CME Japanese Yen Future June 2015


Trading Metrics calculated at close of trading on 17-Oct-2014
Day Change Summary
Previous Current
16-Oct-2014 17-Oct-2014 Change Change % Previous Week
Open 0.9451 0.9399 -0.0052 -0.6% 0.9330
High 0.9489 0.9399 -0.0090 -0.9% 0.9489
Low 0.9445 0.9399 -0.0046 -0.5% 0.9330
Close 0.9445 0.9399 -0.0046 -0.5% 0.9399
Range 0.0044 0.0000 -0.0044 -100.0% 0.0159
ATR 0.0045 0.0045 0.0000 0.1% 0.0000
Volume 9 3 -6 -66.7% 17
Daily Pivots for day following 17-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.9399 0.9399 0.9399
R3 0.9399 0.9399 0.9399
R2 0.9399 0.9399 0.9399
R1 0.9399 0.9399 0.9399 0.9399
PP 0.9399 0.9399 0.9399 0.9399
S1 0.9399 0.9399 0.9399 0.9399
S2 0.9399 0.9399 0.9399
S3 0.9399 0.9399 0.9399
S4 0.9399 0.9399 0.9399
Weekly Pivots for week ending 17-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.9883 0.9800 0.9486
R3 0.9724 0.9641 0.9443
R2 0.9565 0.9565 0.9428
R1 0.9482 0.9482 0.9414 0.9524
PP 0.9406 0.9406 0.9406 0.9427
S1 0.9323 0.9323 0.9384 0.9365
S2 0.9247 0.9247 0.9370
S3 0.9088 0.9164 0.9355
S4 0.8929 0.9005 0.9312
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9489 0.9330 0.0159 1.7% 0.0032 0.3% 43% False False 3
10 0.9489 0.9188 0.0301 3.2% 0.0023 0.2% 70% False False 2
20 0.9489 0.9128 0.0361 3.8% 0.0019 0.2% 75% False False 2
40 0.9674 0.9128 0.0546 5.8% 0.0013 0.1% 50% False False 2
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9399
2.618 0.9399
1.618 0.9399
1.000 0.9399
0.618 0.9399
HIGH 0.9399
0.618 0.9399
0.500 0.9399
0.382 0.9399
LOW 0.9399
0.618 0.9399
1.000 0.9399
1.618 0.9399
2.618 0.9399
4.250 0.9399
Fisher Pivots for day following 17-Oct-2014
Pivot 1 day 3 day
R1 0.9399 0.9440
PP 0.9399 0.9426
S1 0.9399 0.9413

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

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