CME Japanese Yen Future March 2015


Trading Metrics calculated at close of trading on 21-Oct-2014
Day Change Summary
Previous Current
20-Oct-2014 21-Oct-2014 Change Change % Previous Week
Open 0.9358 0.9366 0.0008 0.1% 0.9308
High 0.9376 0.9418 0.0042 0.4% 0.9513
Low 0.9329 0.9366 0.0037 0.4% 0.9308
Close 0.9374 0.9374 0.0000 0.0% 0.9388
Range 0.0047 0.0052 0.0005 10.6% 0.0205
ATR 0.0068 0.0067 -0.0001 -1.7% 0.0000
Volume 168 719 551 328.0% 1,132
Daily Pivots for day following 21-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.9542 0.9510 0.9403
R3 0.9490 0.9458 0.9388
R2 0.9438 0.9438 0.9384
R1 0.9406 0.9406 0.9379 0.9422
PP 0.9386 0.9386 0.9386 0.9394
S1 0.9354 0.9354 0.9369 0.9370
S2 0.9334 0.9334 0.9364
S3 0.9282 0.9302 0.9360
S4 0.9230 0.9250 0.9345
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 0.9326 0.0187 2.0% 0.0082 0.9% 26% False False 358
10 0.9513 0.9229 0.0284 3.0% 0.0066 0.7% 51% False False 262
20 0.9513 0.9103 0.0410 4.4% 0.0068 0.7% 66% False False 235
40 0.9663 0.9103 0.0560 6.0% 0.0048 0.5% 48% False False 159
60 0.9836 0.9103 0.0733 7.8% 0.0035 0.4% 37% False False 113
80 0.9896 0.9103 0.0793 8.5% 0.0027 0.3% 34% False False 89
100 0.9921 0.9103 0.0818 8.7% 0.0024 0.3% 33% False False 72
120 0.9921 0.9103 0.0818 8.7% 0.0020 0.2% 33% False False 61
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0012
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9639
2.618 0.9554
1.618 0.9502
1.000 0.9470
0.618 0.9450
HIGH 0.9418
0.618 0.9398
0.500 0.9392
0.382 0.9386
LOW 0.9366
0.618 0.9334
1.000 0.9314
1.618 0.9282
2.618 0.9230
4.250 0.9145
Fisher Pivots for day following 21-Oct-2014
Pivot 1 day 3 day
R1 0.9392 0.9379
PP 0.9386 0.9377
S1 0.9380 0.9376

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

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