CME Japanese Yen Future June 2015


Trading Metrics calculated at close of trading on 21-Nov-2014
Day Change Summary
Previous Current
20-Nov-2014 21-Nov-2014 Change Change % Previous Week
Open 0.8483 0.8520 0.0037 0.4% 0.8608
High 0.8510 0.8527 0.0017 0.2% 0.8612
Low 0.8439 0.8504 0.0065 0.8% 0.8439
Close 0.8499 0.8511 0.0012 0.1% 0.8511
Range 0.0071 0.0023 -0.0048 -67.6% 0.0173
ATR 0.0059 0.0057 -0.0002 -3.8% 0.0000
Volume 32 14 -18 -56.3% 76
Daily Pivots for day following 21-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.8583 0.8570 0.8524
R3 0.8560 0.8547 0.8517
R2 0.8537 0.8537 0.8515
R1 0.8524 0.8524 0.8513 0.8519
PP 0.8514 0.8514 0.8514 0.8512
S1 0.8501 0.8501 0.8509 0.8496
S2 0.8491 0.8491 0.8507
S3 0.8468 0.8478 0.8505
S4 0.8445 0.8455 0.8498
Weekly Pivots for week ending 21-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.9040 0.8948 0.8606
R3 0.8867 0.8775 0.8559
R2 0.8694 0.8694 0.8543
R1 0.8602 0.8602 0.8527 0.8562
PP 0.8521 0.8521 0.8521 0.8500
S1 0.8429 0.8429 0.8495 0.8389
S2 0.8348 0.8348 0.8479
S3 0.8175 0.8256 0.8463
S4 0.8002 0.8083 0.8416
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8612 0.8439 0.0173 2.0% 0.0033 0.4% 42% False False 15
10 0.8784 0.8439 0.0345 4.1% 0.0032 0.4% 21% False False 10
20 0.9310 0.8439 0.0871 10.2% 0.0042 0.5% 8% False False 9
40 0.9489 0.8439 0.1050 12.3% 0.0031 0.4% 7% False False 6
60 0.9662 0.8439 0.1223 14.4% 0.0025 0.3% 6% False False 4
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 0.0005
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8625
2.618 0.8587
1.618 0.8564
1.000 0.8550
0.618 0.8541
HIGH 0.8527
0.618 0.8518
0.500 0.8516
0.382 0.8513
LOW 0.8504
0.618 0.8490
1.000 0.8481
1.618 0.8467
2.618 0.8444
4.250 0.8406
Fisher Pivots for day following 21-Nov-2014
Pivot 1 day 3 day
R1 0.8516 0.8503
PP 0.8514 0.8494
S1 0.8513 0.8486

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

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