072
1.618 0.8048
2.618 0.8009
4.250 0.7946
Fisher Pivots for day following 15-Jul-2015
Pivot 1 day 3 day
R1 0.8129 0.8157
PP 0.8127 0.8145
S1 0.8124 0.8133

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

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