CME Japanese Yen Future June 2015


Trading Metrics calculated at close of trading on 10-Nov-2014
Day Change Summary
Previous Current
07-Nov-2014 10-Nov-2014 Change Change % Previous Week
Open 0.8692 0.8784 0.0092 1.1% 0.8866
High 0.8753 0.8784 0.0031 0.4% 0.8866
Low 0.8692 0.8722 0.0030 0.3% 0.8692
Close 0.8753 0.8724 -0.0029 -0.3% 0.8753
Range 0.0061 0.0062 0.0001 1.6% 0.0174
ATR 0.0065 0.0065 0.0000 -0.3% 0.0000
Volume 9 4 -5 -55.6% 42
Daily Pivots for day following 10-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.8929 0.8889 0.8758
R3 0.8867 0.8827 0.8741
R2 0.8805 0.8805 0.8735
R1 0.8765 0.8765 0.8730 0.8754
PP 0.8743 0.8743 0.8743 0.8738
S1 0.8703 0.8703 0.8718 0.8692
S2 0.8681 0.8681 0.8713
S3 0.8619 0.8641 0.8707
S4 0.8557 0.8579 0.8690
Weekly Pivots for week ending 07-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.9292 0.9197 0.8849
R3 0.9118 0.9023 0.8801
R2 0.8944 0.8944 0.8785
R1 0.8849 0.8849 0.8769 0.8810
PP 0.8770 0.8770 0.8770 0.8751
S1 0.8675 0.8675 0.8737 0.8636
S2 0.8596 0.8596 0.8721
S3 0.8422 0.8501 0.8705
S4 0.8248 0.8327 0.8657
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8861 0.8692 0.0169 1.9% 0.0064 0.7% 19% False False 6
10 0.9277 0.8692 0.0585 6.7% 0.0056 0.6% 5% False False 8
20 0.9489 0.8692 0.0797 9.1% 0.0042 0.5% 4% False False 6
40 0.9489 0.8692 0.0797 9.1% 0.0027 0.3% 4% False False 4
60 0.9776 0.8692 0.1084 12.4% 0.0021 0.2% 3% False False 4
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 0.0003
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9048
2.618 0.8946
1.618 0.8884
1.000 0.8846
0.618 0.8822
HIGH 0.8784
0.618 0.8760
0.500 0.8753
0.382 0.8746
LOW 0.8722
0.618 0.8684
1.000 0.8660
1.618 0.8622
2.618 0.8560
4.250 0.8459
Fisher Pivots for day following 10-Nov-2014
Pivot 1 day 3 day
R1 0.8753 0.8738
PP 0.8743 0.8733
S1 0.8734 0.8729

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

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