CME Japanese Yen Future March 2015


Trading Metrics calculated at close of trading on 04-Nov-2014
Day Change Summary
Previous Current
03-Nov-2014 04-Nov-2014 Change Change % Previous Week
Open 0.8881 0.8797 -0.0084 -0.9% 0.9255
High 0.8893 0.8844 -0.0049 -0.6% 0.9305
Low 0.8770 0.8797 0.0027 0.3% 0.8906
Close 0.8803 0.8817 0.0014 0.2% 0.8919
Range 0.0123 0.0047 -0.0076 -61.8% 0.0399
ATR 0.0082 0.0080 -0.0003 -3.1% 0.0000
Volume 1,022 773 -249 -24.4% 834
Daily Pivots for day following 04-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.8960 0.8936 0.8843
R3 0.8913 0.8889 0.8830
R2 0.8866 0.8866 0.8826
R1 0.8842 0.8842 0.8821 0.8854
PP 0.8819 0.8819 0.8819 0.8826
S1 0.8795 0.8795 0.8813 0.8807
S2 0.8772 0.8772 0.8808
S3 0.8725 0.8748 0.8804
S4 0.8678 0.8701 0.8791
Weekly Pivots for week ending 31-Oct-2014
Classic Woodie Camarilla DeMark
R4 1.0240 0.9979 0.9138
R3 0.9841 0.9580 0.9029
R2 0.9442 0.9442 0.8992
R1 0.9181 0.9181 0.8956 0.9112
PP 0.9043 0.9043 0.9043 0.9009
S1 0.8782 0.8782 0.8882 0.8713
S2 0.8644 0.8644 0.8846
S3 0.8245 0.8383 0.8809
S4 0.7846 0.7984 0.8700
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9270 0.8770 0.0500 5.7% 0.0111 1.3% 9% False False 469
10 0.9378 0.8770 0.0608 6.9% 0.0081 0.9% 8% False False 287
20 0.9513 0.8770 0.0743 8.4% 0.0074 0.8% 6% False False 275
40 0.9513 0.8770 0.0743 8.4% 0.0064 0.7% 6% False False 230
60 0.9803 0.8770 0.1033 11.7% 0.0047 0.5% 5% False False 157
80 0.9892 0.8770 0.1122 12.7% 0.0036 0.4% 4% False False 121
100 0.9921 0.8770 0.1151 13.1% 0.0031 0.3% 4% False False 100
120 0.9921 0.8770 0.1151 13.1% 0.0027 0.3% 4% False False 84
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.0007
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9044
2.618 0.8967
1.618 0.8920
1.000 0.8891
0.618 0.8873
HIGH 0.8844
0.618 0.8826
0.500 0.8821
0.382 0.8815
LOW 0.8797
0.618 0.8768
1.000 0.8750
1.618 0.8721
2.618 0.8674
4.250 0.8597
Fisher Pivots for day following 04-Nov-2014
Pivot 1 day 3 day
R1 0.8821 0.8969
PP 0.8819 0.8918
S1 0.8818 0.8868

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

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