CME Japanese Yen Future June 2015


Trading Metrics calculated at close of trading on 02-Oct-2014
Day Change Summary
Previous Current
01-Oct-2014 02-Oct-2014 Change Change % Previous Week
Open 0.9130 0.9250 0.0120 1.3% 0.9220
High 0.9195 0.9250 0.0055 0.6% 0.9232
Low 0.9130 0.9250 0.0120 1.3% 0.9162
Close 0.9184 0.9250 0.0066 0.7% 0.9172
Range 0.0065 0.0000 -0.0065 -100.0% 0.0070
ATR 0.0031 0.0034 0.0002 8.0% 0.0000
Volume 3 2 -1 -33.3% 10
Daily Pivots for day following 02-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.9250 0.9250 0.9250
R3 0.9250 0.9250 0.9250
R2 0.9250 0.9250 0.9250
R1 0.9250 0.9250 0.9250 0.9250
PP 0.9250 0.9250 0.9250 0.9250
S1 0.9250 0.9250 0.9250 0.9250
S2 0.9250 0.9250 0.9250
S3 0.9250 0.9250 0.9250
S4 0.9250 0.9250 0.9250
Weekly Pivots for week ending 26-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.9399 0.9355 0.9211
R3 0.9329 0.9285 0.9191
R2 0.9259 0.9259 0.9185
R1 0.9215 0.9215 0.9178 0.9202
PP 0.9189 0.9189 0.9189 0.9182
S1 0.9145 0.9145 0.9166 0.9132
S2 0.9119 0.9119 0.9159
S3 0.9049 0.9075 0.9153
S4 0.8979 0.9005 0.9134
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9250 0.9130 0.0120 1.3% 0.0029 0.3% 100% True False 2
10 0.9250 0.9130 0.0120 1.3% 0.0018 0.2% 100% True False 2
20 0.9546 0.9130 0.0416 4.5% 0.0012 0.1% 29% False False 2
40 0.9831 0.9130 0.0701 7.6% 0.0009 0.1% 17% False False 3
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9250
2.618 0.9250
1.618 0.9250
1.000 0.9250
0.618 0.9250
HIGH 0.9250
0.618 0.9250
0.500 0.9250
0.382 0.9250
LOW 0.9250
0.618 0.9250
1.000 0.9250
1.618 0.9250
2.618 0.9250
4.250 0.9250
Fisher Pivots for day following 02-Oct-2014
Pivot 1 day 3 day
R1 0.9250 0.9230
PP 0.9250 0.9210
S1 0.9250 0.9190

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

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