CME Japanese Yen Future March 2015


Trading Metrics calculated at close of trading on 27-Jun-2014
Day Change Summary
Previous Current
26-Jun-2014 27-Jun-2014 Change Change % Previous Week
Open 0.9855 0.9884 0.0029 0.3% 0.9833
High 0.9855 0.9884 0.0029 0.3% 0.9921
Low 0.9855 0.9884 0.0029 0.3% 0.9818
Close 0.9855 0.9884 0.0029 0.3% 0.9884
Range
ATR 0.0027 0.0027 0.0000 0.6% 0.0000
Volume 33 2 -31 -93.9% 40
Daily Pivots for day following 27-Jun-2014
Classic Woodie Camarilla DeMark
R4 0.9884 0.9884 0.9884
R3 0.9884 0.9884 0.9884
R2 0.9884 0.9884 0.9884
R1 0.9884 0.9884 0.9884 0.9884
PP 0.9884 0.9884 0.9884 0.9884
S1 0.9884 0.9884 0.9884 0.9884
S2 0.9884 0.9884 0.9884
S3 0.9884 0.9884 0.9884
S4 0.9884 0.9884 0.9884
Weekly Pivots for week ending 27-Jun-2014
Classic Woodie Camarilla DeMark
R4 1.0183 1.0137 0.9941
R3 1.0080 1.0034 0.9912
R2 0.9977 0.9977 0.9903
R1 0.9931 0.9931 0.9893 0.9954
PP 0.9874 0.9874 0.9874 0.9886
S1 0.9828 0.9828 0.9875 0.9851
S2 0.9771 0.9771 0.9865
S3 0.9668 0.9725 0.9856
S4 0.9565 0.9622 0.9827
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9921 0.9818 0.0103 1.0% 0.0019 0.2% 64% False False 8
10 0.9921 0.9786 0.0135 1.4% 0.0012 0.1% 73% False False 6
20 0.9921 0.9758 0.0163 1.6% 0.0011 0.1% 77% False False 5
40 0.9921 0.9758 0.0163 1.6% 0.0006 0.1% 77% False False 5
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 0.0002
Fibonacci Retracements and Extensions
4.250 0.9884
2.618 0.9884
1.618 0.9884
1.000 0.9884
0.618 0.9884
HIGH 0.9884
0.618 0.9884
0.500 0.9884
0.382 0.9884
LOW 0.9884
0.618 0.9884
1.000 0.9884
1.618 0.9884
2.618 0.9884
4.250 0.9884
Fisher Pivots for day following 27-Jun-2014
Pivot 1 day 3 day
R1 0.9884 0.9882
PP 0.9884 0.9881
S1 0.9884 0.9879

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

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