CME Japanese Yen Future June 2015


Trading Metrics calculated at close of trading on 30-Oct-2014
Day Change Summary
Previous Current
29-Oct-2014 30-Oct-2014 Change Change % Previous Week
Open 0.9246 0.9190 -0.0056 -0.6% 0.9385
High 0.9246 0.9190 -0.0056 -0.6% 0.9401
Low 0.9216 0.9168 -0.0048 -0.5% 0.9259
Close 0.9216 0.9168 -0.0048 -0.5% 0.9277
Range 0.0030 0.0022 -0.0008 -26.7% 0.0142
ATR 0.0042 0.0043 0.0000 0.9% 0.0000
Volume 2 34 32 1,600.0% 19
Daily Pivots for day following 30-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.9241 0.9227 0.9180
R3 0.9219 0.9205 0.9174
R2 0.9197 0.9197 0.9172
R1 0.9183 0.9183 0.9170 0.9179
PP 0.9175 0.9175 0.9175 0.9174
S1 0.9161 0.9161 0.9166 0.9157
S2 0.9153 0.9153 0.9164
S3 0.9131 0.9139 0.9162
S4 0.9109 0.9117 0.9156
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 0.9310 0.9168 0.0142 1.5% 0.0016 0.2% 0% False True 8
10 0.9401 0.9168 0.0233 2.5% 0.0018 0.2% 0% False True 6
20 0.9489 0.9128 0.0361 3.9% 0.0020 0.2% 11% False False 4
40 0.9546 0.9128 0.0418 4.6% 0.0016 0.2% 10% False False 3
60 0.9831 0.9128 0.0703 7.7% 0.0013 0.1% 6% False False 3
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 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9284
2.618 0.9248
1.618 0.9226
1.000 0.9212
0.618 0.9204
HIGH 0.9190
0.618 0.9182
0.500 0.9179
0.382 0.9176
LOW 0.9168
0.618 0.9154
1.000 0.9146
1.618 0.9132
2.618 0.9110
4.250 0.9075
Fisher Pivots for day following 30-Oct-2014
Pivot 1 day 3 day
R1 0.9179 0.9223
PP 0.9175 0.9204
S1 0.9172 0.9186

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

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