CME Japanese Yen Future March 2015


Trading Metrics calculated at close of trading on 12-Jun-2014
Day Change Summary
Previous Current
11-Jun-2014 12-Jun-2014 Change Change % Previous Week
Open 0.9822 0.9825 0.0003 0.0% 0.9807
High 0.9822 0.9857 0.0035 0.4% 0.9807
Low 0.9822 0.9825 0.0003 0.0% 0.9758
Close 0.9822 0.9857 0.0035 0.4% 0.9773
Range 0.0000 0.0032 0.0032 0.0049
ATR 0.0022 0.0023 0.0001 4.4% 0.0000
Volume 3 3 0 0.0% 35
Daily Pivots for day following 12-Jun-2014
Classic Woodie Camarilla DeMark
R4 0.9942 0.9932 0.9875
R3 0.9910 0.9900 0.9866
R2 0.9878 0.9878 0.9863
R1 0.9868 0.9868 0.9860 0.9873
PP 0.9846 0.9846 0.9846 0.9849
S1 0.9836 0.9836 0.9854 0.9841
S2 0.9814 0.9814 0.9851
S3 0.9782 0.9804 0.9848
S4 0.9750 0.9772 0.9839
Weekly Pivots for week ending 06-Jun-2014
Classic Woodie Camarilla DeMark
R4 0.9926 0.9899 0.9800
R3 0.9877 0.9850 0.9786
R2 0.9828 0.9828 0.9782
R1 0.9801 0.9801 0.9777 0.9790
PP 0.9779 0.9779 0.9779 0.9774
S1 0.9752 0.9752 0.9769 0.9741
S2 0.9730 0.9730 0.9764
S3 0.9681 0.9703 0.9760
S4 0.9632 0.9654 0.9746
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9857 0.9770 0.0087 0.9% 0.0011 0.1% 100% True False 5
10 0.9857 0.9758 0.0099 1.0% 0.0009 0.1% 100% True False 5
20 0.9900 0.9758 0.0142 1.4% 0.0006 0.1% 70% False False 3
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 32 trading days
Fibonacci Retracements and Extensions
4.250 0.9993
2.618 0.9941
1.618 0.9909
1.000 0.9889
0.618 0.9877
HIGH 0.9857
0.618 0.9845
0.500 0.9841
0.382 0.9837
LOW 0.9825
0.618 0.9805
1.000 0.9793
1.618 0.9773
2.618 0.9741
4.250 0.9689
Fisher Pivots for day following 12-Jun-2014
Pivot 1 day 3 day
R1 0.9852 0.9846
PP 0.9846 0.9834
S1 0.9841 0.9823

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

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