CME Japanese Yen Future March 2015


Trading Metrics calculated at close of trading on 11-Sep-2014
Day Change Summary
Previous Current
10-Sep-2014 11-Sep-2014 Change Change % Previous Week
Open 0.9412 0.9360 -0.0052 -0.6% 0.9553
High 0.9412 0.9370 -0.0042 -0.4% 0.9555
Low 0.9380 0.9359 -0.0021 -0.2% 0.9518
Close 0.9382 0.9359 -0.0023 -0.2% 0.9534
Range 0.0032 0.0011 -0.0021 -65.6% 0.0037
ATR 0.0034 0.0033 -0.0001 -2.3% 0.0000
Volume 13 225 212 1,630.8% 25
Daily Pivots for day following 11-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.9396 0.9388 0.9365
R3 0.9385 0.9377 0.9362
R2 0.9374 0.9374 0.9361
R1 0.9366 0.9366 0.9360 0.9365
PP 0.9363 0.9363 0.9363 0.9362
S1 0.9355 0.9355 0.9358 0.9354
S2 0.9352 0.9352 0.9357
S3 0.9341 0.9344 0.9356
S4 0.9330 0.9333 0.9353
Weekly Pivots for week ending 05-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.9647 0.9627 0.9554
R3 0.9610 0.9590 0.9544
R2 0.9573 0.9573 0.9541
R1 0.9553 0.9553 0.9537 0.9545
PP 0.9536 0.9536 0.9536 0.9531
S1 0.9516 0.9516 0.9531 0.9508
S2 0.9499 0.9499 0.9527
S3 0.9462 0.9479 0.9524
S4 0.9425 0.9442 0.9514
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9534 0.9359 0.0175 1.9% 0.0022 0.2% 0% False True 54
10 0.9663 0.9359 0.0304 3.2% 0.0021 0.2% 0% False True 29
20 0.9790 0.9359 0.0431 4.6% 0.0016 0.2% 0% False True 20
40 0.9892 0.9359 0.0533 5.7% 0.0010 0.1% 0% False True 18
60 0.9921 0.9359 0.0562 6.0% 0.0010 0.1% 0% False True 18
80 0.9921 0.9359 0.0562 6.0% 0.0009 0.1% 0% False True 14
Crabel Price Patterns
NR True
NR4 True
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 0.0003
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9417
2.618 0.9399
1.618 0.9388
1.000 0.9381
0.618 0.9377
HIGH 0.9370
0.618 0.9366
0.500 0.9365
0.382 0.9363
LOW 0.9359
0.618 0.9352
1.000 0.9348
1.618 0.9341
2.618 0.9330
4.250 0.9312
Fisher Pivots for day following 11-Sep-2014
Pivot 1 day 3 day
R1 0.9365 0.9395
PP 0.9363 0.9383
S1 0.9361 0.9371

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

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