CME Japanese Yen Future March 2015


Trading Metrics calculated at close of trading on 23-Jan-2015
Day Change Summary
Previous Current
22-Jan-2015 23-Jan-2015 Change Change % Previous Week
Open 0.8483 0.8435 -0.0048 -0.6% 0.8523
High 0.8532 0.8512 -0.0020 -0.2% 0.8558
Low 0.8430 0.8420 -0.0010 -0.1% 0.8417
Close 0.8452 0.8497 0.0045 0.5% 0.8497
Range 0.0102 0.0092 -0.0010 -9.8% 0.0141
ATR 0.0101 0.0100 -0.0001 -0.6% 0.0000
Volume 164,383 171,726 7,343 4.5% 780,933
Daily Pivots for day following 23-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8752 0.8717 0.8548
R3 0.8660 0.8625 0.8522
R2 0.8568 0.8568 0.8514
R1 0.8533 0.8533 0.8505 0.8551
PP 0.8476 0.8476 0.8476 0.8485
S1 0.8441 0.8441 0.8489 0.8459
S2 0.8384 0.8384 0.8480
S3 0.8292 0.8349 0.8472
S4 0.8200 0.8257 0.8446
Weekly Pivots for week ending 23-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8914 0.8846 0.8575
R3 0.8773 0.8705 0.8536
R2 0.8632 0.8632 0.8523
R1 0.8564 0.8564 0.8510 0.8528
PP 0.8491 0.8491 0.8491 0.8472
S1 0.8423 0.8423 0.8484 0.8387
S2 0.8350 0.8350 0.8471
S3 0.8209 0.8282 0.8458
S4 0.8068 0.8141 0.8419
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% 0.0118 1.4% 36% False False 205,663
10 0.8637 0.8347 0.0290 3.4% 0.0114 1.3% 52% False False 236,374
20 0.8637 0.8286 0.0351 4.1% 0.0091 1.1% 60% False False 177,143
40 0.8663 0.8219 0.0444 5.2% 0.0096 1.1% 63% False False 140,969
60 0.9287 0.8219 0.1068 12.6% 0.0093 1.1% 26% False False 94,341
80 0.9513 0.8219 0.1294 15.2% 0.0087 1.0% 21% False False 70,812
100 0.9555 0.8219 0.1336 15.7% 0.0077 0.9% 21% False False 56,673
120 0.9836 0.8219 0.1617 19.0% 0.0065 0.8% 17% False False 47,231
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0024
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.8903
2.618 0.8753
1.618 0.8661
1.000 0.8604
0.618 0.8569
HIGH 0.8512
0.618 0.8477
0.500 0.8466
0.382 0.8455
LOW 0.8420
0.618 0.8363
1.000 0.8328
1.618 0.8271
2.618 0.8179
4.250 0.8029
Fisher Pivots for day following 23-Jan-2015
Pivot 1 day 3 day
R1 0.8487 0.8491
PP 0.8476 0.8485
S1 0.8466 0.8480

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

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