CME Japanese Yen Future June 2015


Trading Metrics calculated at close of trading on 20-Aug-2014
Day Change Summary
Previous Current
19-Aug-2014 20-Aug-2014 Change Change % Previous Week
Open 0.9745 0.9703 -0.0042 -0.4% 0.9817
High 0.9745 0.9703 -0.0042 -0.4% 0.9817
Low 0.9745 0.9671 -0.0074 -0.8% 0.9774
Close 0.9745 0.9671 -0.0074 -0.8% 0.9801
Range 0.0000 0.0032 0.0032 0.0043
ATR 0.0000 0.0019 0.0019 0.0000
Volume 19 19 0 0.0% 15
Daily Pivots for day following 20-Aug-2014
Classic Woodie Camarilla DeMark
R4 0.9778 0.9756 0.9689
R3 0.9746 0.9724 0.9680
R2 0.9714 0.9714 0.9677
R1 0.9692 0.9692 0.9674 0.9687
PP 0.9682 0.9682 0.9682 0.9679
S1 0.9660 0.9660 0.9668 0.9655
S2 0.9650 0.9650 0.9665
S3 0.9618 0.9628 0.9662
S4 0.9586 0.9596 0.9653
Weekly Pivots for week ending 15-Aug-2014
Classic Woodie Camarilla DeMark
R4 0.9926 0.9907 0.9825
R3 0.9883 0.9864 0.9813
R2 0.9840 0.9840 0.9809
R1 0.9821 0.9821 0.9805 0.9809
PP 0.9797 0.9797 0.9797 0.9792
S1 0.9778 0.9778 0.9797 0.9766
S2 0.9754 0.9754 0.9793
S3 0.9711 0.9735 0.9789
S4 0.9668 0.9692 0.9777
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9801 0.9671 0.0130 1.3% 0.0012 0.1% 0% False True 12
10 0.9831 0.9671 0.0160 1.7% 0.0006 0.1% 0% False True 7
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 0.9839
2.618 0.9787
1.618 0.9755
1.000 0.9735
0.618 0.9723
HIGH 0.9703
0.618 0.9691
0.500 0.9687
0.382 0.9683
LOW 0.9671
0.618 0.9651
1.000 0.9639
1.618 0.9619
2.618 0.9587
4.250 0.9535
Fisher Pivots for day following 20-Aug-2014
Pivot 1 day 3 day
R1 0.9687 0.9724
PP 0.9682 0.9706
S1 0.9676 0.9689

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

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