CME Japanese Yen Future June 2015


Trading Metrics calculated at close of trading on 29-Oct-2014
Day Change Summary
Previous Current
28-Oct-2014 29-Oct-2014 Change Change % Previous Week
Open 0.9277 0.9246 -0.0031 -0.3% 0.9385
High 0.9277 0.9246 -0.0031 -0.3% 0.9401
Low 0.9275 0.9216 -0.0059 -0.6% 0.9259
Close 0.9275 0.9216 -0.0059 -0.6% 0.9277
Range 0.0002 0.0030 0.0028 1,400.0% 0.0142
ATR 0.0041 0.0042 0.0001 3.1% 0.0000
Volume 1 2 1 100.0% 19
Daily Pivots for day following 29-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.9316 0.9296 0.9233
R3 0.9286 0.9266 0.9224
R2 0.9256 0.9256 0.9222
R1 0.9236 0.9236 0.9219 0.9231
PP 0.9226 0.9226 0.9226 0.9224
S1 0.9206 0.9206 0.9213 0.9201
S2 0.9196 0.9196 0.9211
S3 0.9166 0.9176 0.9208
S4 0.9136 0.9146 0.9200
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 0.9335 0.9216 0.0119 1.3% 0.0026 0.3% 0% False True 3
10 0.9489 0.9216 0.0273 3.0% 0.0020 0.2% 0% False True 3
20 0.9489 0.9128 0.0361 3.9% 0.0019 0.2% 24% False False 2
40 0.9553 0.9128 0.0425 4.6% 0.0016 0.2% 21% False False 2
60 0.9849 0.9128 0.0721 7.8% 0.0013 0.1% 12% False False 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9374
2.618 0.9325
1.618 0.9295
1.000 0.9276
0.618 0.9265
HIGH 0.9246
0.618 0.9235
0.500 0.9231
0.382 0.9227
LOW 0.9216
0.618 0.9197
1.000 0.9186
1.618 0.9167
2.618 0.9137
4.250 0.9089
Fisher Pivots for day following 29-Oct-2014
Pivot 1 day 3 day
R1 0.9231 0.9263
PP 0.9226 0.9247
S1 0.9221 0.9232

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

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