CME Japanese Yen Future September 2015


Trading Metrics calculated at close of trading on 04-Feb-2015
Day Change Summary
Previous Current
03-Feb-2015 04-Feb-2015 Change Change % Previous Week
Open 0.8548 0.8506 -0.0042 -0.5% 0.8488
High 0.8550 0.8559 0.0009 0.1% 0.8550
Low 0.8530 0.8506 -0.0024 -0.3% 0.8470
Close 0.8530 0.8548 0.0018 0.2% 0.8537
Range 0.0020 0.0053 0.0033 165.0% 0.0080
ATR 0.0056 0.0056 0.0000 -0.4% 0.0000
Volume 2 3 1 50.0% 16
Daily Pivots for day following 04-Feb-2015
Classic Woodie Camarilla DeMark
R4 0.8697 0.8675 0.8577
R3 0.8644 0.8622 0.8563
R2 0.8591 0.8591 0.8558
R1 0.8569 0.8569 0.8553 0.8580
PP 0.8538 0.8538 0.8538 0.8543
S1 0.8516 0.8516 0.8543 0.8527
S2 0.8485 0.8485 0.8538
S3 0.8432 0.8463 0.8533
S4 0.8379 0.8410 0.8519
Weekly Pivots for week ending 30-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8759 0.8728 0.8581
R3 0.8679 0.8648 0.8559
R2 0.8599 0.8599 0.8552
R1 0.8568 0.8568 0.8544 0.8584
PP 0.8519 0.8519 0.8519 0.8527
S1 0.8488 0.8488 0.8530 0.8504
S2 0.8439 0.8439 0.8522
S3 0.8359 0.8408 0.8515
S4 0.8279 0.8328 0.8493
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8559 0.8474 0.0085 1.0% 0.0018 0.2% 87% True False 3
10 0.8559 0.8470 0.0089 1.0% 0.0019 0.2% 88% True False 3
20 0.8640 0.8381 0.0259 3.0% 0.0037 0.4% 64% False False 4
40 0.8640 0.8258 0.0382 4.5% 0.0034 0.4% 76% False False 3
60 0.8803 0.8258 0.0545 6.4% 0.0027 0.3% 53% False False 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.8784
2.618 0.8698
1.618 0.8645
1.000 0.8612
0.618 0.8592
HIGH 0.8559
0.618 0.8539
0.500 0.8533
0.382 0.8526
LOW 0.8506
0.618 0.8473
1.000 0.8453
1.618 0.8420
2.618 0.8367
4.250 0.8281
Fisher Pivots for day following 04-Feb-2015
Pivot 1 day 3 day
R1 0.8543 0.8543
PP 0.8538 0.8538
S1 0.8533 0.8533

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

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