CME Japanese Yen Future September 2015


Trading Metrics calculated at close of trading on 21-Nov-2014
Day Change Summary
Previous Current
20-Nov-2014 21-Nov-2014 Change Change % Previous Week
Open 0.8493 0.8532 0.0039 0.5% 0.8648
High 0.8513 0.8532 0.0019 0.2% 0.8648
Low 0.8493 0.8524 0.0031 0.4% 0.8493
Close 0.8513 0.8524 0.0011 0.1% 0.8524
Range 0.0020 0.0008 -0.0012 -60.0% 0.0155
ATR 0.0056 0.0054 -0.0003 -4.7% 0.0000
Volume 11 2 -9 -81.8% 28
Daily Pivots for day following 21-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.8551 0.8545 0.8528
R3 0.8543 0.8537 0.8526
R2 0.8535 0.8535 0.8525
R1 0.8529 0.8529 0.8525 0.8528
PP 0.8527 0.8527 0.8527 0.8526
S1 0.8521 0.8521 0.8523 0.8520
S2 0.8519 0.8519 0.8523
S3 0.8511 0.8513 0.8522
S4 0.8503 0.8505 0.8520
Weekly Pivots for week ending 21-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.9020 0.8927 0.8609
R3 0.8865 0.8772 0.8567
R2 0.8710 0.8710 0.8552
R1 0.8617 0.8617 0.8538 0.8586
PP 0.8555 0.8555 0.8555 0.8540
S1 0.8462 0.8462 0.8510 0.8431
S2 0.8400 0.8400 0.8496
S3 0.8245 0.8307 0.8481
S4 0.8090 0.8152 0.8439
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8648 0.8493 0.0155 1.8% 0.0020 0.2% 20% False False 5
10 0.8803 0.8493 0.0310 3.6% 0.0018 0.2% 10% False False 4
20 0.9322 0.8493 0.0829 9.7% 0.0023 0.3% 4% False False 3
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8566
2.618 0.8553
1.618 0.8545
1.000 0.8540
0.618 0.8537
HIGH 0.8532
0.618 0.8529
0.500 0.8528
0.382 0.8527
LOW 0.8524
0.618 0.8519
1.000 0.8516
1.618 0.8511
2.618 0.8503
4.250 0.8490
Fisher Pivots for day following 21-Nov-2014
Pivot 1 day 3 day
R1 0.8528 0.8520
PP 0.8527 0.8516
S1 0.8525 0.8513

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

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