CME Japanese Yen Future March 2015


Trading Metrics calculated at close of trading on 24-Dec-2014
Day Change Summary
Previous Current
23-Dec-2014 24-Dec-2014 Change Change % Previous Week
Open 0.8333 0.8289 -0.0044 -0.5% 0.8463
High 0.8337 0.8321 -0.0016 -0.2% 0.8663
Low 0.8282 0.8288 0.0006 0.1% 0.8366
Close 0.8289 0.8308 0.0019 0.2% 0.8373
Range 0.0055 0.0033 -0.0022 -40.0% 0.0297
ATR 0.0098 0.0093 -0.0005 -4.7% 0.0000
Volume 53,103 37,848 -15,255 -28.7% 1,255,143
Daily Pivots for day following 24-Dec-2014
Classic Woodie Camarilla DeMark
R4 0.8405 0.8389 0.8326
R3 0.8372 0.8356 0.8317
R2 0.8339 0.8339 0.8314
R1 0.8323 0.8323 0.8311 0.8331
PP 0.8306 0.8306 0.8306 0.8310
S1 0.8290 0.8290 0.8305 0.8298
S2 0.8273 0.8273 0.8302
S3 0.8240 0.8257 0.8299
S4 0.8207 0.8224 0.8290
Weekly Pivots for week ending 19-Dec-2014
Classic Woodie Camarilla DeMark
R4 0.9358 0.9163 0.8536
R3 0.9061 0.8866 0.8455
R2 0.8764 0.8764 0.8427
R1 0.8569 0.8569 0.8400 0.8518
PP 0.8467 0.8467 0.8467 0.8442
S1 0.8272 0.8272 0.8346 0.8221
S2 0.8170 0.8170 0.8319
S3 0.7873 0.7975 0.8291
S4 0.7576 0.7678 0.8210
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8464 0.8282 0.0182 2.2% 0.0055 0.7% 14% False False 95,106
10 0.8663 0.8282 0.0381 4.6% 0.0098 1.2% 7% False False 180,809
20 0.8663 0.8219 0.0444 5.3% 0.0101 1.2% 20% False False 106,613
40 0.9270 0.8219 0.1051 12.7% 0.0094 1.1% 8% False False 53,884
60 0.9513 0.8219 0.1294 15.6% 0.0085 1.0% 7% False False 35,990
80 0.9555 0.8219 0.1336 16.1% 0.0073 0.9% 7% False False 27,028
100 0.9836 0.8219 0.1617 19.5% 0.0061 0.7% 6% False False 21,627
120 0.9896 0.8219 0.1677 20.2% 0.0051 0.6% 5% False False 18,024
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Narrowest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 0.8461
2.618 0.8407
1.618 0.8374
1.000 0.8354
0.618 0.8341
HIGH 0.8321
0.618 0.8308
0.500 0.8305
0.382 0.8301
LOW 0.8288
0.618 0.8268
1.000 0.8255
1.618 0.8235
2.618 0.8202
4.250 0.8148
Fisher Pivots for day following 24-Dec-2014
Pivot 1 day 3 day
R1 0.8307 0.8335
PP 0.8306 0.8326
S1 0.8305 0.8317

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

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