CME Japanese Yen Future June 2015


Trading Metrics calculated at close of trading on 23-Oct-2014
Day Change Summary
Previous Current
22-Oct-2014 23-Oct-2014 Change Change % Previous Week
Open 0.9350 0.9335 -0.0015 -0.2% 0.9330
High 0.9355 0.9335 -0.0020 -0.2% 0.9489
Low 0.9350 0.9259 -0.0091 -1.0% 0.9330
Close 0.9355 0.9266 -0.0089 -1.0% 0.9399
Range 0.0005 0.0076 0.0071 1,420.0% 0.0159
ATR 0.0041 0.0045 0.0004 9.6% 0.0000
Volume 2 7 5 250.0% 17
Daily Pivots for day following 23-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.9515 0.9466 0.9308
R3 0.9439 0.9390 0.9287
R2 0.9363 0.9363 0.9280
R1 0.9314 0.9314 0.9273 0.9301
PP 0.9287 0.9287 0.9287 0.9280
S1 0.9238 0.9238 0.9259 0.9225
S2 0.9211 0.9211 0.9252
S3 0.9135 0.9162 0.9245
S4 0.9059 0.9086 0.9224
Weekly Pivots for week ending 17-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.9883 0.9800 0.9486
R3 0.9724 0.9641 0.9443
R2 0.9565 0.9565 0.9428
R1 0.9482 0.9482 0.9414 0.9524
PP 0.9406 0.9406 0.9406 0.9427
S1 0.9323 0.9323 0.9384 0.9365
S2 0.9247 0.9247 0.9370
S3 0.9088 0.9164 0.9355
S4 0.8929 0.9005 0.9312
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9401 0.9259 0.0142 1.5% 0.0020 0.2% 5% False True 3
10 0.9489 0.9259 0.0230 2.5% 0.0026 0.3% 3% False True 3
20 0.9489 0.9128 0.0361 3.9% 0.0024 0.3% 38% False False 2
40 0.9674 0.9128 0.0546 5.9% 0.0016 0.2% 25% False False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.9658
2.618 0.9534
1.618 0.9458
1.000 0.9411
0.618 0.9382
HIGH 0.9335
0.618 0.9306
0.500 0.9297
0.382 0.9288
LOW 0.9259
0.618 0.9212
1.000 0.9183
1.618 0.9136
2.618 0.9060
4.250 0.8936
Fisher Pivots for day following 23-Oct-2014
Pivot 1 day 3 day
R1 0.9297 0.9330
PP 0.9287 0.9309
S1 0.9276 0.9287

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

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