CME Japanese Yen Future March 2015


Trading Metrics calculated at close of trading on 18-Sep-2014
Day Change Summary
Previous Current
17-Sep-2014 18-Sep-2014 Change Change % Previous Week
Open 0.9331 0.9246 -0.0085 -0.9% 0.9505
High 0.9331 0.9246 -0.0085 -0.9% 0.9505
Low 0.9253 0.9206 -0.0047 -0.5% 0.9331
Close 0.9278 0.9214 -0.0064 -0.7% 0.9336
Range 0.0078 0.0040 -0.0038 -48.7% 0.0174
ATR 0.0037 0.0040 0.0002 6.7% 0.0000
Volume 150 543 393 262.0% 277
Daily Pivots for day following 18-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.9342 0.9318 0.9236
R3 0.9302 0.9278 0.9225
R2 0.9262 0.9262 0.9221
R1 0.9238 0.9238 0.9218 0.9230
PP 0.9222 0.9222 0.9222 0.9218
S1 0.9198 0.9198 0.9210 0.9190
S2 0.9182 0.9182 0.9207
S3 0.9142 0.9158 0.9203
S4 0.9102 0.9118 0.9192
Weekly Pivots for week ending 12-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.9913 0.9798 0.9432
R3 0.9739 0.9624 0.9384
R2 0.9565 0.9565 0.9368
R1 0.9450 0.9450 0.9352 0.9421
PP 0.9391 0.9391 0.9391 0.9376
S1 0.9276 0.9276 0.9320 0.9247
S2 0.9217 0.9217 0.9304
S3 0.9043 0.9102 0.9288
S4 0.8869 0.8928 0.9240
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9371 0.9206 0.0165 1.8% 0.0040 0.4% 5% False True 150
10 0.9534 0.9206 0.0328 3.6% 0.0031 0.3% 2% False True 102
20 0.9663 0.9206 0.0457 5.0% 0.0022 0.2% 2% False True 54
40 0.9843 0.9206 0.0637 6.9% 0.0015 0.2% 1% False True 37
60 0.9921 0.9206 0.0715 7.8% 0.0013 0.1% 1% False True 30
80 0.9921 0.9206 0.0715 7.8% 0.0011 0.1% 1% False True 24
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 0.0002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9416
2.618 0.9351
1.618 0.9311
1.000 0.9286
0.618 0.9271
HIGH 0.9246
0.618 0.9231
0.500 0.9226
0.382 0.9221
LOW 0.9206
0.618 0.9181
1.000 0.9166
1.618 0.9141
2.618 0.9101
4.250 0.9036
Fisher Pivots for day following 18-Sep-2014
Pivot 1 day 3 day
R1 0.9226 0.9289
PP 0.9222 0.9264
S1 0.9218 0.9239

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

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