CME Japanese Yen Future March 2015


Trading Metrics calculated at close of trading on 26-Jun-2014
Day Change Summary
Previous Current
25-Jun-2014 26-Jun-2014 Change Change % Previous Week
Open 0.9843 0.9855 0.0012 0.1% 0.9840
High 0.9921 0.9855 -0.0066 -0.7% 0.9840
Low 0.9837 0.9855 0.0018 0.2% 0.9786
Close 0.9837 0.9855 0.0018 0.2% 0.9814
Range 0.0084 0.0000 -0.0084 -100.0% 0.0054
ATR 0.0027 0.0027 -0.0001 -2.4% 0.0000
Volume 3 33 30 1,000.0% 22
Daily Pivots for day following 26-Jun-2014
Classic Woodie Camarilla DeMark
R4 0.9855 0.9855 0.9855
R3 0.9855 0.9855 0.9855
R2 0.9855 0.9855 0.9855
R1 0.9855 0.9855 0.9855 0.9855
PP 0.9855 0.9855 0.9855 0.9855
S1 0.9855 0.9855 0.9855 0.9855
S2 0.9855 0.9855 0.9855
S3 0.9855 0.9855 0.9855
S4 0.9855 0.9855 0.9855
Weekly Pivots for week ending 20-Jun-2014
Classic Woodie Camarilla DeMark
R4 0.9975 0.9949 0.9844
R3 0.9921 0.9895 0.9829
R2 0.9867 0.9867 0.9824
R1 0.9841 0.9841 0.9819 0.9827
PP 0.9813 0.9813 0.9813 0.9807
S1 0.9787 0.9787 0.9809 0.9773
S2 0.9759 0.9759 0.9804
S3 0.9705 0.9733 0.9799
S4 0.9651 0.9679 0.9784
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9921 0.9814 0.0107 1.1% 0.0019 0.2% 38% False False 7
10 0.9921 0.9786 0.0135 1.4% 0.0012 0.1% 51% False False 6
20 0.9921 0.9758 0.0163 1.7% 0.0011 0.1% 60% False False 5
40 0.9921 0.9758 0.0163 1.7% 0.0006 0.1% 60% False False 5
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9855
2.618 0.9855
1.618 0.9855
1.000 0.9855
0.618 0.9855
HIGH 0.9855
0.618 0.9855
0.500 0.9855
0.382 0.9855
LOW 0.9855
0.618 0.9855
1.000 0.9855
1.618 0.9855
2.618 0.9855
4.250 0.9855
Fisher Pivots for day following 26-Jun-2014
Pivot 1 day 3 day
R1 0.9855 0.9870
PP 0.9855 0.9865
S1 0.9855 0.9860

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

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