CME Japanese Yen Future June 2014


Trading Metrics calculated at close of trading on 18-Nov-2013
Day Change Summary
Previous Current
15-Nov-2013 18-Nov-2013 Change Change % Previous Week
Open 1.0004 1.0001 -0.0003 0.0% 1.0103
High 1.0004 1.0008 0.0004 0.0% 1.0103
Low 0.9992 1.0001 0.0009 0.1% 0.9992
Close 0.9992 1.0008 0.0016 0.2% 0.9992
Range 0.0012 0.0007 -0.0005 -41.7% 0.0111
ATR 0.0042 0.0040 -0.0002 -4.4% 0.0000
Volume 3 1 -2 -66.7% 16
Daily Pivots for day following 18-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.0027 1.0024 1.0012
R3 1.0020 1.0017 1.0010
R2 1.0013 1.0013 1.0009
R1 1.0010 1.0010 1.0009 1.0012
PP 1.0006 1.0006 1.0006 1.0006
S1 1.0003 1.0003 1.0007 1.0005
S2 0.9999 0.9999 1.0007
S3 0.9992 0.9996 1.0006
S4 0.9985 0.9989 1.0004
Weekly Pivots for week ending 15-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.0362 1.0288 1.0053
R3 1.0251 1.0177 1.0023
R2 1.0140 1.0140 1.0012
R1 1.0066 1.0066 1.0002 1.0048
PP 1.0029 1.0029 1.0029 1.0020
S1 0.9955 0.9955 0.9982 0.9937
S2 0.9918 0.9918 0.9972
S3 0.9807 0.9844 0.9961
S4 0.9696 0.9733 0.9931
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0078 0.9992 0.0086 0.9% 0.0004 0.0% 19% False False 2
10 1.0232 0.9992 0.0240 2.4% 0.0014 0.1% 7% False False 2
20 1.0293 0.9992 0.0301 3.0% 0.0007 0.1% 5% False False 2
40 1.0343 0.9992 0.0351 3.5% 0.0006 0.1% 5% False False 3
60 1.0343 0.9986 0.0357 3.6% 0.0006 0.1% 6% False False 4
80 1.0410 0.9986 0.0424 4.2% 0.0004 0.0% 5% False False 6
Crabel Price Patterns
NR True
NR4 False
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 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0038
2.618 1.0026
1.618 1.0019
1.000 1.0015
0.618 1.0012
HIGH 1.0008
0.618 1.0005
0.500 1.0005
0.382 1.0004
LOW 1.0001
0.618 0.9997
1.000 0.9994
1.618 0.9990
2.618 0.9983
4.250 0.9971
Fisher Pivots for day following 18-Nov-2013
Pivot 1 day 3 day
R1 1.0007 1.0006
PP 1.0006 1.0003
S1 1.0005 1.0001

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

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