CME Japanese Yen Future September 2015


Trading Metrics calculated at close of trading on 27-Jan-2015
Day Change Summary
Previous Current
26-Jan-2015 27-Jan-2015 Change Change % Previous Week
Open 0.8488 0.8520 0.0032 0.4% 0.8462
High 0.8488 0.8522 0.0034 0.4% 0.8537
Low 0.8470 0.8520 0.0050 0.6% 0.8444
Close 0.8470 0.8522 0.0052 0.6% 0.8522
Range 0.0018 0.0002 -0.0016 -88.9% 0.0093
ATR 0.0065 0.0064 -0.0001 -1.4% 0.0000
Volume 5 8 3 60.0% 15
Daily Pivots for day following 27-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8527 0.8527 0.8523
R3 0.8525 0.8525 0.8523
R2 0.8523 0.8523 0.8522
R1 0.8523 0.8523 0.8522 0.8523
PP 0.8521 0.8521 0.8521 0.8522
S1 0.8521 0.8521 0.8522 0.8521
S2 0.8519 0.8519 0.8522
S3 0.8517 0.8519 0.8521
S4 0.8515 0.8517 0.8521
Weekly Pivots for week ending 23-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8780 0.8744 0.8573
R3 0.8687 0.8651 0.8548
R2 0.8594 0.8594 0.8539
R1 0.8558 0.8558 0.8531 0.8576
PP 0.8501 0.8501 0.8501 0.8510
S1 0.8465 0.8465 0.8513 0.8483
S2 0.8408 0.8408 0.8505
S3 0.8315 0.8372 0.8496
S4 0.8222 0.8279 0.8471
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8537 0.8458 0.0079 0.9% 0.0031 0.4% 81% False False 5
10 0.8640 0.8444 0.0196 2.3% 0.0055 0.6% 40% False False 5
20 0.8640 0.8311 0.0329 3.9% 0.0037 0.4% 64% False False 4
40 0.8640 0.8258 0.0382 4.5% 0.0032 0.4% 69% False False 3
60 0.9213 0.8258 0.0955 11.2% 0.0029 0.3% 28% False False 3
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0008
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 0.8531
2.618 0.8527
1.618 0.8525
1.000 0.8524
0.618 0.8523
HIGH 0.8522
0.618 0.8521
0.500 0.8521
0.382 0.8521
LOW 0.8520
0.618 0.8519
1.000 0.8518
1.618 0.8517
2.618 0.8515
4.250 0.8512
Fisher Pivots for day following 27-Jan-2015
Pivot 1 day 3 day
R1 0.8522 0.8513
PP 0.8521 0.8505
S1 0.8521 0.8496

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

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