CME Japanese Yen Future June 2015


Trading Metrics calculated at close of trading on 18-Nov-2014
Day Change Summary
Previous Current
17-Nov-2014 18-Nov-2014 Change Change % Previous Week
Open 0.8608 0.8605 -0.0003 0.0% 0.8784
High 0.8608 0.8612 0.0004 0.0% 0.8784
Low 0.8608 0.8576 -0.0032 -0.4% 0.8614
Close 0.8608 0.8579 -0.0029 -0.3% 0.8625
Range 0.0000 0.0036 0.0036 0.0170
ATR 0.0058 0.0056 -0.0002 -2.7% 0.0000
Volume 7 7 0 0.0% 30
Daily Pivots for day following 18-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.8697 0.8674 0.8599
R3 0.8661 0.8638 0.8589
R2 0.8625 0.8625 0.8586
R1 0.8602 0.8602 0.8582 0.8596
PP 0.8589 0.8589 0.8589 0.8586
S1 0.8566 0.8566 0.8576 0.8560
S2 0.8553 0.8553 0.8572
S3 0.8517 0.8530 0.8569
S4 0.8481 0.8494 0.8559
Weekly Pivots for week ending 14-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.9184 0.9075 0.8719
R3 0.9014 0.8905 0.8672
R2 0.8844 0.8844 0.8656
R1 0.8735 0.8735 0.8641 0.8705
PP 0.8674 0.8674 0.8674 0.8659
S1 0.8565 0.8565 0.8609 0.8535
S2 0.8504 0.8504 0.8594
S3 0.8334 0.8395 0.8578
S4 0.8164 0.8225 0.8532
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8719 0.8576 0.0143 1.7% 0.0020 0.2% 2% False True 6
10 0.8812 0.8576 0.0236 2.8% 0.0038 0.4% 1% False True 6
20 0.9355 0.8576 0.0779 9.1% 0.0040 0.5% 0% False True 7
40 0.9489 0.8576 0.0913 10.6% 0.0030 0.3% 0% False True 4
60 0.9674 0.8576 0.1098 12.8% 0.0022 0.3% 0% False True 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
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 0.8765
2.618 0.8706
1.618 0.8670
1.000 0.8648
0.618 0.8634
HIGH 0.8612
0.618 0.8598
0.500 0.8594
0.382 0.8590
LOW 0.8576
0.618 0.8554
1.000 0.8540
1.618 0.8518
2.618 0.8482
4.250 0.8423
Fisher Pivots for day following 18-Nov-2014
Pivot 1 day 3 day
R1 0.8594 0.8602
PP 0.8589 0.8594
S1 0.8584 0.8587

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

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