CME Japanese Yen Future March 2015


Trading Metrics calculated at close of trading on 27-Aug-2014
Day Change Summary
Previous Current
26-Aug-2014 27-Aug-2014 Change Change % Previous Week
Open 0.9613 0.9644 0.0031 0.3% 0.9765
High 0.9624 0.9644 0.0020 0.2% 0.9765
Low 0.9613 0.9644 0.0031 0.3% 0.9639
Close 0.9624 0.9644 0.0020 0.2% 0.9639
Range 0.0011 0.0000 -0.0011 -100.0% 0.0126
ATR 0.0021 0.0021 0.0000 -0.4% 0.0000
Volume 16 1 -15 -93.8% 65
Daily Pivots for day following 27-Aug-2014
Classic Woodie Camarilla DeMark
R4 0.9644 0.9644 0.9644
R3 0.9644 0.9644 0.9644
R2 0.9644 0.9644 0.9644
R1 0.9644 0.9644 0.9644 0.9644
PP 0.9644 0.9644 0.9644 0.9644
S1 0.9644 0.9644 0.9644 0.9644
S2 0.9644 0.9644 0.9644
S3 0.9644 0.9644 0.9644
S4 0.9644 0.9644 0.9644
Weekly Pivots for week ending 22-Aug-2014
Classic Woodie Camarilla DeMark
R4 1.0059 0.9975 0.9708
R3 0.9933 0.9849 0.9674
R2 0.9807 0.9807 0.9662
R1 0.9723 0.9723 0.9651 0.9702
PP 0.9681 0.9681 0.9681 0.9671
S1 0.9597 0.9597 0.9627 0.9576
S2 0.9555 0.9555 0.9616
S3 0.9429 0.9471 0.9604
S4 0.9303 0.9345 0.9570
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9662 0.9613 0.0049 0.5% 0.0007 0.1% 63% False False 9
10 0.9790 0.9613 0.0177 1.8% 0.0012 0.1% 18% False False 12
20 0.9836 0.9613 0.0223 2.3% 0.0008 0.1% 14% False False 21
40 0.9896 0.9613 0.0283 2.9% 0.0007 0.1% 11% False False 19
60 0.9921 0.9613 0.0308 3.2% 0.0007 0.1% 10% False False 14
80 0.9921 0.9613 0.0308 3.2% 0.0006 0.1% 10% False False 12
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9644
2.618 0.9644
1.618 0.9644
1.000 0.9644
0.618 0.9644
HIGH 0.9644
0.618 0.9644
0.500 0.9644
0.382 0.9644
LOW 0.9644
0.618 0.9644
1.000 0.9644
1.618 0.9644
2.618 0.9644
4.250 0.9644
Fisher Pivots for day following 27-Aug-2014
Pivot 1 day 3 day
R1 0.9644 0.9639
PP 0.9644 0.9634
S1 0.9644 0.9629

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

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