CME Japanese Yen Future March 2015


Trading Metrics calculated at close of trading on 30-Jul-2014
Day Change Summary
Previous Current
29-Jul-2014 30-Jul-2014 Change Change % Previous Week
Open 0.9811 0.9784 -0.0027 -0.3% 0.9886
High 0.9811 0.9784 -0.0027 -0.3% 0.9886
Low 0.9811 0.9740 -0.0071 -0.7% 0.9840
Close 0.9811 0.9740 -0.0071 -0.7% 0.9843
Range 0.0000 0.0044 0.0044 0.0046
ATR 0.0019 0.0022 0.0004 20.3% 0.0000
Volume 1 1 0 0.0% 14
Daily Pivots for day following 30-Jul-2014
Classic Woodie Camarilla DeMark
R4 0.9887 0.9857 0.9764
R3 0.9843 0.9813 0.9752
R2 0.9799 0.9799 0.9748
R1 0.9769 0.9769 0.9744 0.9762
PP 0.9755 0.9755 0.9755 0.9751
S1 0.9725 0.9725 0.9736 0.9718
S2 0.9711 0.9711 0.9732
S3 0.9667 0.9681 0.9728
S4 0.9623 0.9637 0.9716
Weekly Pivots for week ending 25-Jul-2014
Classic Woodie Camarilla DeMark
R4 0.9994 0.9965 0.9868
R3 0.9948 0.9919 0.9856
R2 0.9902 0.9902 0.9851
R1 0.9873 0.9873 0.9847 0.9865
PP 0.9856 0.9856 0.9856 0.9852
S1 0.9827 0.9827 0.9839 0.9819
S2 0.9810 0.9810 0.9835
S3 0.9764 0.9781 0.9830
S4 0.9718 0.9735 0.9818
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9843 0.9740 0.0103 1.1% 0.0009 0.1% 0% False True 1
10 0.9892 0.9740 0.0152 1.6% 0.0005 0.0% 0% False True 3
20 0.9896 0.9740 0.0156 1.6% 0.0005 0.1% 0% False True 17
40 0.9921 0.9740 0.0181 1.9% 0.0007 0.1% 0% False True 11
60 0.9921 0.9740 0.0181 1.9% 0.0006 0.1% 0% False True 9
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 24 trading days
Fibonacci Retracements and Extensions
4.250 0.9971
2.618 0.9899
1.618 0.9855
1.000 0.9828
0.618 0.9811
HIGH 0.9784
0.618 0.9767
0.500 0.9762
0.382 0.9757
LOW 0.9740
0.618 0.9713
1.000 0.9696
1.618 0.9669
2.618 0.9625
4.250 0.9553
Fisher Pivots for day following 30-Jul-2014
Pivot 1 day 3 day
R1 0.9762 0.9788
PP 0.9755 0.9772
S1 0.9747 0.9756

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

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