CME Japanese Yen Future March 2015


Trading Metrics calculated at close of trading on 13-Feb-2015
Day Change Summary
Previous Current
12-Feb-2015 13-Feb-2015 Change Change % Previous Week
Open 0.8313 0.8397 0.0084 1.0% 0.8400
High 0.8441 0.8447 0.0006 0.1% 0.8454
Low 0.8310 0.8391 0.0081 1.0% 0.8302
Close 0.8414 0.8420 0.0006 0.1% 0.8420
Range 0.0131 0.0056 -0.0075 -57.3% 0.0152
ATR 0.0091 0.0089 -0.0003 -2.7% 0.0000
Volume 252,845 110,037 -142,808 -56.5% 767,518
Daily Pivots for day following 13-Feb-2015
Classic Woodie Camarilla DeMark
R4 0.8587 0.8560 0.8451
R3 0.8531 0.8504 0.8435
R2 0.8475 0.8475 0.8430
R1 0.8448 0.8448 0.8425 0.8462
PP 0.8419 0.8419 0.8419 0.8426
S1 0.8392 0.8392 0.8415 0.8406
S2 0.8363 0.8363 0.8410
S3 0.8307 0.8336 0.8405
S4 0.8251 0.8280 0.8389
Weekly Pivots for week ending 13-Feb-2015
Classic Woodie Camarilla DeMark
R4 0.8848 0.8786 0.8504
R3 0.8696 0.8634 0.8462
R2 0.8544 0.8544 0.8448
R1 0.8482 0.8482 0.8434 0.8513
PP 0.8392 0.8392 0.8392 0.8408
S1 0.8330 0.8330 0.8406 0.8361
S2 0.8240 0.8240 0.8392
S3 0.8088 0.8178 0.8378
S4 0.7936 0.8026 0.8336
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8454 0.8302 0.0152 1.8% 0.0083 1.0% 78% False False 153,503
10 0.8561 0.8302 0.0259 3.1% 0.0080 0.9% 46% False False 154,284
20 0.8637 0.8302 0.0335 4.0% 0.0091 1.1% 35% False False 168,337
40 0.8637 0.8282 0.0355 4.2% 0.0087 1.0% 39% False False 164,714
60 0.8663 0.8219 0.0444 5.3% 0.0091 1.1% 45% False False 133,132
80 0.9418 0.8219 0.1199 14.2% 0.0088 1.1% 17% False False 100,001
100 0.9513 0.8219 0.1294 15.4% 0.0084 1.0% 16% False False 80,041
120 0.9663 0.8219 0.1444 17.1% 0.0074 0.9% 14% False False 66,714
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.0013
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8685
2.618 0.8594
1.618 0.8538
1.000 0.8503
0.618 0.8482
HIGH 0.8447
0.618 0.8426
0.500 0.8419
0.382 0.8412
LOW 0.8391
0.618 0.8356
1.000 0.8335
1.618 0.8300
2.618 0.8244
4.250 0.8153
Fisher Pivots for day following 13-Feb-2015
Pivot 1 day 3 day
R1 0.8420 0.8405
PP 0.8419 0.8390
S1 0.8419 0.8375

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

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