CME Japanese Yen Future June 2015


Trading Metrics calculated at close of trading on 11-Sep-2014
Day Change Summary
Previous Current
10-Sep-2014 11-Sep-2014 Change Change % Previous Week
Open 0.9400 0.9396 -0.0004 0.0% 0.9540
High 0.9400 0.9396 -0.0004 0.0% 0.9566
Low 0.9393 0.9371 -0.0022 -0.2% 0.9531
Close 0.9395 0.9371 -0.0024 -0.3% 0.9546
Range 0.0007 0.0025 0.0018 257.1% 0.0035
ATR 0.0030 0.0029 0.0000 -1.1% 0.0000
Volume 1 4 3 300.0% 4
Daily Pivots for day following 11-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.9454 0.9438 0.9385
R3 0.9429 0.9413 0.9378
R2 0.9404 0.9404 0.9376
R1 0.9388 0.9388 0.9373 0.9384
PP 0.9379 0.9379 0.9379 0.9377
S1 0.9363 0.9363 0.9369 0.9359
S2 0.9354 0.9354 0.9366
S3 0.9329 0.9338 0.9364
S4 0.9304 0.9313 0.9357
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 0.9546 0.9371 0.0175 1.9% 0.0010 0.1% 0% False True 1
10 0.9674 0.9371 0.0303 3.2% 0.0011 0.1% 0% False True 1
20 0.9801 0.9371 0.0430 4.6% 0.0009 0.1% 0% False True 4
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.9502
2.618 0.9461
1.618 0.9436
1.000 0.9421
0.618 0.9411
HIGH 0.9396
0.618 0.9386
0.500 0.9384
0.382 0.9381
LOW 0.9371
0.618 0.9356
1.000 0.9346
1.618 0.9331
2.618 0.9306
4.250 0.9265
Fisher Pivots for day following 11-Sep-2014
Pivot 1 day 3 day
R1 0.9384 0.9404
PP 0.9379 0.9393
S1 0.9375 0.9382

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

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