CME Japanese Yen Future June 2015


Trading Metrics calculated at close of trading on 16-Oct-2014
Day Change Summary
Previous Current
15-Oct-2014 16-Oct-2014 Change Change % Previous Week
Open 0.9391 0.9451 0.0060 0.6% 0.9188
High 0.9477 0.9489 0.0012 0.1% 0.9302
Low 0.9391 0.9445 0.0054 0.6% 0.9188
Close 0.9456 0.9445 -0.0011 -0.1% 0.9299
Range 0.0086 0.0044 -0.0042 -48.8% 0.0114
ATR 0.0046 0.0045 0.0000 -0.2% 0.0000
Volume 3 9 6 200.0% 8
Daily Pivots for day following 16-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.9592 0.9562 0.9469
R3 0.9548 0.9518 0.9457
R2 0.9504 0.9504 0.9453
R1 0.9474 0.9474 0.9449 0.9467
PP 0.9460 0.9460 0.9460 0.9456
S1 0.9430 0.9430 0.9441 0.9423
S2 0.9416 0.9416 0.9437
S3 0.9372 0.9386 0.9433
S4 0.9328 0.9342 0.9421
Weekly Pivots for week ending 10-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.9605 0.9566 0.9362
R3 0.9491 0.9452 0.9330
R2 0.9377 0.9377 0.9320
R1 0.9338 0.9338 0.9309 0.9358
PP 0.9263 0.9263 0.9263 0.9273
S1 0.9224 0.9224 0.9289 0.9244
S2 0.9149 0.9149 0.9278
S3 0.9035 0.9110 0.9268
S4 0.8921 0.8996 0.9236
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9489 0.9299 0.0190 2.0% 0.0032 0.3% 77% True False 3
10 0.9489 0.9128 0.0361 3.8% 0.0023 0.2% 88% True False 2
20 0.9489 0.9128 0.0361 3.8% 0.0020 0.2% 88% True False 2
40 0.9676 0.9128 0.0548 5.8% 0.0014 0.1% 58% False False 2
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 0.9676
2.618 0.9604
1.618 0.9560
1.000 0.9533
0.618 0.9516
HIGH 0.9489
0.618 0.9472
0.500 0.9467
0.382 0.9462
LOW 0.9445
0.618 0.9418
1.000 0.9401
1.618 0.9374
2.618 0.9330
4.250 0.9258
Fisher Pivots for day following 16-Oct-2014
Pivot 1 day 3 day
R1 0.9467 0.9437
PP 0.9460 0.9428
S1 0.9452 0.9420

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

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