CME Japanese Yen Future March 2015


Trading Metrics calculated at close of trading on 16-Mar-2015
Day Change Summary
Previous Current
13-Mar-2015 16-Mar-2015 Change Change % Previous Week
Open 0.8244 0.8239 -0.0005 -0.1% 0.8278
High 0.8256 0.8255 -0.0001 0.0% 0.8291
Low 0.8226 0.8235 0.0009 0.1% 0.8195
Close 0.8243 0.8252 0.0009 0.1% 0.8243
Range 0.0030 0.0020 -0.0010 -33.3% 0.0096
ATR 0.0065 0.0062 -0.0003 -4.9% 0.0000
Volume 35,824 1,421 -34,403 -96.0% 717,929
Daily Pivots for day following 16-Mar-2015
Classic Woodie Camarilla DeMark
R4 0.8307 0.8300 0.8263
R3 0.8287 0.8280 0.8258
R2 0.8267 0.8267 0.8256
R1 0.8260 0.8260 0.8254 0.8264
PP 0.8247 0.8247 0.8247 0.8249
S1 0.8240 0.8240 0.8250 0.8244
S2 0.8227 0.8227 0.8248
S3 0.8207 0.8220 0.8247
S4 0.8187 0.8200 0.8241
Weekly Pivots for week ending 13-Mar-2015
Classic Woodie Camarilla DeMark
R4 0.8531 0.8483 0.8296
R3 0.8435 0.8387 0.8269
R2 0.8339 0.8339 0.8261
R1 0.8291 0.8291 0.8252 0.8267
PP 0.8243 0.8243 0.8243 0.8231
S1 0.8195 0.8195 0.8234 0.8171
S2 0.8147 0.8147 0.8225
S3 0.8051 0.8099 0.8217
S4 0.7955 0.8003 0.8190
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8288 0.8195 0.0093 1.1% 0.0050 0.6% 61% False False 117,260
10 0.8378 0.8195 0.0183 2.2% 0.0055 0.7% 31% False False 124,624
20 0.8469 0.8195 0.0274 3.3% 0.0056 0.7% 21% False False 118,245
40 0.8637 0.8195 0.0442 5.4% 0.0073 0.9% 13% False False 143,291
60 0.8637 0.8195 0.0442 5.4% 0.0076 0.9% 13% False False 149,224
80 0.8663 0.8195 0.0468 5.7% 0.0082 1.0% 12% False False 129,411
100 0.9418 0.8195 0.1223 14.8% 0.0082 1.0% 5% False False 103,650
120 0.9513 0.8195 0.1318 16.0% 0.0080 1.0% 4% False False 86,408
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Narrowest range in 126 trading days
Fibonacci Retracements and Extensions
4.250 0.8340
2.618 0.8307
1.618 0.8287
1.000 0.8275
0.618 0.8267
HIGH 0.8255
0.618 0.8247
0.500 0.8245
0.382 0.8243
LOW 0.8235
0.618 0.8223
1.000 0.8215
1.618 0.8203
2.618 0.8183
4.250 0.8150
Fisher Pivots for day following 16-Mar-2015
Pivot 1 day 3 day
R1 0.8250 0.8254
PP 0.8247 0.8253
S1 0.8245 0.8253

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

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