CME Japanese Yen Future June 2015


Trading Metrics calculated at close of trading on 31-Oct-2014
Day Change Summary
Previous Current
30-Oct-2014 31-Oct-2014 Change Change % Previous Week
Open 0.9190 0.9020 -0.0170 -1.8% 0.9290
High 0.9190 0.9026 -0.0164 -1.8% 0.9310
Low 0.9168 0.8923 -0.0245 -2.7% 0.8923
Close 0.9168 0.8928 -0.0240 -2.6% 0.8928
Range 0.0022 0.0103 0.0081 368.2% 0.0387
ATR 0.0043 0.0057 0.0014 33.7% 0.0000
Volume 34 4 -30 -88.2% 44
Daily Pivots for day following 31-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.9268 0.9201 0.8985
R3 0.9165 0.9098 0.8956
R2 0.9062 0.9062 0.8947
R1 0.8995 0.8995 0.8937 0.8977
PP 0.8959 0.8959 0.8959 0.8950
S1 0.8892 0.8892 0.8919 0.8874
S2 0.8856 0.8856 0.8909
S3 0.8753 0.8789 0.8900
S4 0.8650 0.8686 0.8871
Weekly Pivots for week ending 31-Oct-2014
Classic Woodie Camarilla DeMark
R4 1.0215 0.9958 0.9141
R3 0.9828 0.9571 0.9034
R2 0.9441 0.9441 0.8999
R1 0.9184 0.9184 0.8963 0.9119
PP 0.9054 0.9054 0.9054 0.9021
S1 0.8797 0.8797 0.8893 0.8732
S2 0.8667 0.8667 0.8857
S3 0.8280 0.8410 0.8822
S4 0.7893 0.8023 0.8715
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9310 0.8923 0.0387 4.3% 0.0035 0.4% 1% False True 8
10 0.9401 0.8923 0.0478 5.4% 0.0028 0.3% 1% False True 6
20 0.9489 0.8923 0.0566 6.3% 0.0025 0.3% 1% False True 4
40 0.9494 0.8923 0.0571 6.4% 0.0019 0.2% 1% False True 3
60 0.9831 0.8923 0.0908 10.2% 0.0015 0.2% 1% False True 3
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 0.0001
Widest range in 65 trading days
Fibonacci Retracements and Extensions
4.250 0.9464
2.618 0.9296
1.618 0.9193
1.000 0.9129
0.618 0.9090
HIGH 0.9026
0.618 0.8987
0.500 0.8975
0.382 0.8962
LOW 0.8923
0.618 0.8859
1.000 0.8820
1.618 0.8756
2.618 0.8653
4.250 0.8485
Fisher Pivots for day following 31-Oct-2014
Pivot 1 day 3 day
R1 0.8975 0.9085
PP 0.8959 0.9032
S1 0.8944 0.8980

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

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