CME Japanese Yen Future June 2015


Trading Metrics calculated at close of trading on 20-Nov-2014
Day Change Summary
Previous Current
19-Nov-2014 20-Nov-2014 Change Change % Previous Week
Open 0.8530 0.8483 -0.0047 -0.6% 0.8784
High 0.8532 0.8510 -0.0022 -0.3% 0.8784
Low 0.8496 0.8439 -0.0057 -0.7% 0.8614
Close 0.8506 0.8499 -0.0007 -0.1% 0.8625
Range 0.0036 0.0071 0.0035 97.2% 0.0170
ATR 0.0058 0.0059 0.0001 1.6% 0.0000
Volume 16 32 16 100.0% 30
Daily Pivots for day following 20-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.8696 0.8668 0.8538
R3 0.8625 0.8597 0.8519
R2 0.8554 0.8554 0.8512
R1 0.8526 0.8526 0.8506 0.8540
PP 0.8483 0.8483 0.8483 0.8490
S1 0.8455 0.8455 0.8492 0.8469
S2 0.8412 0.8412 0.8486
S3 0.8341 0.8384 0.8479
S4 0.8270 0.8313 0.8460
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 0.8628 0.8439 0.0189 2.2% 0.0031 0.4% 32% False True 13
10 0.8784 0.8439 0.0345 4.1% 0.0036 0.4% 17% False True 10
20 0.9310 0.8439 0.0871 10.2% 0.0041 0.5% 7% False True 9
40 0.9489 0.8439 0.1050 12.4% 0.0032 0.4% 6% False True 5
60 0.9674 0.8439 0.1235 14.5% 0.0024 0.3% 5% False True 4
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 0.8812
2.618 0.8696
1.618 0.8625
1.000 0.8581
0.618 0.8554
HIGH 0.8510
0.618 0.8483
0.500 0.8475
0.382 0.8466
LOW 0.8439
0.618 0.8395
1.000 0.8368
1.618 0.8324
2.618 0.8253
4.250 0.8137
Fisher Pivots for day following 20-Nov-2014
Pivot 1 day 3 day
R1 0.8491 0.8526
PP 0.8483 0.8517
S1 0.8475 0.8508

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

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