CME Japanese Yen Future March 2014


Trading Metrics calculated at close of trading on 13-Jun-2013
Day Change Summary
Previous Current
12-Jun-2013 13-Jun-2013 Change Change % Previous Week
Open 1.0414 1.0479 0.0065 0.6% 1.0008
High 1.0480 1.0643 0.0163 1.6% 1.0480
Low 1.0402 1.0479 0.0077 0.7% 1.0002
Close 1.0480 1.0570 0.0090 0.9% 1.0288
Range 0.0078 0.0164 0.0086 110.3% 0.0478
ATR 0.0118 0.0121 0.0003 2.8% 0.0000
Volume 2 12 10 500.0% 18
Daily Pivots for day following 13-Jun-2013
Classic Woodie Camarilla DeMark
R4 1.1056 1.0977 1.0660
R3 1.0892 1.0813 1.0615
R2 1.0728 1.0728 1.0600
R1 1.0649 1.0649 1.0585 1.0689
PP 1.0564 1.0564 1.0564 1.0584
S1 1.0485 1.0485 1.0555 1.0525
S2 1.0400 1.0400 1.0540
S3 1.0236 1.0321 1.0525
S4 1.0072 1.0157 1.0480
Weekly Pivots for week ending 07-Jun-2013
Classic Woodie Camarilla DeMark
R4 1.1691 1.1467 1.0551
R3 1.1213 1.0989 1.0419
R2 1.0735 1.0735 1.0376
R1 1.0511 1.0511 1.0332 1.0623
PP 1.0257 1.0257 1.0257 1.0313
S1 1.0033 1.0033 1.0244 1.0145
S2 0.9779 0.9779 1.0200
S3 0.9301 0.9555 1.0157
S4 0.8823 0.9077 1.0025
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0643 1.0095 0.0548 5.2% 0.0099 0.9% 87% True False 10
10 1.0643 0.9956 0.0687 6.5% 0.0102 1.0% 89% True False 6
20 1.0643 0.9710 0.0933 8.8% 0.0058 0.6% 92% True False 9
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0002
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1340
2.618 1.1072
1.618 1.0908
1.000 1.0807
0.618 1.0744
HIGH 1.0643
0.618 1.0580
0.500 1.0561
0.382 1.0542
LOW 1.0479
0.618 1.0378
1.000 1.0315
1.618 1.0214
2.618 1.0050
4.250 0.9782
Fisher Pivots for day following 13-Jun-2013
Pivot 1 day 3 day
R1 1.0567 1.0554
PP 1.0564 1.0538
S1 1.0561 1.0523

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

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