CME Japanese Yen Future December 2015


Trading Metrics calculated at close of trading on 13-May-2015
Day Change Summary
Previous Current
12-May-2015 13-May-2015 Change Change % Previous Week
Open 0.8356 0.8376 0.0020 0.2% 0.8351
High 0.8372 0.8425 0.0053 0.6% 0.8412
Low 0.8356 0.8376 0.0020 0.2% 0.8333
Close 0.8372 0.8425 0.0053 0.6% 0.8377
Range 0.0016 0.0049 0.0033 206.3% 0.0079
ATR 0.0033 0.0035 0.0001 4.2% 0.0000
Volume 6 4 -2 -33.3% 284
Daily Pivots for day following 13-May-2015
Classic Woodie Camarilla DeMark
R4 0.8556 0.8539 0.8452
R3 0.8507 0.8490 0.8438
R2 0.8458 0.8458 0.8434
R1 0.8441 0.8441 0.8429 0.8450
PP 0.8409 0.8409 0.8409 0.8413
S1 0.8392 0.8392 0.8421 0.8401
S2 0.8360 0.8360 0.8416
S3 0.8311 0.8343 0.8412
S4 0.8262 0.8294 0.8398
Weekly Pivots for week ending 08-May-2015
Classic Woodie Camarilla DeMark
R4 0.8611 0.8573 0.8420
R3 0.8532 0.8494 0.8399
R2 0.8453 0.8453 0.8391
R1 0.8415 0.8415 0.8384 0.8434
PP 0.8374 0.8374 0.8374 0.8384
S1 0.8336 0.8336 0.8370 0.8355
S2 0.8295 0.8295 0.8363
S3 0.8216 0.8257 0.8355
S4 0.8137 0.8178 0.8334
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8425 0.8356 0.0069 0.8% 0.0023 0.3% 100% True False 39
10 0.8425 0.8333 0.0092 1.1% 0.0022 0.3% 100% True False 36
20 0.8455 0.8333 0.0122 1.4% 0.0022 0.3% 75% False False 20
40 0.8470 0.8302 0.0168 2.0% 0.0025 0.3% 73% False False 14
60 0.8470 0.8246 0.0224 2.7% 0.0024 0.3% 80% False False 10
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 0.8633
2.618 0.8553
1.618 0.8504
1.000 0.8474
0.618 0.8455
HIGH 0.8425
0.618 0.8406
0.500 0.8401
0.382 0.8395
LOW 0.8376
0.618 0.8346
1.000 0.8327
1.618 0.8297
2.618 0.8248
4.250 0.8168
Fisher Pivots for day following 13-May-2015
Pivot 1 day 3 day
R1 0.8417 0.8414
PP 0.8409 0.8402
S1 0.8401 0.8391

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

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