CME Japanese Yen Future December 2014

Trading Metrics calculated at close of trading on 20-Oct-2014

Day Change Summary
	Previous	Current
	17-Oct-2014	20-Oct-2014	Change	Change %	Previous Week
Open	0.9414	0.9347	-0.0067	-0.7%	0.9310
High	0.9426	0.9369	-0.0057	-0.6%	0.9510
Low	0.9354	0.9315	-0.0039	-0.4%	0.9300
Close	0.9378	0.9364	-0.0014	-0.1%	0.9378
Range	0.0072	0.0054	-0.0018	-25.0%	0.0210
ATR	0.0084	0.0082	-0.0001	-1.8%	0.0000
Volume	171,153	148,784	-22,369	-13.1%	1,233,036

Daily Pivots for day following 20-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9511	0.9492	0.9394
R3	0.9457	0.9438	0.9379
R2	0.9403	0.9403	0.9374
R1	0.9384	0.9384	0.9369	0.9394
PP	0.9349	0.9349	0.9349	0.9354
S1	0.9330	0.9330	0.9359	0.9340
S2	0.9295	0.9295	0.9354
S3	0.9241	0.9276	0.9349
S4	0.9187	0.9222	0.9334

Weekly Pivots for week ending 17-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0026	0.9912	0.9494
R3	0.9816	0.9702	0.9436
R2	0.9606	0.9606	0.9417
R1	0.9492	0.9492	0.9397	0.9549
PP	0.9396	0.9396	0.9396	0.9425
S1	0.9282	0.9282	0.9359	0.9339
S2	0.9186	0.9186	0.9340
S3	0.8976	0.9072	0.9320
S4	0.8766	0.8862	0.9263

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9510	0.9306	0.0204	2.2%	0.0094	1.0%	28%	False	False	250,731
10	0.9510	0.9159	0.0351	3.7%	0.0087	0.9%	58%	False	False	223,900
20	0.9510	0.9088	0.0422	4.5%	0.0085	0.9%	65%	False	False	202,453
40	0.9662	0.9088	0.0574	6.1%	0.0071	0.8%	48%	False	False	136,652
60	0.9860	0.9088	0.0772	8.2%	0.0061	0.7%	36%	False	False	91,284
80	0.9902	0.9088	0.0814	8.7%	0.0052	0.6%	34%	False	False	68,498
100	0.9902	0.9088	0.0814	8.7%	0.0046	0.5%	34%	False	False	54,810
120	0.9930	0.9088	0.0842	9.0%	0.0042	0.5%	33%	False	False	45,677

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0025
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.9599
2.618	0.9510
1.618	0.9456
1.000	0.9423
0.618	0.9402
HIGH	0.9369
0.618	0.9348
0.500	0.9342
0.382	0.9336
LOW	0.9315
0.618	0.9282
1.000	0.9261
1.618	0.9228
2.618	0.9174
4.250	0.9086

Fisher Pivots for day following 20-Oct-2014
Pivot	1 day	3 day
R1	0.9357	0.9399
PP	0.9349	0.9387
S1	0.9342	0.9376

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols