CME Japanese Yen Future March 2015


Trading Metrics calculated at close of trading on 14-Aug-2014
Day Change Summary
Previous Current
13-Aug-2014 14-Aug-2014 Change Change % Previous Week
Open 0.9788 0.9777 -0.0011 -0.1% 0.9771
High 0.9788 0.9777 -0.0011 -0.1% 0.9836
Low 0.9778 0.9777 -0.0001 0.0% 0.9769
Close 0.9778 0.9777 -0.0001 0.0% 0.9819
Range 0.0010 0.0000 -0.0010 -100.0% 0.0067
ATR 0.0019 0.0018 -0.0001 -6.8% 0.0000
Volume 5 12 7 140.0% 153
Daily Pivots for day following 14-Aug-2014
Classic Woodie Camarilla DeMark
R4 0.9777 0.9777 0.9777
R3 0.9777 0.9777 0.9777
R2 0.9777 0.9777 0.9777
R1 0.9777 0.9777 0.9777 0.9777
PP 0.9777 0.9777 0.9777 0.9777
S1 0.9777 0.9777 0.9777 0.9777
S2 0.9777 0.9777 0.9777
S3 0.9777 0.9777 0.9777
S4 0.9777 0.9777 0.9777
Weekly Pivots for week ending 08-Aug-2014
Classic Woodie Camarilla DeMark
R4 1.0009 0.9981 0.9856
R3 0.9942 0.9914 0.9837
R2 0.9875 0.9875 0.9831
R1 0.9847 0.9847 0.9825 0.9861
PP 0.9808 0.9808 0.9808 0.9815
S1 0.9780 0.9780 0.9813 0.9794
S2 0.9741 0.9741 0.9807
S3 0.9674 0.9713 0.9801
S4 0.9607 0.9646 0.9782
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9819 0.9777 0.0042 0.4% 0.0005 0.0% 0% False True 44
10 0.9836 0.9769 0.0067 0.7% 0.0004 0.0% 12% False False 31
20 0.9887 0.9740 0.0147 1.5% 0.0004 0.0% 25% False False 17
40 0.9921 0.9740 0.0181 1.9% 0.0006 0.1% 20% False False 18
60 0.9921 0.9740 0.0181 1.9% 0.0006 0.1% 20% False False 13
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
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
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9777
2.618 0.9777
1.618 0.9777
1.000 0.9777
0.618 0.9777
HIGH 0.9777
0.618 0.9777
0.500 0.9777
0.382 0.9777
LOW 0.9777
0.618 0.9777
1.000 0.9777
1.618 0.9777
2.618 0.9777
4.250 0.9777
Fisher Pivots for day following 14-Aug-2014
Pivot 1 day 3 day
R1 0.9777 0.9790
PP 0.9777 0.9786
S1 0.9777 0.9781

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

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