CME Japanese Yen Future June 2015


Trading Metrics calculated at close of trading on 21-Aug-2014
Day Change Summary
Previous Current
20-Aug-2014 21-Aug-2014 Change Change % Previous Week
Open 0.9703 0.9676 -0.0027 -0.3% 0.9817
High 0.9703 0.9676 -0.0027 -0.3% 0.9817
Low 0.9671 0.9664 -0.0007 -0.1% 0.9774
Close 0.9671 0.9664 -0.0007 -0.1% 0.9801
Range 0.0032 0.0012 -0.0020 -62.5% 0.0043
ATR 0.0019 0.0019 -0.0001 -2.7% 0.0000
Volume 19 3 -16 -84.2% 15
Daily Pivots for day following 21-Aug-2014
Classic Woodie Camarilla DeMark
R4 0.9704 0.9696 0.9671
R3 0.9692 0.9684 0.9667
R2 0.9680 0.9680 0.9666
R1 0.9672 0.9672 0.9665 0.9670
PP 0.9668 0.9668 0.9668 0.9667
S1 0.9660 0.9660 0.9663 0.9658
S2 0.9656 0.9656 0.9662
S3 0.9644 0.9648 0.9661
S4 0.9632 0.9636 0.9657
Weekly Pivots for week ending 15-Aug-2014
Classic Woodie Camarilla DeMark
R4 0.9926 0.9907 0.9825
R3 0.9883 0.9864 0.9813
R2 0.9840 0.9840 0.9809
R1 0.9821 0.9821 0.9805 0.9809
PP 0.9797 0.9797 0.9797 0.9792
S1 0.9778 0.9778 0.9797 0.9766
S2 0.9754 0.9754 0.9793
S3 0.9711 0.9735 0.9789
S4 0.9668 0.9692 0.9777
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9801 0.9664 0.0137 1.4% 0.0014 0.1% 0% False True 12
10 0.9831 0.9664 0.0167 1.7% 0.0007 0.1% 0% False True 7
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 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9727
2.618 0.9707
1.618 0.9695
1.000 0.9688
0.618 0.9683
HIGH 0.9676
0.618 0.9671
0.500 0.9670
0.382 0.9669
LOW 0.9664
0.618 0.9657
1.000 0.9652
1.618 0.9645
2.618 0.9633
4.250 0.9613
Fisher Pivots for day following 21-Aug-2014
Pivot 1 day 3 day
R1 0.9670 0.9705
PP 0.9668 0.9691
S1 0.9666 0.9678

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

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