CME Japanese Yen Future March 2015


Trading Metrics calculated at close of trading on 18-Aug-2014
Day Change Summary
Previous Current
15-Aug-2014 18-Aug-2014 Change Change % Previous Week
Open 0.9766 0.9765 -0.0001 0.0% 0.9805
High 0.9790 0.9765 -0.0025 -0.3% 0.9805
Low 0.9760 0.9765 0.0005 0.1% 0.9760
Close 0.9790 0.9765 -0.0025 -0.3% 0.9790
Range 0.0030 0.0000 -0.0030 -100.0% 0.0045
ATR 0.0019 0.0019 0.0000 2.5% 0.0000
Volume 12 19 7 58.3% 167
Daily Pivots for day following 18-Aug-2014
Classic Woodie Camarilla DeMark
R4 0.9765 0.9765 0.9765
R3 0.9765 0.9765 0.9765
R2 0.9765 0.9765 0.9765
R1 0.9765 0.9765 0.9765 0.9765
PP 0.9765 0.9765 0.9765 0.9765
S1 0.9765 0.9765 0.9765 0.9765
S2 0.9765 0.9765 0.9765
S3 0.9765 0.9765 0.9765
S4 0.9765 0.9765 0.9765
Weekly Pivots for week ending 15-Aug-2014
Classic Woodie Camarilla DeMark
R4 0.9920 0.9900 0.9815
R3 0.9875 0.9855 0.9802
R2 0.9830 0.9830 0.9798
R1 0.9810 0.9810 0.9794 0.9798
PP 0.9785 0.9785 0.9785 0.9779
S1 0.9765 0.9765 0.9786 0.9753
S2 0.9740 0.9740 0.9782
S3 0.9695 0.9720 0.9778
S4 0.9650 0.9675 0.9765
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9803 0.9760 0.0043 0.4% 0.0011 0.1% 12% False False 23
10 0.9836 0.9760 0.0076 0.8% 0.0007 0.1% 7% False False 33
20 0.9878 0.9740 0.0138 1.4% 0.0006 0.1% 18% False False 17
40 0.9921 0.9740 0.0181 1.9% 0.0007 0.1% 14% False False 18
60 0.9921 0.9740 0.0181 1.9% 0.0007 0.1% 14% False False 13
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9765
2.618 0.9765
1.618 0.9765
1.000 0.9765
0.618 0.9765
HIGH 0.9765
0.618 0.9765
0.500 0.9765
0.382 0.9765
LOW 0.9765
0.618 0.9765
1.000 0.9765
1.618 0.9765
2.618 0.9765
4.250 0.9765
Fisher Pivots for day following 18-Aug-2014
Pivot 1 day 3 day
R1 0.9765 0.9775
PP 0.9765 0.9772
S1 0.9765 0.9768

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

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