CME Japanese Yen Future March 2015


Trading Metrics calculated at close of trading on 24-Oct-2014
Day Change Summary
Previous Current
23-Oct-2014 24-Oct-2014 Change Change % Previous Week
Open 0.9340 0.9258 -0.0082 -0.9% 0.9358
High 0.9345 0.9288 -0.0057 -0.6% 0.9418
Low 0.9249 0.9251 0.0002 0.0% 0.9249
Close 0.9255 0.9267 0.0012 0.1% 0.9267
Range 0.0096 0.0037 -0.0059 -61.5% 0.0169
ATR 0.0068 0.0066 -0.0002 -3.2% 0.0000
Volume 61 109 48 78.7% 1,136
Daily Pivots for day following 24-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.9380 0.9360 0.9287
R3 0.9343 0.9323 0.9277
R2 0.9306 0.9306 0.9274
R1 0.9286 0.9286 0.9270 0.9296
PP 0.9269 0.9269 0.9269 0.9274
S1 0.9249 0.9249 0.9264 0.9259
S2 0.9232 0.9232 0.9260
S3 0.9195 0.9212 0.9257
S4 0.9158 0.9175 0.9247
Weekly Pivots for week ending 24-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.9818 0.9712 0.9360
R3 0.9649 0.9543 0.9313
R2 0.9480 0.9480 0.9298
R1 0.9374 0.9374 0.9282 0.9343
PP 0.9311 0.9311 0.9311 0.9296
S1 0.9205 0.9205 0.9252 0.9174
S2 0.9142 0.9142 0.9236
S3 0.8973 0.9036 0.9221
S4 0.8804 0.8867 0.9174
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9418 0.9249 0.0169 1.8% 0.0056 0.6% 11% False False 227
10 0.9513 0.9249 0.0264 2.8% 0.0071 0.8% 7% False False 226
20 0.9513 0.9103 0.0410 4.4% 0.0068 0.7% 40% False False 234
40 0.9621 0.9103 0.0518 5.6% 0.0051 0.6% 32% False False 165
60 0.9836 0.9103 0.0733 7.9% 0.0037 0.4% 22% False False 117
80 0.9896 0.9103 0.0793 8.6% 0.0029 0.3% 21% False False 92
100 0.9921 0.9103 0.0818 8.8% 0.0025 0.3% 20% False False 75
120 0.9921 0.9103 0.0818 8.8% 0.0022 0.2% 20% False False 63
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.9445
2.618 0.9385
1.618 0.9348
1.000 0.9325
0.618 0.9311
HIGH 0.9288
0.618 0.9274
0.500 0.9270
0.382 0.9265
LOW 0.9251
0.618 0.9228
1.000 0.9214
1.618 0.9191
2.618 0.9154
4.250 0.9094
Fisher Pivots for day following 24-Oct-2014
Pivot 1 day 3 day
R1 0.9270 0.9314
PP 0.9269 0.9298
S1 0.9268 0.9283

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

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