CME Japanese Yen Future March 2015


Trading Metrics calculated at close of trading on 19-May-2014
Day Change Summary
Previous Current
16-May-2014 19-May-2014 Change Change % Previous Week
Open 0.9875 0.9894 0.0019 0.2% 0.9811
High 0.9875 0.9894 0.0019 0.2% 0.9875
Low 0.9875 0.9894 0.0019 0.2% 0.9798
Close 0.9875 0.9894 0.0019 0.2% 0.9875
Range
ATR 0.0024 0.0024 0.0000 -1.5% 0.0000
Volume 1 1 0 0.0% 35
Daily Pivots for day following 19-May-2014
Classic Woodie Camarilla DeMark
R4 0.9894 0.9894 0.9894
R3 0.9894 0.9894 0.9894
R2 0.9894 0.9894 0.9894
R1 0.9894 0.9894 0.9894 0.9894
PP 0.9894 0.9894 0.9894 0.9894
S1 0.9894 0.9894 0.9894 0.9894
S2 0.9894 0.9894 0.9894
S3 0.9894 0.9894 0.9894
S4 0.9894 0.9894 0.9894
Weekly Pivots for week ending 16-May-2014
Classic Woodie Camarilla DeMark
R4 1.0080 1.0055 0.9917
R3 1.0003 0.9978 0.9896
R2 0.9926 0.9926 0.9889
R1 0.9901 0.9901 0.9882 0.9914
PP 0.9849 0.9849 0.9849 0.9856
S1 0.9824 0.9824 0.9868 0.9837
S2 0.9772 0.9772 0.9861
S3 0.9695 0.9747 0.9854
S4 0.9618 0.9670 0.9833
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9894 0.9798 0.0096 1.0% 0.0002 0.0% 100% True False 5
10 0.9894 0.9798 0.0096 1.0% 0.0001 0.0% 100% True False 8
Crabel Price Patterns
NR False
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 0.0000
Fibonacci Retracements and Extensions
4.250 0.9894
2.618 0.9894
1.618 0.9894
1.000 0.9894
0.618 0.9894
HIGH 0.9894
0.618 0.9894
0.500 0.9894
0.382 0.9894
LOW 0.9894
0.618 0.9894
1.000 0.9894
1.618 0.9894
2.618 0.9894
4.250 0.9894
Fisher Pivots for day following 19-May-2014
Pivot 1 day 3 day
R1 0.9894 0.9891
PP 0.9894 0.9887
S1 0.9894 0.9884

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

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