CME Japanese Yen Future March 2015


Trading Metrics calculated at close of trading on 11-Aug-2014
Day Change Summary
Previous Current
08-Aug-2014 11-Aug-2014 Change Change % Previous Week
Open 0.9819 0.9805 -0.0014 -0.1% 0.9771
High 0.9819 0.9805 -0.0014 -0.1% 0.9836
Low 0.9819 0.9805 -0.0014 -0.1% 0.9769
Close 0.9819 0.9805 -0.0014 -0.1% 0.9819
Range
ATR 0.0019 0.0019 0.0000 -1.9% 0.0000
Volume 69 69 0 0.0% 153
Daily Pivots for day following 11-Aug-2014
Classic Woodie Camarilla DeMark
R4 0.9805 0.9805 0.9805
R3 0.9805 0.9805 0.9805
R2 0.9805 0.9805 0.9805
R1 0.9805 0.9805 0.9805 0.9805
PP 0.9805 0.9805 0.9805 0.9805
S1 0.9805 0.9805 0.9805 0.9805
S2 0.9805 0.9805 0.9805
S3 0.9805 0.9805 0.9805
S4 0.9805 0.9805 0.9805
Weekly Pivots for week ending 08-Aug-2014
Classic Woodie Camarilla DeMark
R4 1.0009 0.9981 0.9856
R3 0.9942 0.9914 0.9837
R2 0.9875 0.9875 0.9831
R1 0.9847 0.9847 0.9825 0.9861
PP 0.9808 0.9808 0.9808 0.9815
S1 0.9780 0.9780 0.9813 0.9794
S2 0.9741 0.9741 0.9807
S3 0.9674 0.9713 0.9801
S4 0.9607 0.9646 0.9782
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9836 0.9769 0.0067 0.7% 0.0003 0.0% 54% False False 43
10 0.9836 0.9740 0.0096 1.0% 0.0006 0.1% 68% False False 23
20 0.9892 0.9740 0.0152 1.6% 0.0003 0.0% 43% False False 14
40 0.9921 0.9740 0.0181 1.8% 0.0006 0.1% 36% False False 16
60 0.9921 0.9740 0.0181 1.8% 0.0006 0.1% 36% False False 11
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 0.9805
2.618 0.9805
1.618 0.9805
1.000 0.9805
0.618 0.9805
HIGH 0.9805
0.618 0.9805
0.500 0.9805
0.382 0.9805
LOW 0.9805
0.618 0.9805
1.000 0.9805
1.618 0.9805
2.618 0.9805
4.250 0.9805
Fisher Pivots for day following 11-Aug-2014
Pivot 1 day 3 day
R1 0.9805 0.9812
PP 0.9805 0.9810
S1 0.9805 0.9807

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

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