CME Japanese Yen Future December 2014


Trading Metrics calculated at close of trading on 27-Oct-2014
Day Change Summary
Previous Current
24-Oct-2014 27-Oct-2014 Change Change % Previous Week
Open 0.9238 0.9241 0.0003 0.0% 0.9347
High 0.9281 0.9297 0.0016 0.2% 0.9416
Low 0.9237 0.9240 0.0003 0.0% 0.9233
Close 0.9256 0.9290 0.0034 0.4% 0.9256
Range 0.0044 0.0057 0.0013 29.5% 0.0183
ATR 0.0078 0.0077 -0.0002 -1.9% 0.0000
Volume 147,963 116,082 -31,881 -21.5% 757,166
Daily Pivots for day following 27-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.9447 0.9425 0.9321
R3 0.9390 0.9368 0.9306
R2 0.9333 0.9333 0.9300
R1 0.9311 0.9311 0.9295 0.9322
PP 0.9276 0.9276 0.9276 0.9281
S1 0.9254 0.9254 0.9285 0.9265
S2 0.9219 0.9219 0.9280
S3 0.9162 0.9197 0.9274
S4 0.9105 0.9140 0.9259
Weekly Pivots for week ending 24-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.9851 0.9736 0.9357
R3 0.9668 0.9553 0.9306
R2 0.9485 0.9485 0.9290
R1 0.9370 0.9370 0.9273 0.9336
PP 0.9302 0.9302 0.9302 0.9285
S1 0.9187 0.9187 0.9239 0.9153
S2 0.9119 0.9119 0.9222
S3 0.8936 0.9004 0.9206
S4 0.8753 0.8821 0.9155
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9416 0.9233 0.0183 2.0% 0.0066 0.7% 31% False False 144,892
10 0.9510 0.9233 0.0277 3.0% 0.0080 0.9% 21% False False 197,812
20 0.9510 0.9088 0.0422 4.5% 0.0084 0.9% 48% False False 200,182
40 0.9613 0.9088 0.0525 5.7% 0.0075 0.8% 38% False False 154,597
60 0.9860 0.9088 0.0772 8.3% 0.0063 0.7% 26% False False 103,330
80 0.9902 0.9088 0.0814 8.8% 0.0054 0.6% 25% False False 77,543
100 0.9902 0.9088 0.0814 8.8% 0.0048 0.5% 25% False False 62,054
120 0.9930 0.9088 0.0842 9.1% 0.0044 0.5% 24% False False 51,714
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9539
2.618 0.9446
1.618 0.9389
1.000 0.9354
0.618 0.9332
HIGH 0.9297
0.618 0.9275
0.500 0.9269
0.382 0.9262
LOW 0.9240
0.618 0.9205
1.000 0.9183
1.618 0.9148
2.618 0.9091
4.250 0.8998
Fisher Pivots for day following 27-Oct-2014
Pivot 1 day 3 day
R1 0.9283 0.9289
PP 0.9276 0.9288
S1 0.9269 0.9287

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

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