CME Japanese Yen Future March 2015


Trading Metrics calculated at close of trading on 29-Jan-2015
Day Change Summary
Previous Current
28-Jan-2015 29-Jan-2015 Change Change % Previous Week
Open 0.8495 0.8514 0.0019 0.2% 0.8523
High 0.8535 0.8523 -0.0012 -0.1% 0.8558
Low 0.8460 0.8440 -0.0020 -0.2% 0.8417
Close 0.8503 0.8451 -0.0052 -0.6% 0.8497
Range 0.0075 0.0083 0.0008 10.7% 0.0141
ATR 0.0098 0.0097 -0.0001 -1.1% 0.0000
Volume 155,715 174,276 18,561 11.9% 780,933
Daily Pivots for day following 29-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8720 0.8669 0.8497
R3 0.8637 0.8586 0.8474
R2 0.8554 0.8554 0.8466
R1 0.8503 0.8503 0.8459 0.8487
PP 0.8471 0.8471 0.8471 0.8464
S1 0.8420 0.8420 0.8443 0.8404
S2 0.8388 0.8388 0.8436
S3 0.8305 0.8337 0.8428
S4 0.8222 0.8254 0.8405
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% 0.0087 1.0% 27% False False 158,335
10 0.8637 0.8417 0.0220 2.6% 0.0107 1.3% 15% False False 195,616
20 0.8637 0.8286 0.0351 4.2% 0.0097 1.1% 47% False False 195,370
40 0.8663 0.8219 0.0444 5.3% 0.0098 1.2% 52% False False 156,156
60 0.8893 0.8219 0.0674 8.0% 0.0092 1.1% 34% False False 104,663
80 0.9513 0.8219 0.1294 15.3% 0.0087 1.0% 18% False False 78,547
100 0.9513 0.8219 0.1294 15.3% 0.0079 0.9% 18% False False 62,872
120 0.9819 0.8219 0.1600 18.9% 0.0068 0.8% 15% False False 52,396
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0027
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8876
2.618 0.8740
1.618 0.8657
1.000 0.8606
0.618 0.8574
HIGH 0.8523
0.618 0.8491
0.500 0.8482
0.382 0.8472
LOW 0.8440
0.618 0.8389
1.000 0.8357
1.618 0.8306
2.618 0.8223
4.250 0.8087
Fisher Pivots for day following 29-Jan-2015
Pivot 1 day 3 day
R1 0.8482 0.8483
PP 0.8471 0.8472
S1 0.8461 0.8462

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

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