CME Japanese Yen Future March 2015


Trading Metrics calculated at close of trading on 02-Feb-2015
Day Change Summary
Previous Current
30-Jan-2015 02-Feb-2015 Change Change % Previous Week
Open 0.8454 0.8539 0.0085 1.0% 0.8502
High 0.8529 0.8549 0.0020 0.2% 0.8535
Low 0.8445 0.8486 0.0041 0.5% 0.8431
Close 0.8514 0.8534 0.0020 0.2% 0.8514
Range 0.0084 0.0063 -0.0021 -25.0% 0.0104
ATR 0.0096 0.0093 -0.0002 -2.4% 0.0000
Volume 175,635 149,463 -26,172 -14.9% 795,586
Daily Pivots for day following 02-Feb-2015
Classic Woodie Camarilla DeMark
R4 0.8712 0.8686 0.8569
R3 0.8649 0.8623 0.8551
R2 0.8586 0.8586 0.8546
R1 0.8560 0.8560 0.8540 0.8542
PP 0.8523 0.8523 0.8523 0.8514
S1 0.8497 0.8497 0.8528 0.8479
S2 0.8460 0.8460 0.8522
S3 0.8397 0.8434 0.8517
S4 0.8334 0.8371 0.8499
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 0.8549 0.8431 0.0118 1.4% 0.0080 0.9% 87% True False 165,228
10 0.8558 0.8417 0.0141 1.7% 0.0094 1.1% 83% False False 172,598
20 0.8637 0.8293 0.0344 4.0% 0.0098 1.2% 70% False False 204,034
40 0.8663 0.8219 0.0444 5.2% 0.0098 1.2% 71% False False 163,905
60 0.8829 0.8219 0.0610 7.1% 0.0091 1.1% 52% False False 110,052
80 0.9513 0.8219 0.1294 15.2% 0.0087 1.0% 24% False False 82,607
100 0.9513 0.8219 0.1294 15.2% 0.0080 0.9% 24% False False 66,123
120 0.9803 0.8219 0.1584 18.6% 0.0069 0.8% 20% False False 55,104
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 0.0021
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 0.8817
2.618 0.8714
1.618 0.8651
1.000 0.8612
0.618 0.8588
HIGH 0.8549
0.618 0.8525
0.500 0.8518
0.382 0.8510
LOW 0.8486
0.618 0.8447
1.000 0.8423
1.618 0.8384
2.618 0.8321
4.250 0.8218
Fisher Pivots for day following 02-Feb-2015
Pivot 1 day 3 day
R1 0.8529 0.8521
PP 0.8523 0.8508
S1 0.8518 0.8495

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

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