CME Japanese Yen Future March 2014


Trading Metrics calculated at close of trading on 04-Jun-2013
Day Change Summary
Previous Current
03-Jun-2013 04-Jun-2013 Change Change % Previous Week
Open 1.0008 1.0018 0.0010 0.1% 0.9820
High 1.0078 1.0018 -0.0060 -0.6% 0.9985
Low 1.0008 1.0018 0.0010 0.1% 0.9820
Close 1.0078 1.0018 -0.0060 -0.6% 0.9956
Range 0.0070 0.0000 -0.0070 -100.0% 0.0165
ATR 0.0076 0.0075 -0.0001 -1.5% 0.0000
Volume 2 3 1 50.0% 4
Daily Pivots for day following 04-Jun-2013
Classic Woodie Camarilla DeMark
R4 1.0018 1.0018 1.0018
R3 1.0018 1.0018 1.0018
R2 1.0018 1.0018 1.0018
R1 1.0018 1.0018 1.0018 1.0018
PP 1.0018 1.0018 1.0018 1.0018
S1 1.0018 1.0018 1.0018 1.0018
S2 1.0018 1.0018 1.0018
S3 1.0018 1.0018 1.0018
S4 1.0018 1.0018 1.0018
Weekly Pivots for week ending 31-May-2013
Classic Woodie Camarilla DeMark
R4 1.0415 1.0351 1.0047
R3 1.0250 1.0186 1.0001
R2 1.0085 1.0085 0.9986
R1 1.0021 1.0021 0.9971 1.0053
PP 0.9920 0.9920 0.9920 0.9937
S1 0.9856 0.9856 0.9941 0.9888
S2 0.9755 0.9755 0.9926
S3 0.9590 0.9691 0.9911
S4 0.9425 0.9526 0.9865
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0078 0.9909 0.0169 1.7% 0.0020 0.2% 64% False False 1
10 1.0078 0.9710 0.0368 3.7% 0.0015 0.2% 84% False False 1
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0018
2.618 1.0018
1.618 1.0018
1.000 1.0018
0.618 1.0018
HIGH 1.0018
0.618 1.0018
0.500 1.0018
0.382 1.0018
LOW 1.0018
0.618 1.0018
1.000 1.0018
1.618 1.0018
2.618 1.0018
4.250 1.0018
Fisher Pivots for day following 04-Jun-2013
Pivot 1 day 3 day
R1 1.0018 1.0018
PP 1.0018 1.0017
S1 1.0018 1.0017

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

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