CME Japanese Yen Future June 2015


Trading Metrics calculated at close of trading on 09-Oct-2014
Day Change Summary
Previous Current
08-Oct-2014 09-Oct-2014 Change Change % Previous Week
Open 0.9264 0.9295 0.0031 0.3% 0.9173
High 0.9281 0.9302 0.0021 0.2% 0.9250
Low 0.9230 0.9295 0.0065 0.7% 0.9128
Close 0.9271 0.9302 0.0031 0.3% 0.9128
Range 0.0051 0.0007 -0.0044 -86.3% 0.0122
ATR 0.0045 0.0044 -0.0001 -2.2% 0.0000
Volume 1 3 2 200.0% 14
Daily Pivots for day following 09-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.9321 0.9318 0.9306
R3 0.9314 0.9311 0.9304
R2 0.9307 0.9307 0.9303
R1 0.9304 0.9304 0.9303 0.9306
PP 0.9300 0.9300 0.9300 0.9300
S1 0.9297 0.9297 0.9301 0.9299
S2 0.9293 0.9293 0.9301
S3 0.9286 0.9290 0.9300
S4 0.9279 0.9283 0.9298
Weekly Pivots for week ending 03-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.9535 0.9453 0.9195
R3 0.9413 0.9331 0.9162
R2 0.9291 0.9291 0.9150
R1 0.9209 0.9209 0.9139 0.9189
PP 0.9169 0.9169 0.9169 0.9159
S1 0.9087 0.9087 0.9117 0.9067
S2 0.9047 0.9047 0.9106
S3 0.8925 0.8965 0.9094
S4 0.8803 0.8843 0.9061
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9302 0.9128 0.0174 1.9% 0.0014 0.2% 100% True False 1
10 0.9302 0.9128 0.0174 1.9% 0.0022 0.2% 100% True False 2
20 0.9363 0.9128 0.0235 2.5% 0.0013 0.1% 74% False False 2
40 0.9801 0.9128 0.0673 7.2% 0.0011 0.1% 26% False False 3
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 0.0002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9332
2.618 0.9320
1.618 0.9313
1.000 0.9309
0.618 0.9306
HIGH 0.9302
0.618 0.9299
0.500 0.9299
0.382 0.9298
LOW 0.9295
0.618 0.9291
1.000 0.9288
1.618 0.9284
2.618 0.9277
4.250 0.9265
Fisher Pivots for day following 09-Oct-2014
Pivot 1 day 3 day
R1 0.9301 0.9290
PP 0.9300 0.9278
S1 0.9299 0.9266

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

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