CME Japanese Yen Future September 2015


Trading Metrics calculated at close of trading on 25-Nov-2014
Day Change Summary
Previous Current
24-Nov-2014 25-Nov-2014 Change Change % Previous Week
Open 0.8477 0.8513 0.0036 0.4% 0.8648
High 0.8487 0.8513 0.0026 0.3% 0.8648
Low 0.8477 0.8513 0.0036 0.4% 0.8493
Close 0.8487 0.8513 0.0026 0.3% 0.8524
Range 0.0010 0.0000 -0.0010 -100.0% 0.0155
ATR 0.0053 0.0051 -0.0002 -3.6% 0.0000
Volume 1 1 0 0.0% 28
Daily Pivots for day following 25-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.8513 0.8513 0.8513
R3 0.8513 0.8513 0.8513
R2 0.8513 0.8513 0.8513
R1 0.8513 0.8513 0.8513 0.8513
PP 0.8513 0.8513 0.8513 0.8513
S1 0.8513 0.8513 0.8513 0.8513
S2 0.8513 0.8513 0.8513
S3 0.8513 0.8513 0.8513
S4 0.8513 0.8513 0.8513
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 0.8532 0.8477 0.0055 0.6% 0.0008 0.1% 65% False False 5
10 0.8691 0.8477 0.0214 2.5% 0.0011 0.1% 17% False False 3
20 0.9229 0.8477 0.0752 8.8% 0.0024 0.3% 5% False False 3
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8513
2.618 0.8513
1.618 0.8513
1.000 0.8513
0.618 0.8513
HIGH 0.8513
0.618 0.8513
0.500 0.8513
0.382 0.8513
LOW 0.8513
0.618 0.8513
1.000 0.8513
1.618 0.8513
2.618 0.8513
4.250 0.8513
Fisher Pivots for day following 25-Nov-2014
Pivot 1 day 3 day
R1 0.8513 0.8510
PP 0.8513 0.8507
S1 0.8513 0.8505

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

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