CME Japanese Yen Future March 2015


Trading Metrics calculated at close of trading on 20-Aug-2014
Day Change Summary
Previous Current
19-Aug-2014 20-Aug-2014 Change Change % Previous Week
Open 0.9757 0.9692 -0.0065 -0.7% 0.9805
High 0.9760 0.9692 -0.0068 -0.7% 0.9805
Low 0.9734 0.9659 -0.0075 -0.8% 0.9760
Close 0.9734 0.9659 -0.0075 -0.8% 0.9790
Range 0.0026 0.0033 0.0007 26.9% 0.0045
ATR 0.0020 0.0024 0.0004 19.9% 0.0000
Volume 19 13 -6 -31.6% 167
Daily Pivots for day following 20-Aug-2014
Classic Woodie Camarilla DeMark
R4 0.9769 0.9747 0.9677
R3 0.9736 0.9714 0.9668
R2 0.9703 0.9703 0.9665
R1 0.9681 0.9681 0.9662 0.9676
PP 0.9670 0.9670 0.9670 0.9667
S1 0.9648 0.9648 0.9656 0.9643
S2 0.9637 0.9637 0.9653
S3 0.9604 0.9615 0.9650
S4 0.9571 0.9582 0.9641
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 0.9790 0.9659 0.0131 1.4% 0.0018 0.2% 0% False True 15
10 0.9819 0.9659 0.0160 1.7% 0.0011 0.1% 0% False True 35
20 0.9843 0.9659 0.0184 1.9% 0.0009 0.1% 0% False True 19
40 0.9921 0.9659 0.0262 2.7% 0.0008 0.1% 0% False True 19
60 0.9921 0.9659 0.0262 2.7% 0.0008 0.1% 0% False True 14
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 0.0001
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 0.9832
2.618 0.9778
1.618 0.9745
1.000 0.9725
0.618 0.9712
HIGH 0.9692
0.618 0.9679
0.500 0.9676
0.382 0.9672
LOW 0.9659
0.618 0.9639
1.000 0.9626
1.618 0.9606
2.618 0.9573
4.250 0.9519
Fisher Pivots for day following 20-Aug-2014
Pivot 1 day 3 day
R1 0.9676 0.9712
PP 0.9670 0.9694
S1 0.9665 0.9677

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

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