CME Japanese Yen Future June 2015


Trading Metrics calculated at close of trading on 24-Oct-2014
Day Change Summary
Previous Current
23-Oct-2014 24-Oct-2014 Change Change % Previous Week
Open 0.9335 0.9273 -0.0062 -0.7% 0.9385
High 0.9335 0.9277 -0.0058 -0.6% 0.9401
Low 0.9259 0.9273 0.0014 0.2% 0.9259
Close 0.9266 0.9277 0.0011 0.1% 0.9277
Range 0.0076 0.0004 -0.0072 -94.7% 0.0142
ATR 0.0045 0.0042 -0.0002 -5.4% 0.0000
Volume 7 4 -3 -42.9% 19
Daily Pivots for day following 24-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.9288 0.9286 0.9279
R3 0.9284 0.9282 0.9278
R2 0.9280 0.9280 0.9278
R1 0.9278 0.9278 0.9277 0.9279
PP 0.9276 0.9276 0.9276 0.9276
S1 0.9274 0.9274 0.9277 0.9275
S2 0.9272 0.9272 0.9276
S3 0.9268 0.9270 0.9276
S4 0.9264 0.9266 0.9275
Weekly Pivots for week ending 24-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.9738 0.9650 0.9355
R3 0.9596 0.9508 0.9316
R2 0.9454 0.9454 0.9303
R1 0.9366 0.9366 0.9290 0.9339
PP 0.9312 0.9312 0.9312 0.9299
S1 0.9224 0.9224 0.9264 0.9197
S2 0.9170 0.9170 0.9251
S3 0.9028 0.9082 0.9238
S4 0.8886 0.8940 0.9199
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9401 0.9259 0.0142 1.5% 0.0020 0.2% 13% False False 3
10 0.9489 0.9259 0.0230 2.5% 0.0026 0.3% 8% False False 3
20 0.9489 0.9128 0.0361 3.9% 0.0020 0.2% 41% False False 2
40 0.9662 0.9128 0.0534 5.8% 0.0016 0.2% 28% False False 2
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9294
2.618 0.9287
1.618 0.9283
1.000 0.9281
0.618 0.9279
HIGH 0.9277
0.618 0.9275
0.500 0.9275
0.382 0.9275
LOW 0.9273
0.618 0.9271
1.000 0.9269
1.618 0.9267
2.618 0.9263
4.250 0.9256
Fisher Pivots for day following 24-Oct-2014
Pivot 1 day 3 day
R1 0.9276 0.9307
PP 0.9276 0.9297
S1 0.9275 0.9287

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

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