CME Japanese Yen Future June 2015


Trading Metrics calculated at close of trading on 05-Sep-2014
Day Change Summary
Previous Current
04-Sep-2014 05-Sep-2014 Change Change % Previous Week
Open 0.9553 0.9546 -0.0007 -0.1% 0.9540
High 0.9553 0.9546 -0.0007 -0.1% 0.9566
Low 0.9531 0.9546 0.0015 0.2% 0.9531
Close 0.9531 0.9546 0.0015 0.2% 0.9546
Range 0.0022 0.0000 -0.0022 -100.0% 0.0035
ATR 0.0025 0.0024 -0.0001 -2.9% 0.0000
Volume 1 1 0 0.0% 4
Daily Pivots for day following 05-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.9546 0.9546 0.9546
R3 0.9546 0.9546 0.9546
R2 0.9546 0.9546 0.9546
R1 0.9546 0.9546 0.9546 0.9546
PP 0.9546 0.9546 0.9546 0.9546
S1 0.9546 0.9546 0.9546 0.9546
S2 0.9546 0.9546 0.9546
S3 0.9546 0.9546 0.9546
S4 0.9546 0.9546 0.9546
Weekly Pivots for week ending 05-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.9653 0.9634 0.9565
R3 0.9618 0.9599 0.9556
R2 0.9583 0.9583 0.9552
R1 0.9564 0.9564 0.9549 0.9574
PP 0.9548 0.9548 0.9548 0.9552
S1 0.9529 0.9529 0.9543 0.9539
S2 0.9513 0.9513 0.9540
S3 0.9478 0.9494 0.9536
S4 0.9443 0.9459 0.9527
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9662 0.9531 0.0131 1.4% 0.0011 0.1% 11% False False 1
10 0.9674 0.9531 0.0143 1.5% 0.0006 0.1% 10% False False 1
20 0.9831 0.9531 0.0300 3.1% 0.0006 0.1% 5% False False 4
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 0.0000
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9546
2.618 0.9546
1.618 0.9546
1.000 0.9546
0.618 0.9546
HIGH 0.9546
0.618 0.9546
0.500 0.9546
0.382 0.9546
LOW 0.9546
0.618 0.9546
1.000 0.9546
1.618 0.9546
2.618 0.9546
4.250 0.9546
Fisher Pivots for day following 05-Sep-2014
Pivot 1 day 3 day
R1 0.9546 0.9549
PP 0.9546 0.9548
S1 0.9546 0.9547

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

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