CME Japanese Yen Future March 2015


Trading Metrics calculated at close of trading on 28-Jan-2015
Day Change Summary
Previous Current
27-Jan-2015 28-Jan-2015 Change Change % Previous Week
Open 0.8448 0.8495 0.0047 0.6% 0.8523
High 0.8527 0.8535 0.0008 0.1% 0.8558
Low 0.8431 0.8460 0.0029 0.3% 0.8417
Close 0.8497 0.8503 0.0006 0.1% 0.8497
Range 0.0096 0.0075 -0.0021 -21.9% 0.0141
ATR 0.0099 0.0098 -0.0002 -1.8% 0.0000
Volume 171,051 155,715 -15,336 -9.0% 780,933
Daily Pivots for day following 28-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8724 0.8689 0.8544
R3 0.8649 0.8614 0.8524
R2 0.8574 0.8574 0.8517
R1 0.8539 0.8539 0.8510 0.8557
PP 0.8499 0.8499 0.8499 0.8508
S1 0.8464 0.8464 0.8496 0.8482
S2 0.8424 0.8424 0.8489
S3 0.8349 0.8389 0.8482
S4 0.8274 0.8314 0.8462
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 0.8535 0.8420 0.0115 1.4% 0.0091 1.1% 72% True False 156,356
10 0.8637 0.8417 0.0220 2.6% 0.0112 1.3% 39% False False 210,416
20 0.8637 0.8286 0.0351 4.1% 0.0099 1.2% 62% False False 193,071
40 0.8663 0.8219 0.0444 5.2% 0.0098 1.1% 64% False False 151,908
60 0.9167 0.8219 0.0948 11.1% 0.0095 1.1% 30% False False 101,765
80 0.9513 0.8219 0.1294 15.2% 0.0087 1.0% 22% False False 76,373
100 0.9534 0.8219 0.1315 15.5% 0.0079 0.9% 22% False False 61,129
120 0.9819 0.8219 0.1600 18.8% 0.0067 0.8% 18% False False 50,945
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0027
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 0.8854
2.618 0.8731
1.618 0.8656
1.000 0.8610
0.618 0.8581
HIGH 0.8535
0.618 0.8506
0.500 0.8498
0.382 0.8489
LOW 0.8460
0.618 0.8414
1.000 0.8385
1.618 0.8339
2.618 0.8264
4.250 0.8141
Fisher Pivots for day following 28-Jan-2015
Pivot 1 day 3 day
R1 0.8501 0.8496
PP 0.8499 0.8490
S1 0.8498 0.8483

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

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