CME Japanese Yen Future March 2015


Trading Metrics calculated at close of trading on 16-Jan-2015
Day Change Summary
Previous Current
15-Jan-2015 16-Jan-2015 Change Change % Previous Week
Open 0.8533 0.8611 0.0078 0.9% 0.8454
High 0.8615 0.8637 0.0022 0.3% 0.8637
Low 0.8483 0.8497 0.0014 0.2% 0.8385
Close 0.8587 0.8517 -0.0070 -0.8% 0.8517
Range 0.0132 0.0140 0.0008 6.1% 0.0252
ATR 0.0093 0.0096 0.0003 3.6% 0.0000
Volume 307,899 247,386 -60,513 -19.7% 1,323,572
Daily Pivots for day following 16-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8970 0.8884 0.8594
R3 0.8830 0.8744 0.8556
R2 0.8690 0.8690 0.8543
R1 0.8604 0.8604 0.8530 0.8577
PP 0.8550 0.8550 0.8550 0.8537
S1 0.8464 0.8464 0.8504 0.8437
S2 0.8410 0.8410 0.8491
S3 0.8270 0.8324 0.8479
S4 0.8130 0.8184 0.8440
Weekly Pivots for week ending 16-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.9269 0.9145 0.8656
R3 0.9017 0.8893 0.8586
R2 0.8765 0.8765 0.8563
R1 0.8641 0.8641 0.8540 0.8703
PP 0.8513 0.8513 0.8513 0.8544
S1 0.8389 0.8389 0.8494 0.8451
S2 0.8261 0.8261 0.8471
S3 0.8009 0.8137 0.8448
S4 0.7757 0.7885 0.8378
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8637 0.8385 0.0252 3.0% 0.0118 1.4% 52% True False 264,714
10 0.8637 0.8293 0.0344 4.0% 0.0103 1.2% 65% True False 235,470
20 0.8637 0.8282 0.0355 4.2% 0.0080 0.9% 66% True False 159,981
40 0.8663 0.8219 0.0444 5.2% 0.0093 1.1% 67% False False 121,666
60 0.9378 0.8219 0.1159 13.6% 0.0089 1.0% 26% False False 81,333
80 0.9513 0.8219 0.1294 15.2% 0.0084 1.0% 23% False False 61,059
100 0.9663 0.8219 0.1444 17.0% 0.0073 0.9% 21% False False 48,864
120 0.9836 0.8219 0.1617 19.0% 0.0062 0.7% 18% False False 40,723
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 0.0018
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 0.9232
2.618 0.9004
1.618 0.8864
1.000 0.8777
0.618 0.8724
HIGH 0.8637
0.618 0.8584
0.500 0.8567
0.382 0.8550
LOW 0.8497
0.618 0.8410
1.000 0.8357
1.618 0.8270
2.618 0.8130
4.250 0.7902
Fisher Pivots for day following 16-Jan-2015
Pivot 1 day 3 day
R1 0.8567 0.8560
PP 0.8550 0.8545
S1 0.8534 0.8531

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

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