CME Japanese Yen Future March 2015


Trading Metrics calculated at close of trading on 17-Oct-2014
Day Change Summary
Previous Current
16-Oct-2014 17-Oct-2014 Change Change % Previous Week
Open 0.9443 0.9411 -0.0032 -0.3% 0.9308
High 0.9489 0.9428 -0.0061 -0.6% 0.9513
Low 0.9412 0.9382 -0.0030 -0.3% 0.9308
Close 0.9435 0.9388 -0.0047 -0.5% 0.9388
Range 0.0077 0.0046 -0.0031 -40.3% 0.0205
ATR 0.0070 0.0069 -0.0001 -1.7% 0.0000
Volume 268 558 290 108.2% 1,132
Daily Pivots for day following 17-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.9537 0.9509 0.9413
R3 0.9491 0.9463 0.9401
R2 0.9445 0.9445 0.9396
R1 0.9417 0.9417 0.9392 0.9408
PP 0.9399 0.9399 0.9399 0.9395
S1 0.9371 0.9371 0.9384 0.9362
S2 0.9353 0.9353 0.9380
S3 0.9307 0.9325 0.9375
S4 0.9261 0.9279 0.9363
Weekly Pivots for week ending 17-Oct-2014
Classic Woodie Camarilla DeMark
R4 1.0018 0.9908 0.9501
R3 0.9813 0.9703 0.9444
R2 0.9608 0.9608 0.9426
R1 0.9498 0.9498 0.9407 0.9553
PP 0.9403 0.9403 0.9403 0.9431
S1 0.9293 0.9293 0.9369 0.9348
S2 0.9198 0.9198 0.9350
S3 0.8993 0.9088 0.9332
S4 0.8788 0.8883 0.9275
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9513 0.9308 0.0205 2.2% 0.0086 0.9% 39% False False 226
10 0.9513 0.9137 0.0376 4.0% 0.0071 0.8% 67% False False 200
20 0.9513 0.9103 0.0410 4.4% 0.0067 0.7% 70% False False 195
40 0.9663 0.9103 0.0560 6.0% 0.0046 0.5% 51% False False 138
60 0.9843 0.9103 0.0740 7.9% 0.0033 0.4% 39% False False 98
80 0.9896 0.9103 0.0793 8.4% 0.0026 0.3% 36% False False 78
100 0.9921 0.9103 0.0818 8.7% 0.0023 0.2% 35% False False 63
120 0.9921 0.9103 0.0818 8.7% 0.0019 0.2% 35% False False 54
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 0.0011
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9624
2.618 0.9548
1.618 0.9502
1.000 0.9474
0.618 0.9456
HIGH 0.9428
0.618 0.9410
0.500 0.9405
0.382 0.9400
LOW 0.9382
0.618 0.9354
1.000 0.9336
1.618 0.9308
2.618 0.9262
4.250 0.9187
Fisher Pivots for day following 17-Oct-2014
Pivot 1 day 3 day
R1 0.9405 0.9420
PP 0.9399 0.9409
S1 0.9394 0.9399

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

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