CME Japanese Yen Future June 2015


Trading Metrics calculated at close of trading on 27-Oct-2014
Day Change Summary
Previous Current
24-Oct-2014 27-Oct-2014 Change Change % Previous Week
Open 0.9273 0.9290 0.0017 0.2% 0.9385
High 0.9277 0.9310 0.0033 0.4% 0.9401
Low 0.9273 0.9290 0.0017 0.2% 0.9259
Close 0.9277 0.9310 0.0033 0.4% 0.9277
Range 0.0004 0.0020 0.0016 400.0% 0.0142
ATR 0.0042 0.0042 -0.0001 -1.6% 0.0000
Volume 4 3 -1 -25.0% 19
Daily Pivots for day following 27-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.9363 0.9357 0.9321
R3 0.9343 0.9337 0.9316
R2 0.9323 0.9323 0.9314
R1 0.9317 0.9317 0.9312 0.9320
PP 0.9303 0.9303 0.9303 0.9305
S1 0.9297 0.9297 0.9308 0.9300
S2 0.9283 0.9283 0.9306
S3 0.9263 0.9277 0.9305
S4 0.9243 0.9257 0.9299
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% 0.0024 0.3% 36% False False 3
10 0.9489 0.9259 0.0230 2.5% 0.0028 0.3% 22% False False 3
20 0.9489 0.9128 0.0361 3.9% 0.0021 0.2% 50% False False 2
40 0.9566 0.9128 0.0438 4.7% 0.0016 0.2% 42% False False 2
60 0.9849 0.9128 0.0721 7.7% 0.0012 0.1% 25% False False 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0001
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9395
2.618 0.9362
1.618 0.9342
1.000 0.9330
0.618 0.9322
HIGH 0.9310
0.618 0.9302
0.500 0.9300
0.382 0.9298
LOW 0.9290
0.618 0.9278
1.000 0.9270
1.618 0.9258
2.618 0.9238
4.250 0.9205
Fisher Pivots for day following 27-Oct-2014
Pivot 1 day 3 day
R1 0.9307 0.9306
PP 0.9303 0.9301
S1 0.9300 0.9297

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

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