CME Japanese Yen Future June 2015


Trading Metrics calculated at close of trading on 13-Nov-2014
Day Change Summary
Previous Current
12-Nov-2014 13-Nov-2014 Change Change % Previous Week
Open 0.8719 0.8664 -0.0055 -0.6% 0.8866
High 0.8719 0.8671 -0.0048 -0.6% 0.8866
Low 0.8677 0.8663 -0.0014 -0.2% 0.8692
Close 0.8677 0.8667 -0.0010 -0.1% 0.8753
Range 0.0042 0.0008 -0.0034 -81.0% 0.0174
ATR 0.0065 0.0061 -0.0004 -5.6% 0.0000
Volume 8 6 -2 -25.0% 42
Daily Pivots for day following 13-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.8691 0.8687 0.8671
R3 0.8683 0.8679 0.8669
R2 0.8675 0.8675 0.8668
R1 0.8671 0.8671 0.8668 0.8673
PP 0.8667 0.8667 0.8667 0.8668
S1 0.8663 0.8663 0.8666 0.8665
S2 0.8659 0.8659 0.8666
S3 0.8651 0.8655 0.8665
S4 0.8643 0.8647 0.8663
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 0.8784 0.8644 0.0140 1.6% 0.0040 0.5% 16% False False 7
10 0.9026 0.8644 0.0382 4.4% 0.0059 0.7% 6% False False 7
20 0.9401 0.8644 0.0757 8.7% 0.0038 0.4% 3% False False 6
40 0.9489 0.8644 0.0845 9.7% 0.0029 0.3% 3% False False 4
60 0.9676 0.8644 0.1032 11.9% 0.0022 0.3% 2% False False 3
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 12 trading days
Fibonacci Retracements and Extensions
4.250 0.8705
2.618 0.8692
1.618 0.8684
1.000 0.8679
0.618 0.8676
HIGH 0.8671
0.618 0.8668
0.500 0.8667
0.382 0.8666
LOW 0.8663
0.618 0.8658
1.000 0.8655
1.618 0.8650
2.618 0.8642
4.250 0.8629
Fisher Pivots for day following 13-Nov-2014
Pivot 1 day 3 day
R1 0.8667 0.8682
PP 0.8667 0.8677
S1 0.8667 0.8672

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

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