CME Japanese Yen Future December 2014


Trading Metrics calculated at close of trading on 17-Sep-2014
Day Change Summary
Previous Current
16-Sep-2014 17-Sep-2014 Change Change % Previous Week
Open 0.9335 0.9339 0.0004 0.0% 0.9519
High 0.9369 0.9343 -0.0026 -0.3% 0.9531
Low 0.9323 0.9233 -0.0090 -1.0% 0.9318
Close 0.9338 0.9266 -0.0072 -0.8% 0.9324
Range 0.0046 0.0110 0.0064 139.1% 0.0213
ATR 0.0050 0.0054 0.0004 8.6% 0.0000
Volume 137,478 191,008 53,530 38.9% 469,534
Daily Pivots for day following 17-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.9611 0.9548 0.9327
R3 0.9501 0.9438 0.9296
R2 0.9391 0.9391 0.9286
R1 0.9328 0.9328 0.9276 0.9305
PP 0.9281 0.9281 0.9281 0.9269
S1 0.9218 0.9218 0.9256 0.9195
S2 0.9171 0.9171 0.9246
S3 0.9061 0.9108 0.9236
S4 0.8951 0.8998 0.9206
Weekly Pivots for week ending 12-Sep-2014
Classic Woodie Camarilla DeMark
R4 1.0030 0.9890 0.9441
R3 0.9817 0.9677 0.9383
R2 0.9604 0.9604 0.9363
R1 0.9464 0.9464 0.9344 0.9428
PP 0.9391 0.9391 0.9391 0.9373
S1 0.9251 0.9251 0.9304 0.9215
S2 0.9178 0.9178 0.9285
S3 0.8965 0.9038 0.9265
S4 0.8752 0.8825 0.9207
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9385 0.9233 0.0152 1.6% 0.0054 0.6% 22% False True 130,544
10 0.9560 0.9233 0.0327 3.5% 0.0064 0.7% 10% False True 91,124
20 0.9725 0.9233 0.0492 5.3% 0.0057 0.6% 7% False True 46,726
40 0.9876 0.9233 0.0643 6.9% 0.0047 0.5% 5% False True 23,557
60 0.9902 0.9233 0.0669 7.2% 0.0040 0.4% 5% False True 15,750
80 0.9902 0.9233 0.0669 7.2% 0.0035 0.4% 5% False True 11,818
100 0.9930 0.9233 0.0697 7.5% 0.0033 0.4% 5% False True 9,456
120 0.9930 0.9233 0.0697 7.5% 0.0030 0.3% 5% False True 7,880
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 0.0011
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 0.9811
2.618 0.9631
1.618 0.9521
1.000 0.9453
0.618 0.9411
HIGH 0.9343
0.618 0.9301
0.500 0.9288
0.382 0.9275
LOW 0.9233
0.618 0.9165
1.000 0.9123
1.618 0.9055
2.618 0.8945
4.250 0.8766
Fisher Pivots for day following 17-Sep-2014
Pivot 1 day 3 day
R1 0.9288 0.9301
PP 0.9281 0.9289
S1 0.9273 0.9278

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

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