CME Japanese Yen Future June 2015


Trading Metrics calculated at close of trading on 11-Nov-2014
Day Change Summary
Previous Current
10-Nov-2014 11-Nov-2014 Change Change % Previous Week
Open 0.8784 0.8671 -0.0113 -1.3% 0.8866
High 0.8784 0.8671 -0.0113 -1.3% 0.8866
Low 0.8722 0.8644 -0.0078 -0.9% 0.8692
Close 0.8724 0.8663 -0.0061 -0.7% 0.8753
Range 0.0062 0.0027 -0.0035 -56.5% 0.0174
ATR 0.0065 0.0066 0.0001 1.7% 0.0000
Volume 4 8 4 100.0% 42
Daily Pivots for day following 11-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.8740 0.8729 0.8678
R3 0.8713 0.8702 0.8670
R2 0.8686 0.8686 0.8668
R1 0.8675 0.8675 0.8665 0.8667
PP 0.8659 0.8659 0.8659 0.8656
S1 0.8648 0.8648 0.8661 0.8640
S2 0.8632 0.8632 0.8658
S3 0.8605 0.8621 0.8656
S4 0.8578 0.8594 0.8648
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 0.8812 0.8644 0.0168 1.9% 0.0057 0.7% 11% False True 6
10 0.9246 0.8644 0.0602 6.9% 0.0059 0.7% 3% False True 9
20 0.9489 0.8644 0.0845 9.8% 0.0042 0.5% 2% False True 6
40 0.9489 0.8644 0.0845 9.8% 0.0028 0.3% 2% False True 4
60 0.9745 0.8644 0.1101 12.7% 0.0021 0.2% 2% False True 4
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0003
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.8786
2.618 0.8742
1.618 0.8715
1.000 0.8698
0.618 0.8688
HIGH 0.8671
0.618 0.8661
0.500 0.8658
0.382 0.8654
LOW 0.8644
0.618 0.8627
1.000 0.8617
1.618 0.8600
2.618 0.8573
4.250 0.8529
Fisher Pivots for day following 11-Nov-2014
Pivot 1 day 3 day
R1 0.8661 0.8714
PP 0.8659 0.8697
S1 0.8658 0.8680

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

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