CME Japanese Yen Future September 2015


Trading Metrics calculated at close of trading on 17-Dec-2014
Day Change Summary
Previous Current
16-Dec-2014 17-Dec-2014 Change Change % Previous Week
Open 0.8639 0.8547 -0.0092 -1.1% 0.8258
High 0.8639 0.8568 -0.0071 -0.8% 0.8537
Low 0.8561 0.8460 -0.0101 -1.2% 0.8258
Close 0.8561 0.8464 -0.0097 -1.1% 0.8452
Range 0.0078 0.0108 0.0030 38.5% 0.0279
ATR 0.0064 0.0067 0.0003 5.0% 0.0000
Volume 1 1 0 0.0% 11
Daily Pivots for day following 17-Dec-2014
Classic Woodie Camarilla DeMark
R4 0.8821 0.8751 0.8523
R3 0.8713 0.8643 0.8494
R2 0.8605 0.8605 0.8484
R1 0.8535 0.8535 0.8474 0.8516
PP 0.8497 0.8497 0.8497 0.8488
S1 0.8427 0.8427 0.8454 0.8408
S2 0.8389 0.8389 0.8444
S3 0.8281 0.8319 0.8434
S4 0.8173 0.8211 0.8405
Weekly Pivots for week ending 12-Dec-2014
Classic Woodie Camarilla DeMark
R4 0.9253 0.9131 0.8605
R3 0.8974 0.8852 0.8529
R2 0.8695 0.8695 0.8503
R1 0.8573 0.8573 0.8478 0.8634
PP 0.8416 0.8416 0.8416 0.8446
S1 0.8294 0.8294 0.8426 0.8355
S2 0.8137 0.8137 0.8401
S3 0.7858 0.8015 0.8375
S4 0.7579 0.7736 0.8299
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8639 0.8429 0.0210 2.5% 0.0059 0.7% 17% False False 1
10 0.8639 0.8258 0.0381 4.5% 0.0039 0.5% 54% False False 1
20 0.8639 0.8258 0.0381 4.5% 0.0023 0.3% 54% False False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0002
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9027
2.618 0.8851
1.618 0.8743
1.000 0.8676
0.618 0.8635
HIGH 0.8568
0.618 0.8527
0.500 0.8514
0.382 0.8501
LOW 0.8460
0.618 0.8393
1.000 0.8352
1.618 0.8285
2.618 0.8177
4.250 0.8001
Fisher Pivots for day following 17-Dec-2014
Pivot 1 day 3 day
R1 0.8514 0.8550
PP 0.8497 0.8521
S1 0.8481 0.8493

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

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