CME Japanese Yen Future March 2015


Trading Metrics calculated at close of trading on 22-Jul-2014
Day Change Summary
Previous Current
21-Jul-2014 22-Jul-2014 Change Change % Previous Week
Open 0.9886 0.9878 -0.0008 -0.1% 0.9864
High 0.9886 0.9878 -0.0008 -0.1% 0.9892
Low 0.9885 0.9878 -0.0007 -0.1% 0.9850
Close 0.9885 0.9878 -0.0007 -0.1% 0.9887
Range 0.0001 0.0000 -0.0001 -100.0% 0.0042
ATR 0.0021 0.0020 -0.0001 -4.8% 0.0000
Volume 10 1 -9 -90.0% 48
Daily Pivots for day following 22-Jul-2014
Classic Woodie Camarilla DeMark
R4 0.9878 0.9878 0.9878
R3 0.9878 0.9878 0.9878
R2 0.9878 0.9878 0.9878
R1 0.9878 0.9878 0.9878 0.9878
PP 0.9878 0.9878 0.9878 0.9878
S1 0.9878 0.9878 0.9878 0.9878
S2 0.9878 0.9878 0.9878
S3 0.9878 0.9878 0.9878
S4 0.9878 0.9878 0.9878
Weekly Pivots for week ending 18-Jul-2014
Classic Woodie Camarilla DeMark
R4 1.0002 0.9987 0.9910
R3 0.9960 0.9945 0.9899
R2 0.9918 0.9918 0.9895
R1 0.9903 0.9903 0.9891 0.9911
PP 0.9876 0.9876 0.9876 0.9880
S1 0.9861 0.9861 0.9883 0.9869
S2 0.9834 0.9834 0.9879
S3 0.9792 0.9819 0.9875
S4 0.9750 0.9777 0.9864
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9892 0.9852 0.0040 0.4% 0.0000 0.0% 65% False False 8
10 0.9896 0.9850 0.0046 0.5% 0.0000 0.0% 61% False False 15
20 0.9921 0.9792 0.0129 1.3% 0.0007 0.1% 67% False False 18
40 0.9921 0.9758 0.0163 1.7% 0.0007 0.1% 74% False False 11
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 True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9878
2.618 0.9878
1.618 0.9878
1.000 0.9878
0.618 0.9878
HIGH 0.9878
0.618 0.9878
0.500 0.9878
0.382 0.9878
LOW 0.9878
0.618 0.9878
1.000 0.9878
1.618 0.9878
2.618 0.9878
4.250 0.9878
Fisher Pivots for day following 22-Jul-2014
Pivot 1 day 3 day
R1 0.9878 0.9883
PP 0.9878 0.9881
S1 0.9878 0.9880

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

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