CME Japanese Yen Future June 2015


Trading Metrics calculated at close of trading on 06-Nov-2014
Day Change Summary
Previous Current
05-Nov-2014 06-Nov-2014 Change Change % Previous Week
Open 0.8812 0.8720 -0.0092 -1.0% 0.9290
High 0.8812 0.8781 -0.0031 -0.4% 0.9310
Low 0.8740 0.8720 -0.0020 -0.2% 0.8923
Close 0.8740 0.8721 -0.0019 -0.2% 0.8928
Range 0.0072 0.0061 -0.0011 -15.3% 0.0387
ATR 0.0066 0.0065 0.0000 -0.5% 0.0000
Volume 7 5 -2 -28.6% 44
Daily Pivots for day following 06-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.8924 0.8883 0.8755
R3 0.8863 0.8822 0.8738
R2 0.8802 0.8802 0.8732
R1 0.8761 0.8761 0.8727 0.8782
PP 0.8741 0.8741 0.8741 0.8751
S1 0.8700 0.8700 0.8715 0.8721
S2 0.8680 0.8680 0.8710
S3 0.8619 0.8639 0.8704
S4 0.8558 0.8578 0.8687
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 0.9026 0.8720 0.0306 3.5% 0.0077 0.9% 0% False True 7
10 0.9310 0.8720 0.0590 6.8% 0.0046 0.5% 0% False True 8
20 0.9489 0.8720 0.0769 8.8% 0.0036 0.4% 0% False True 5
40 0.9489 0.8720 0.0769 8.8% 0.0025 0.3% 0% False True 4
60 0.9801 0.8720 0.1081 12.4% 0.0019 0.2% 0% False True 4
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0003
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9040
2.618 0.8941
1.618 0.8880
1.000 0.8842
0.618 0.8819
HIGH 0.8781
0.618 0.8758
0.500 0.8751
0.382 0.8743
LOW 0.8720
0.618 0.8682
1.000 0.8659
1.618 0.8621
2.618 0.8560
4.250 0.8461
Fisher Pivots for day following 06-Nov-2014
Pivot 1 day 3 day
R1 0.8751 0.8791
PP 0.8741 0.8767
S1 0.8731 0.8744

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

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