CME Japanese Yen Future March 2015


Trading Metrics calculated at close of trading on 06-Aug-2014
Day Change Summary
Previous Current
05-Aug-2014 06-Aug-2014 Change Change % Previous Week
Open 0.9769 0.9823 0.0054 0.6% 0.9835
High 0.9769 0.9836 0.0067 0.7% 0.9835
Low 0.9769 0.9820 0.0051 0.5% 0.9740
Close 0.9769 0.9820 0.0051 0.5% 0.9770
Range 0.0000 0.0016 0.0016 0.0095
ATR 0.0019 0.0022 0.0003 18.6% 0.0000
Volume 5 5 0 0.0% 13
Daily Pivots for day following 06-Aug-2014
Classic Woodie Camarilla DeMark
R4 0.9873 0.9863 0.9829
R3 0.9857 0.9847 0.9824
R2 0.9841 0.9841 0.9823
R1 0.9831 0.9831 0.9821 0.9828
PP 0.9825 0.9825 0.9825 0.9824
S1 0.9815 0.9815 0.9819 0.9812
S2 0.9809 0.9809 0.9817
S3 0.9793 0.9799 0.9816
S4 0.9777 0.9783 0.9811
Weekly Pivots for week ending 01-Aug-2014
Classic Woodie Camarilla DeMark
R4 1.0067 1.0013 0.9822
R3 0.9972 0.9918 0.9796
R2 0.9877 0.9877 0.9787
R1 0.9823 0.9823 0.9779 0.9803
PP 0.9782 0.9782 0.9782 0.9771
S1 0.9728 0.9728 0.9761 0.9708
S2 0.9687 0.9687 0.9753
S3 0.9592 0.9633 0.9744
S4 0.9497 0.9538 0.9718
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9836 0.9741 0.0095 1.0% 0.0003 0.0% 83% True False 5
10 0.9843 0.9740 0.0103 1.0% 0.0006 0.1% 78% False False 3
20 0.9896 0.9740 0.0156 1.6% 0.0003 0.0% 51% False False 5
40 0.9921 0.9740 0.0181 1.8% 0.0007 0.1% 44% False False 11
60 0.9921 0.9740 0.0181 1.8% 0.0006 0.1% 44% False False 8
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
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 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9904
2.618 0.9878
1.618 0.9862
1.000 0.9852
0.618 0.9846
HIGH 0.9836
0.618 0.9830
0.500 0.9828
0.382 0.9826
LOW 0.9820
0.618 0.9810
1.000 0.9804
1.618 0.9794
2.618 0.9778
4.250 0.9752
Fisher Pivots for day following 06-Aug-2014
Pivot 1 day 3 day
R1 0.9828 0.9814
PP 0.9825 0.9808
S1 0.9823 0.9803

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

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