CME Japanese Yen Future March 2015


Trading Metrics calculated at close of trading on 25-Nov-2014
Day Change Summary
Previous Current
24-Nov-2014 25-Nov-2014 Change Change % Previous Week
Open 0.8495 0.8464 -0.0031 -0.4% 0.8601
High 0.8516 0.8508 -0.0008 -0.1% 0.8670
Low 0.8449 0.8445 -0.0004 0.0% 0.8418
Close 0.8464 0.8491 0.0027 0.3% 0.8501
Range 0.0067 0.0063 -0.0004 -6.0% 0.0252
ATR 0.0079 0.0078 -0.0001 -1.5% 0.0000
Volume 2,488 1,499 -989 -39.8% 9,756
Daily Pivots for day following 25-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.8670 0.8644 0.8526
R3 0.8607 0.8581 0.8508
R2 0.8544 0.8544 0.8503
R1 0.8518 0.8518 0.8497 0.8531
PP 0.8481 0.8481 0.8481 0.8488
S1 0.8455 0.8455 0.8485 0.8468
S2 0.8418 0.8418 0.8479
S3 0.8355 0.8392 0.8474
S4 0.8292 0.8329 0.8456
Weekly Pivots for week ending 21-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.9286 0.9145 0.8640
R3 0.9034 0.8893 0.8570
R2 0.8782 0.8782 0.8547
R1 0.8641 0.8641 0.8524 0.8586
PP 0.8530 0.8530 0.8530 0.8502
S1 0.8389 0.8389 0.8478 0.8334
S2 0.8278 0.8278 0.8455
S3 0.8026 0.8137 0.8432
S4 0.7774 0.7885 0.8362
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8568 0.8418 0.0150 1.8% 0.0074 0.9% 49% False False 2,061
10 0.8713 0.8418 0.0295 3.5% 0.0071 0.8% 25% False False 1,659
20 0.9270 0.8418 0.0852 10.0% 0.0087 1.0% 9% False False 1,156
40 0.9513 0.8418 0.1095 12.9% 0.0077 0.9% 7% False False 679
60 0.9555 0.8418 0.1137 13.4% 0.0064 0.8% 6% False False 500
80 0.9836 0.8418 0.1418 16.7% 0.0051 0.6% 5% False False 380
100 0.9896 0.8418 0.1478 17.4% 0.0041 0.5% 5% False False 307
120 0.9921 0.8418 0.1503 17.7% 0.0036 0.4% 5% False False 257
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8776
2.618 0.8673
1.618 0.8610
1.000 0.8571
0.618 0.8547
HIGH 0.8508
0.618 0.8484
0.500 0.8477
0.382 0.8469
LOW 0.8445
0.618 0.8406
1.000 0.8382
1.618 0.8343
2.618 0.8280
4.250 0.8177
Fisher Pivots for day following 25-Nov-2014
Pivot 1 day 3 day
R1 0.8486 0.8490
PP 0.8481 0.8489
S1 0.8477 0.8488

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

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