CME Japanese Yen Future June 2015


Trading Metrics calculated at close of trading on 01-Apr-2015
Day Change Summary
Previous Current
31-Mar-2015 01-Apr-2015 Change Change % Previous Week
Open 0.8336 0.8338 0.0002 0.0% 0.8351
High 0.8358 0.8383 0.0025 0.3% 0.8460
Low 0.8316 0.8319 0.0003 0.0% 0.8331
Close 0.8346 0.8369 0.0023 0.3% 0.8405
Range 0.0042 0.0064 0.0022 52.4% 0.0129
ATR 0.0064 0.0064 0.0000 0.0% 0.0000
Volume 106,616 145,911 39,295 36.9% 587,522
Daily Pivots for day following 01-Apr-2015
Classic Woodie Camarilla DeMark
R4 0.8549 0.8523 0.8404
R3 0.8485 0.8459 0.8387
R2 0.8421 0.8421 0.8381
R1 0.8395 0.8395 0.8375 0.8408
PP 0.8357 0.8357 0.8357 0.8364
S1 0.8331 0.8331 0.8363 0.8344
S2 0.8293 0.8293 0.8357
S3 0.8229 0.8267 0.8351
S4 0.8165 0.8203 0.8334
Weekly Pivots for week ending 27-Mar-2015
Classic Woodie Camarilla DeMark
R4 0.8786 0.8724 0.8476
R3 0.8657 0.8595 0.8440
R2 0.8528 0.8528 0.8429
R1 0.8466 0.8466 0.8417 0.8497
PP 0.8399 0.8399 0.8399 0.8414
S1 0.8337 0.8337 0.8393 0.8368
S2 0.8270 0.8270 0.8381
S3 0.8141 0.8208 0.8370
S4 0.8012 0.8079 0.8334
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8460 0.8316 0.0144 1.7% 0.0062 0.7% 37% False False 121,818
10 0.8460 0.8260 0.0200 2.4% 0.0065 0.8% 55% False False 121,575
20 0.8460 0.8205 0.0255 3.0% 0.0065 0.8% 64% False False 98,081
40 0.8552 0.8205 0.0347 4.1% 0.0063 0.8% 47% False False 49,606
60 0.8646 0.8205 0.0441 5.3% 0.0070 0.8% 37% False False 33,222
80 0.8670 0.8205 0.0465 5.6% 0.0074 0.9% 35% False False 24,967
100 0.8784 0.8205 0.0579 6.9% 0.0067 0.8% 28% False False 19,977
120 0.9489 0.8205 0.1284 15.3% 0.0061 0.7% 13% False False 16,649
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8655
2.618 0.8551
1.618 0.8487
1.000 0.8447
0.618 0.8423
HIGH 0.8383
0.618 0.8359
0.500 0.8351
0.382 0.8343
LOW 0.8319
0.618 0.8279
1.000 0.8255
1.618 0.8215
2.618 0.8151
4.250 0.8047
Fisher Pivots for day following 01-Apr-2015
Pivot 1 day 3 day
R1 0.8363 0.8366
PP 0.8357 0.8363
S1 0.8351 0.8360

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

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