CME Japanese Yen Future September 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 0.8803 0.8661 -0.0142 -1.6% 0.8883
High 0.8803 0.8677 -0.0126 -1.4% 0.8883
Low 0.8738 0.8661 -0.0077 -0.9% 0.8706
Close 0.8738 0.8677 -0.0061 -0.7% 0.8766
Range 0.0065 0.0016 -0.0049 -75.4% 0.0177
ATR
Volume 7 3 -4 -57.1% 26
Daily Pivots for day following 11-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.8720 0.8714 0.8686
R3 0.8704 0.8698 0.8681
R2 0.8688 0.8688 0.8680
R1 0.8682 0.8682 0.8678 0.8685
PP 0.8672 0.8672 0.8672 0.8673
S1 0.8666 0.8666 0.8676 0.8669
S2 0.8656 0.8656 0.8674
S3 0.8640 0.8650 0.8673
S4 0.8624 0.8634 0.8668
Weekly Pivots for week ending 07-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.9316 0.9218 0.8863
R3 0.9139 0.9041 0.8815
R2 0.8962 0.8962 0.8798
R1 0.8864 0.8864 0.8782 0.8825
PP 0.8785 0.8785 0.8785 0.8765
S1 0.8687 0.8687 0.8750 0.8648
S2 0.8608 0.8608 0.8734
S3 0.8431 0.8510 0.8717
S4 0.8254 0.8333 0.8669
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8809 0.8661 0.0148 1.7% 0.0054 0.6% 11% False True 6
10 0.9229 0.8661 0.0568 6.5% 0.0037 0.4% 3% False True 3
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.0000
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8745
2.618 0.8719
1.618 0.8703
1.000 0.8693
0.618 0.8687
HIGH 0.8677
0.618 0.8671
0.500 0.8669
0.382 0.8667
LOW 0.8661
0.618 0.8651
1.000 0.8645
1.618 0.8635
2.618 0.8619
4.250 0.8593
Fisher Pivots for day following 11-Nov-2014
Pivot 1 day 3 day
R1 0.8674 0.8732
PP 0.8672 0.8714
S1 0.8669 0.8695

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

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