CME Japanese Yen Future December 2015


Trading Metrics calculated at close of trading on 10-Mar-2015
Day Change Summary
Previous Current
09-Mar-2015 10-Mar-2015 Change Change % Previous Week
Open 0.8292 0.8246 -0.0046 -0.6% 0.8378
High 0.8292 0.8299 0.0007 0.1% 0.8396
Low 0.8292 0.8246 -0.0046 -0.6% 0.8276
Close 0.8292 0.8299 0.0007 0.1% 0.8328
Range 0.0000 0.0053 0.0053 0.0120
ATR 0.0037 0.0039 0.0001 3.0% 0.0000
Volume 19 19 0 0.0% 9
Daily Pivots for day following 10-Mar-2015
Classic Woodie Camarilla DeMark
R4 0.8440 0.8423 0.8328
R3 0.8387 0.8370 0.8314
R2 0.8334 0.8334 0.8309
R1 0.8317 0.8317 0.8304 0.8326
PP 0.8281 0.8281 0.8281 0.8286
S1 0.8264 0.8264 0.8294 0.8273
S2 0.8228 0.8228 0.8289
S3 0.8175 0.8211 0.8284
S4 0.8122 0.8158 0.8270
Weekly Pivots for week ending 06-Mar-2015
Classic Woodie Camarilla DeMark
R4 0.8693 0.8631 0.8394
R3 0.8573 0.8511 0.8361
R2 0.8453 0.8453 0.8350
R1 0.8391 0.8391 0.8339 0.8362
PP 0.8333 0.8333 0.8333 0.8319
S1 0.8271 0.8271 0.8317 0.8242
S2 0.8213 0.8213 0.8306
S3 0.8093 0.8151 0.8295
S4 0.7973 0.8031 0.8262
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8395 0.8246 0.0149 1.8% 0.0025 0.3% 36% False True 8
10 0.8455 0.8246 0.0209 2.5% 0.0023 0.3% 25% False True 5
20 0.8492 0.8246 0.0246 3.0% 0.0021 0.2% 22% False True 4
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 15 trading days
Fibonacci Retracements and Extensions
4.250 0.8524
2.618 0.8438
1.618 0.8385
1.000 0.8352
0.618 0.8332
HIGH 0.8299
0.618 0.8279
0.500 0.8273
0.382 0.8266
LOW 0.8246
0.618 0.8213
1.000 0.8193
1.618 0.8160
2.618 0.8107
4.250 0.8021
Fisher Pivots for day following 10-Mar-2015
Pivot 1 day 3 day
R1 0.8290 0.8295
PP 0.8281 0.8291
S1 0.8273 0.8287

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

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