CME Japanese Yen Future March 2015


Trading Metrics calculated at close of trading on 28-May-2014
Day Change Summary
Previous Current
27-May-2014 28-May-2014 Change Change % Previous Week
Open 0.9830 0.9855 0.0025 0.3% 0.9894
High 0.9830 0.9855 0.0025 0.3% 0.9900
Low 0.9830 0.9840 0.0010 0.1% 0.9829
Close 0.9830 0.9840 0.0010 0.1% 0.9829
Range 0.0000 0.0015 0.0015 0.0071
ATR 0.0021 0.0021 0.0000 1.3% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 28-May-2014
Classic Woodie Camarilla DeMark
R4 0.9890 0.9880 0.9848
R3 0.9875 0.9865 0.9844
R2 0.9860 0.9860 0.9843
R1 0.9850 0.9850 0.9841 0.9848
PP 0.9845 0.9845 0.9845 0.9844
S1 0.9835 0.9835 0.9839 0.9833
S2 0.9830 0.9830 0.9837
S3 0.9815 0.9820 0.9836
S4 0.9800 0.9805 0.9832
Weekly Pivots for week ending 23-May-2014
Classic Woodie Camarilla DeMark
R4 1.0066 1.0018 0.9868
R3 0.9995 0.9947 0.9849
R2 0.9924 0.9924 0.9842
R1 0.9876 0.9876 0.9836 0.9865
PP 0.9853 0.9853 0.9853 0.9847
S1 0.9805 0.9805 0.9822 0.9794
S2 0.9782 0.9782 0.9816
S3 0.9711 0.9734 0.9809
S4 0.9640 0.9663 0.9790
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9885 0.9829 0.0056 0.6% 0.0003 0.0% 20% False False 1
10 0.9900 0.9829 0.0071 0.7% 0.0003 0.0% 15% False False 2
20 0.9900 0.9784 0.0116 1.2% 0.0003 0.0% 48% False False 5
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 0.0000
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 0.9919
2.618 0.9894
1.618 0.9879
1.000 0.9870
0.618 0.9864
HIGH 0.9855
0.618 0.9849
0.500 0.9848
0.382 0.9846
LOW 0.9840
0.618 0.9831
1.000 0.9825
1.618 0.9816
2.618 0.9801
4.250 0.9776
Fisher Pivots for day following 28-May-2014
Pivot 1 day 3 day
R1 0.9848 0.9842
PP 0.9845 0.9841
S1 0.9843 0.9841

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

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