CME Japanese Yen Future June 2015


Trading Metrics calculated at close of trading on 05-Feb-2015
Day Change Summary
Previous Current
04-Feb-2015 05-Feb-2015 Change Change % Previous Week
Open 0.8504 0.8546 0.0042 0.5% 0.8520
High 0.8552 0.8550 -0.0002 0.0% 0.8540
Low 0.8489 0.8518 0.0029 0.3% 0.8446
Close 0.8535 0.8518 -0.0017 -0.2% 0.8524
Range 0.0063 0.0032 -0.0031 -49.2% 0.0094
ATR 0.0079 0.0076 -0.0003 -4.2% 0.0000
Volume 165 576 411 249.1% 1,453
Daily Pivots for day following 05-Feb-2015
Classic Woodie Camarilla DeMark
R4 0.8625 0.8603 0.8536
R3 0.8593 0.8571 0.8527
R2 0.8561 0.8561 0.8524
R1 0.8539 0.8539 0.8521 0.8534
PP 0.8529 0.8529 0.8529 0.8526
S1 0.8507 0.8507 0.8515 0.8502
S2 0.8497 0.8497 0.8512
S3 0.8465 0.8475 0.8509
S4 0.8433 0.8443 0.8500
Weekly Pivots for week ending 30-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8785 0.8749 0.8576
R3 0.8691 0.8655 0.8550
R2 0.8597 0.8597 0.8541
R1 0.8561 0.8561 0.8533 0.8579
PP 0.8503 0.8503 0.8503 0.8513
S1 0.8467 0.8467 0.8515 0.8485
S2 0.8409 0.8409 0.8507
S3 0.8315 0.8373 0.8498
S4 0.8221 0.8279 0.8472
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8562 0.8471 0.0091 1.1% 0.0054 0.6% 52% False False 391
10 0.8562 0.8437 0.0125 1.5% 0.0064 0.7% 65% False False 301
20 0.8646 0.8359 0.0287 3.4% 0.0082 1.0% 55% False False 428
40 0.8670 0.8295 0.0375 4.4% 0.0081 1.0% 59% False False 344
60 0.8784 0.8229 0.0555 6.5% 0.0069 0.8% 52% False False 237
80 0.9489 0.8229 0.1260 14.8% 0.0062 0.7% 23% False False 179
100 0.9489 0.8229 0.1260 14.8% 0.0052 0.6% 23% False False 144
120 0.9801 0.8229 0.1572 18.5% 0.0045 0.5% 18% False False 120
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 False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Narrowest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 0.8686
2.618 0.8634
1.618 0.8602
1.000 0.8582
0.618 0.8570
HIGH 0.8550
0.618 0.8538
0.500 0.8534
0.382 0.8530
LOW 0.8518
0.618 0.8498
1.000 0.8486
1.618 0.8466
2.618 0.8434
4.250 0.8382
Fisher Pivots for day following 05-Feb-2015
Pivot 1 day 3 day
R1 0.8534 0.8526
PP 0.8529 0.8523
S1 0.8523 0.8521

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

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