CME Japanese Yen Future March 2014


Trading Metrics calculated at close of trading on 06-Jun-2013
Day Change Summary
Previous Current
05-Jun-2013 06-Jun-2013 Change Change % Previous Week
Open 1.0002 1.0118 0.0116 1.2% 0.9820
High 1.0106 1.0440 0.0334 3.3% 0.9985
Low 1.0002 1.0118 0.0116 1.2% 0.9820
Close 1.0100 1.0310 0.0210 2.1% 0.9956
Range 0.0104 0.0322 0.0218 209.6% 0.0165
ATR 0.0077 0.0096 0.0019 24.4% 0.0000
Volume 3 3 0 0.0% 4
Daily Pivots for day following 06-Jun-2013
Classic Woodie Camarilla DeMark
R4 1.1255 1.1105 1.0487
R3 1.0933 1.0783 1.0399
R2 1.0611 1.0611 1.0369
R1 1.0461 1.0461 1.0340 1.0536
PP 1.0289 1.0289 1.0289 1.0327
S1 1.0139 1.0139 1.0280 1.0214
S2 0.9967 0.9967 1.0251
S3 0.9645 0.9817 1.0221
S4 0.9323 0.9495 1.0133
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 1.0440 0.9956 0.0484 4.7% 0.0105 1.0% 73% True False 2
10 1.0440 0.9820 0.0620 6.0% 0.0058 0.6% 79% True False 2
20 1.0440 0.9710 0.0730 7.1% 0.0039 0.4% 82% True False 7
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 1.1809
2.618 1.1283
1.618 1.0961
1.000 1.0762
0.618 1.0639
HIGH 1.0440
0.618 1.0317
0.500 1.0279
0.382 1.0241
LOW 1.0118
0.618 0.9919
1.000 0.9796
1.618 0.9597
2.618 0.9275
4.250 0.8750
Fisher Pivots for day following 06-Jun-2013
Pivot 1 day 3 day
R1 1.0300 1.0280
PP 1.0289 1.0251
S1 1.0279 1.0221

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

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