CME Japanese Yen Future March 2015


Trading Metrics calculated at close of trading on 16-Jul-2014
Day Change Summary
Previous Current
15-Jul-2014 16-Jul-2014 Change Change % Previous Week
Open 0.9850 0.9852 0.0002 0.0% 0.9838
High 0.9853 0.9852 -0.0001 0.0% 0.9896
Low 0.9850 0.9852 0.0002 0.0% 0.9838
Close 0.9853 0.9852 -0.0001 0.0% 0.9890
Range 0.0003 0.0000 -0.0003 -100.0% 0.0058
ATR 0.0025 0.0023 -0.0002 -6.9% 0.0000
Volume 9 10 1 11.1% 261
Daily Pivots for day following 16-Jul-2014
Classic Woodie Camarilla DeMark
R4 0.9852 0.9852 0.9852
R3 0.9852 0.9852 0.9852
R2 0.9852 0.9852 0.9852
R1 0.9852 0.9852 0.9852 0.9852
PP 0.9852 0.9852 0.9852 0.9852
S1 0.9852 0.9852 0.9852 0.9852
S2 0.9852 0.9852 0.9852
S3 0.9852 0.9852 0.9852
S4 0.9852 0.9852 0.9852
Weekly Pivots for week ending 11-Jul-2014
Classic Woodie Camarilla DeMark
R4 1.0049 1.0027 0.9922
R3 0.9991 0.9969 0.9906
R2 0.9933 0.9933 0.9901
R1 0.9911 0.9911 0.9895 0.9922
PP 0.9875 0.9875 0.9875 0.9880
S1 0.9853 0.9853 0.9885 0.9864
S2 0.9817 0.9817 0.9879
S3 0.9759 0.9795 0.9874
S4 0.9701 0.9737 0.9858
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9896 0.9850 0.0046 0.5% 0.0001 0.0% 4% False False 9
10 0.9896 0.9792 0.0104 1.1% 0.0006 0.1% 58% False False 30
20 0.9921 0.9786 0.0135 1.4% 0.0009 0.1% 49% False False 18
40 0.9921 0.9758 0.0163 1.7% 0.0007 0.1% 58% False False 10
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9852
2.618 0.9852
1.618 0.9852
1.000 0.9852
0.618 0.9852
HIGH 0.9852
0.618 0.9852
0.500 0.9852
0.382 0.9852
LOW 0.9852
0.618 0.9852
1.000 0.9852
1.618 0.9852
2.618 0.9852
4.250 0.9852
Fisher Pivots for day following 16-Jul-2014
Pivot 1 day 3 day
R1 0.9852 0.9857
PP 0.9852 0.9855
S1 0.9852 0.9854

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

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