CME Japanese Yen Future March 2015


Trading Metrics calculated at close of trading on 21-Jan-2015
Day Change Summary
Previous Current
20-Jan-2015 21-Jan-2015 Change Change % Previous Week
Open 0.8523 0.8430 -0.0093 -1.1% 0.8454
High 0.8558 0.8539 -0.0019 -0.2% 0.8637
Low 0.8417 0.8425 0.0008 0.1% 0.8385
Close 0.8420 0.8483 0.0063 0.7% 0.8517
Range 0.0141 0.0114 -0.0027 -19.1% 0.0252
ATR 0.0100 0.0101 0.0001 1.4% 0.0000
Volume 230,801 214,023 -16,778 -7.3% 1,323,572
Daily Pivots for day following 21-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8824 0.8768 0.8546
R3 0.8710 0.8654 0.8514
R2 0.8596 0.8596 0.8504
R1 0.8540 0.8540 0.8493 0.8568
PP 0.8482 0.8482 0.8482 0.8497
S1 0.8426 0.8426 0.8473 0.8454
S2 0.8368 0.8368 0.8462
S3 0.8254 0.8312 0.8452
S4 0.8140 0.8198 0.8420
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 0.8417 0.0220 2.6% 0.0133 1.6% 30% False False 264,475
10 0.8637 0.8340 0.0297 3.5% 0.0109 1.3% 48% False False 236,656
20 0.8637 0.8282 0.0355 4.2% 0.0086 1.0% 57% False False 166,391
40 0.8663 0.8219 0.0444 5.2% 0.0095 1.1% 59% False False 132,703
60 0.9305 0.8219 0.1086 12.8% 0.0091 1.1% 24% False False 88,745
80 0.9513 0.8219 0.1294 15.3% 0.0086 1.0% 20% False False 66,617
100 0.9663 0.8219 0.1444 17.0% 0.0075 0.9% 18% False False 53,312
120 0.9836 0.8219 0.1617 19.1% 0.0064 0.8% 16% False False 44,430
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9024
2.618 0.8837
1.618 0.8723
1.000 0.8653
0.618 0.8609
HIGH 0.8539
0.618 0.8495
0.500 0.8482
0.382 0.8469
LOW 0.8425
0.618 0.8355
1.000 0.8311
1.618 0.8241
2.618 0.8127
4.250 0.7941
Fisher Pivots for day following 21-Jan-2015
Pivot 1 day 3 day
R1 0.8483 0.8527
PP 0.8482 0.8512
S1 0.8482 0.8498

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

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