CME Japanese Yen Future March 2015


Trading Metrics calculated at close of trading on 30-Jan-2015
Day Change Summary
Previous Current
29-Jan-2015 30-Jan-2015 Change Change % Previous Week
Open 0.8514 0.8454 -0.0060 -0.7% 0.8502
High 0.8523 0.8529 0.0006 0.1% 0.8535
Low 0.8440 0.8445 0.0005 0.1% 0.8431
Close 0.8451 0.8514 0.0063 0.7% 0.8514
Range 0.0083 0.0084 0.0001 1.2% 0.0104
ATR 0.0097 0.0096 -0.0001 -0.9% 0.0000
Volume 174,276 175,635 1,359 0.8% 795,586
Daily Pivots for day following 30-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8748 0.8715 0.8560
R3 0.8664 0.8631 0.8537
R2 0.8580 0.8580 0.8529
R1 0.8547 0.8547 0.8522 0.8564
PP 0.8496 0.8496 0.8496 0.8504
S1 0.8463 0.8463 0.8506 0.8480
S2 0.8412 0.8412 0.8499
S3 0.8328 0.8379 0.8491
S4 0.8244 0.8295 0.8468
Weekly Pivots for week ending 30-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8805 0.8764 0.8571
R3 0.8701 0.8660 0.8543
R2 0.8597 0.8597 0.8533
R1 0.8556 0.8556 0.8524 0.8577
PP 0.8493 0.8493 0.8493 0.8504
S1 0.8452 0.8452 0.8504 0.8473
S2 0.8389 0.8389 0.8495
S3 0.8285 0.8348 0.8485
S4 0.8181 0.8244 0.8457
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8535 0.8431 0.0104 1.2% 0.0086 1.0% 80% False False 159,117
10 0.8637 0.8417 0.0220 2.6% 0.0102 1.2% 44% False False 182,390
20 0.8637 0.8286 0.0351 4.1% 0.0098 1.2% 65% False False 201,633
40 0.8663 0.8219 0.0444 5.2% 0.0098 1.1% 66% False False 160,357
60 0.8844 0.8219 0.0625 7.3% 0.0091 1.1% 47% False False 107,573
80 0.9513 0.8219 0.1294 15.2% 0.0087 1.0% 23% False False 80,741
100 0.9513 0.8219 0.1294 15.2% 0.0080 0.9% 23% False False 64,628
120 0.9805 0.8219 0.1586 18.6% 0.0069 0.8% 19% False False 53,859
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 True
Bear Hook False
Bull Hook False
Stretch 0.0023
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8886
2.618 0.8749
1.618 0.8665
1.000 0.8613
0.618 0.8581
HIGH 0.8529
0.618 0.8497
0.500 0.8487
0.382 0.8477
LOW 0.8445
0.618 0.8393
1.000 0.8361
1.618 0.8309
2.618 0.8225
4.250 0.8088
Fisher Pivots for day following 30-Jan-2015
Pivot 1 day 3 day
R1 0.8505 0.8505
PP 0.8496 0.8496
S1 0.8487 0.8488

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

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