CME Japanese Yen Future March 2015


Trading Metrics calculated at close of trading on 30-Oct-2014
Day Change Summary
Previous Current
29-Oct-2014 30-Oct-2014 Change Change % Previous Week
Open 0.9259 0.9193 -0.0066 -0.7% 0.9358
High 0.9270 0.9198 -0.0072 -0.8% 0.9418
Low 0.9196 0.9150 -0.0046 -0.5% 0.9249
Close 0.9206 0.9159 -0.0047 -0.5% 0.9267
Range 0.0074 0.0048 -0.0026 -35.1% 0.0169
ATR 0.0064 0.0063 -0.0001 -0.8% 0.0000
Volume 102 78 -24 -23.5% 1,136
Daily Pivots for day following 30-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.9313 0.9284 0.9185
R3 0.9265 0.9236 0.9172
R2 0.9217 0.9217 0.9168
R1 0.9188 0.9188 0.9163 0.9179
PP 0.9169 0.9169 0.9169 0.9164
S1 0.9140 0.9140 0.9155 0.9131
S2 0.9121 0.9121 0.9150
S3 0.9073 0.9092 0.9146
S4 0.9025 0.9044 0.9133
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 0.9305 0.9150 0.0155 1.7% 0.0047 0.5% 6% False True 114
10 0.9428 0.9150 0.0278 3.0% 0.0053 0.6% 3% False True 215
20 0.9513 0.9117 0.0396 4.3% 0.0065 0.7% 11% False False 196
40 0.9534 0.9103 0.0431 4.7% 0.0054 0.6% 13% False False 176
60 0.9819 0.9103 0.0716 7.8% 0.0040 0.4% 8% False False 124
80 0.9896 0.9103 0.0793 8.7% 0.0031 0.3% 7% False False 94
100 0.9921 0.9103 0.0818 8.9% 0.0027 0.3% 7% False False 79
120 0.9921 0.9103 0.0818 8.9% 0.0023 0.3% 7% False False 66
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 0.0010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9402
2.618 0.9324
1.618 0.9276
1.000 0.9246
0.618 0.9228
HIGH 0.9198
0.618 0.9180
0.500 0.9174
0.382 0.9168
LOW 0.9150
0.618 0.9120
1.000 0.9102
1.618 0.9072
2.618 0.9024
4.250 0.8946
Fisher Pivots for day following 30-Oct-2014
Pivot 1 day 3 day
R1 0.9174 0.9219
PP 0.9169 0.9199
S1 0.9164 0.9179

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

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