CME Japanese Yen Future December 2014


Trading Metrics calculated at close of trading on 04-Nov-2014
Day Change Summary
Previous Current
03-Nov-2014 04-Nov-2014 Change Change % Previous Week
Open 0.8874 0.8788 -0.0086 -1.0% 0.9241
High 0.8887 0.8839 -0.0048 -0.5% 0.9297
Low 0.8758 0.8786 0.0028 0.3% 0.8893
Close 0.8793 0.8807 0.0014 0.2% 0.8908
Range 0.0129 0.0053 -0.0076 -58.9% 0.0404
ATR 0.0093 0.0090 -0.0003 -3.1% 0.0000
Volume 244,297 213,440 -30,857 -12.6% 1,002,852
Daily Pivots for day following 04-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.8970 0.8941 0.8836
R3 0.8917 0.8888 0.8822
R2 0.8864 0.8864 0.8817
R1 0.8835 0.8835 0.8812 0.8850
PP 0.8811 0.8811 0.8811 0.8818
S1 0.8782 0.8782 0.8802 0.8797
S2 0.8758 0.8758 0.8797
S3 0.8705 0.8729 0.8792
S4 0.8652 0.8676 0.8778
Weekly Pivots for week ending 31-Oct-2014
Classic Woodie Camarilla DeMark
R4 1.0245 0.9980 0.9130
R3 0.9841 0.9576 0.9019
R2 0.9437 0.9437 0.8982
R1 0.9172 0.9172 0.8945 0.9103
PP 0.9033 0.9033 0.9033 0.8998
S1 0.8768 0.8768 0.8871 0.8699
S2 0.8629 0.8629 0.8834
S3 0.8225 0.8364 0.8797
S4 0.7821 0.7960 0.8686
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9269 0.8758 0.0511 5.8% 0.0120 1.4% 10% False False 242,869
10 0.9369 0.8758 0.0611 6.9% 0.0090 1.0% 8% False False 190,647
20 0.9510 0.8758 0.0752 8.5% 0.0086 1.0% 7% False False 204,962
40 0.9510 0.8758 0.0752 8.5% 0.0080 0.9% 7% False False 184,117
60 0.9800 0.8758 0.1042 11.8% 0.0070 0.8% 5% False False 125,699
80 0.9900 0.8758 0.1142 13.0% 0.0060 0.7% 4% False False 94,344
100 0.9902 0.8758 0.1144 13.0% 0.0053 0.6% 4% False False 75,497
120 0.9930 0.8758 0.1172 13.3% 0.0049 0.6% 4% False False 62,918
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9064
2.618 0.8978
1.618 0.8925
1.000 0.8892
0.618 0.8872
HIGH 0.8839
0.618 0.8819
0.500 0.8813
0.382 0.8806
LOW 0.8786
0.618 0.8753
1.000 0.8733
1.618 0.8700
2.618 0.8647
4.250 0.8561
Fisher Pivots for day following 04-Nov-2014
Pivot 1 day 3 day
R1 0.8813 0.8960
PP 0.8811 0.8909
S1 0.8809 0.8858

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

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