CME Japanese Yen Future March 2015


Trading Metrics calculated at close of trading on 15-Aug-2014
Day Change Summary
Previous Current
14-Aug-2014 15-Aug-2014 Change Change % Previous Week
Open 0.9777 0.9766 -0.0011 -0.1% 0.9805
High 0.9777 0.9790 0.0013 0.1% 0.9805
Low 0.9777 0.9760 -0.0017 -0.2% 0.9760
Close 0.9777 0.9790 0.0013 0.1% 0.9790
Range 0.0000 0.0030 0.0030 0.0045
ATR 0.0018 0.0019 0.0001 5.0% 0.0000
Volume 12 12 0 0.0% 167
Daily Pivots for day following 15-Aug-2014
Classic Woodie Camarilla DeMark
R4 0.9870 0.9860 0.9807
R3 0.9840 0.9830 0.9798
R2 0.9810 0.9810 0.9796
R1 0.9800 0.9800 0.9793 0.9805
PP 0.9780 0.9780 0.9780 0.9783
S1 0.9770 0.9770 0.9787 0.9775
S2 0.9750 0.9750 0.9785
S3 0.9720 0.9740 0.9782
S4 0.9690 0.9710 0.9774
Weekly Pivots for week ending 15-Aug-2014
Classic Woodie Camarilla DeMark
R4 0.9920 0.9900 0.9815
R3 0.9875 0.9855 0.9802
R2 0.9830 0.9830 0.9798
R1 0.9810 0.9810 0.9794 0.9798
PP 0.9785 0.9785 0.9785 0.9779
S1 0.9765 0.9765 0.9786 0.9753
S2 0.9740 0.9740 0.9782
S3 0.9695 0.9720 0.9778
S4 0.9650 0.9675 0.9765
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9805 0.9760 0.0045 0.5% 0.0011 0.1% 67% False True 33
10 0.9836 0.9760 0.0076 0.8% 0.0007 0.1% 39% False True 32
20 0.9886 0.9740 0.0146 1.5% 0.0006 0.1% 34% False False 17
40 0.9921 0.9740 0.0181 1.8% 0.0007 0.1% 28% False False 17
60 0.9921 0.9740 0.0181 1.8% 0.0007 0.1% 28% False False 13
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 0.9918
2.618 0.9869
1.618 0.9839
1.000 0.9820
0.618 0.9809
HIGH 0.9790
0.618 0.9779
0.500 0.9775
0.382 0.9771
LOW 0.9760
0.618 0.9741
1.000 0.9730
1.618 0.9711
2.618 0.9681
4.250 0.9633
Fisher Pivots for day following 15-Aug-2014
Pivot 1 day 3 day
R1 0.9785 0.9785
PP 0.9780 0.9780
S1 0.9775 0.9775

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

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