CME Japanese Yen Future December 2014


Trading Metrics calculated at close of trading on 03-Nov-2014
Day Change Summary
Previous Current
31-Oct-2014 03-Nov-2014 Change Change % Previous Week
Open 0.9154 0.8874 -0.0280 -3.1% 0.9241
High 0.9162 0.8887 -0.0275 -3.0% 0.9297
Low 0.8893 0.8758 -0.0135 -1.5% 0.8893
Close 0.8908 0.8793 -0.0115 -1.3% 0.8908
Range 0.0269 0.0129 -0.0140 -52.0% 0.0404
ATR 0.0088 0.0093 0.0004 5.0% 0.0000
Volume 433,547 244,297 -189,250 -43.7% 1,002,852
Daily Pivots for day following 03-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.9200 0.9125 0.8864
R3 0.9071 0.8996 0.8828
R2 0.8942 0.8942 0.8817
R1 0.8867 0.8867 0.8805 0.8840
PP 0.8813 0.8813 0.8813 0.8799
S1 0.8738 0.8738 0.8781 0.8711
S2 0.8684 0.8684 0.8769
S3 0.8555 0.8609 0.8758
S4 0.8426 0.8480 0.8722
Weekly Pivots for week ending 31-Oct-2014
Classic Woodie Camarilla DeMark
R4 1.0245 0.9980 0.9130
R3 0.9841 0.9576 0.9019
R2 0.9437 0.9437 0.8982
R1 0.9172 0.9172 0.8945 0.9103
PP 0.9033 0.9033 0.9033 0.8998
S1 0.8768 0.8768 0.8871 0.8699
S2 0.8629 0.8629 0.8834
S3 0.8225 0.8364 0.8797
S4 0.7821 0.7960 0.8686
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9289 0.8758 0.0531 6.0% 0.0118 1.3% 7% False True 226,213
10 0.9416 0.8758 0.0658 7.5% 0.0092 1.0% 5% False True 185,553
20 0.9510 0.8758 0.0752 8.6% 0.0090 1.0% 5% False True 204,726
40 0.9510 0.8758 0.0752 8.6% 0.0079 0.9% 5% False True 180,488
60 0.9806 0.8758 0.1048 11.9% 0.0069 0.8% 3% False True 122,150
80 0.9900 0.8758 0.1142 13.0% 0.0060 0.7% 3% False True 91,676
100 0.9902 0.8758 0.1144 13.0% 0.0053 0.6% 3% False True 73,363
120 0.9930 0.8758 0.1172 13.3% 0.0049 0.6% 3% False True 61,139
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.0010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9435
2.618 0.9225
1.618 0.9096
1.000 0.9016
0.618 0.8967
HIGH 0.8887
0.618 0.8838
0.500 0.8823
0.382 0.8807
LOW 0.8758
0.618 0.8678
1.000 0.8629
1.618 0.8549
2.618 0.8420
4.250 0.8210
Fisher Pivots for day following 03-Nov-2014
Pivot 1 day 3 day
R1 0.8823 0.8978
PP 0.8813 0.8916
S1 0.8803 0.8855

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

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