CME Japanese Yen Future March 2015


Trading Metrics calculated at close of trading on 14-Jan-2015
Day Change Summary
Previous Current
13-Jan-2015 14-Jan-2015 Change Change % Previous Week
Open 0.8451 0.8487 0.0036 0.4% 0.8305
High 0.8513 0.8620 0.0107 1.3% 0.8476
Low 0.8418 0.8482 0.0064 0.8% 0.8293
Close 0.8500 0.8533 0.0033 0.4% 0.8439
Range 0.0095 0.0138 0.0043 45.3% 0.0183
ATR 0.0086 0.0090 0.0004 4.3% 0.0000
Volume 256,622 322,268 65,646 25.6% 1,031,134
Daily Pivots for day following 14-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8959 0.8884 0.8609
R3 0.8821 0.8746 0.8571
R2 0.8683 0.8683 0.8558
R1 0.8608 0.8608 0.8546 0.8646
PP 0.8545 0.8545 0.8545 0.8564
S1 0.8470 0.8470 0.8520 0.8508
S2 0.8407 0.8407 0.8508
S3 0.8269 0.8332 0.8495
S4 0.8131 0.8194 0.8457
Weekly Pivots for week ending 09-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8952 0.8878 0.8540
R3 0.8769 0.8695 0.8489
R2 0.8586 0.8586 0.8473
R1 0.8512 0.8512 0.8456 0.8549
PP 0.8403 0.8403 0.8403 0.8421
S1 0.8329 0.8329 0.8422 0.8366
S2 0.8220 0.8220 0.8405
S3 0.8037 0.8146 0.8389
S4 0.7854 0.7963 0.8338
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8620 0.8340 0.0280 3.3% 0.0096 1.1% 69% True False 234,562
10 0.8620 0.8286 0.0334 3.9% 0.0087 1.0% 74% True False 195,124
20 0.8663 0.8282 0.0381 4.5% 0.0085 1.0% 66% False False 165,335
40 0.8670 0.8219 0.0451 5.3% 0.0090 1.1% 70% False False 107,870
60 0.9418 0.8219 0.1199 14.1% 0.0086 1.0% 26% False False 72,093
80 0.9513 0.8219 0.1294 15.2% 0.0081 1.0% 24% False False 54,119
100 0.9663 0.8219 0.1444 16.9% 0.0070 0.8% 22% False False 43,311
120 0.9843 0.8219 0.1624 19.0% 0.0060 0.7% 19% False False 36,096
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 0.0012
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 0.9207
2.618 0.8981
1.618 0.8843
1.000 0.8758
0.618 0.8705
HIGH 0.8620
0.618 0.8567
0.500 0.8551
0.382 0.8535
LOW 0.8482
0.618 0.8397
1.000 0.8344
1.618 0.8259
2.618 0.8121
4.250 0.7896
Fisher Pivots for day following 14-Jan-2015
Pivot 1 day 3 day
R1 0.8551 0.8523
PP 0.8545 0.8513
S1 0.8539 0.8503

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

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