CME Japanese Yen Future March 2014


Trading Metrics calculated at close of trading on 14-Jun-2013
Day Change Summary
Previous Current
13-Jun-2013 14-Jun-2013 Change Change % Previous Week
Open 1.0479 1.0620 0.0141 1.3% 1.0151
High 1.0643 1.0632 -0.0011 -0.1% 1.0643
Low 1.0479 1.0620 0.0141 1.3% 1.0095
Close 1.0570 1.0632 0.0062 0.6% 1.0632
Range 0.0164 0.0012 -0.0152 -92.7% 0.0548
ATR 0.0121 0.0117 -0.0004 -3.5% 0.0000
Volume 12 36 24 200.0% 79
Daily Pivots for day following 14-Jun-2013
Classic Woodie Camarilla DeMark
R4 1.0664 1.0660 1.0639
R3 1.0652 1.0648 1.0635
R2 1.0640 1.0640 1.0634
R1 1.0636 1.0636 1.0633 1.0638
PP 1.0628 1.0628 1.0628 1.0629
S1 1.0624 1.0624 1.0631 1.0626
S2 1.0616 1.0616 1.0630
S3 1.0604 1.0612 1.0629
S4 1.0592 1.0600 1.0625
Weekly Pivots for week ending 14-Jun-2013
Classic Woodie Camarilla DeMark
R4 1.2101 1.1914 1.0933
R3 1.1553 1.1366 1.0783
R2 1.1005 1.1005 1.0732
R1 1.0818 1.0818 1.0682 1.0912
PP 1.0457 1.0457 1.0457 1.0503
S1 1.0270 1.0270 1.0582 1.0364
S2 0.9909 0.9909 1.0532
S3 0.9361 0.9722 1.0481
S4 0.8813 0.9174 1.0331
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% 0.0063 0.6% 98% False False 15
10 1.0643 1.0002 0.0641 6.0% 0.0100 0.9% 98% False False 9
20 1.0643 0.9710 0.0933 8.8% 0.0059 0.6% 99% False False 10
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 0.0002
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0683
2.618 1.0663
1.618 1.0651
1.000 1.0644
0.618 1.0639
HIGH 1.0632
0.618 1.0627
0.500 1.0626
0.382 1.0625
LOW 1.0620
0.618 1.0613
1.000 1.0608
1.618 1.0601
2.618 1.0589
4.250 1.0569
Fisher Pivots for day following 14-Jun-2013
Pivot 1 day 3 day
R1 1.0630 1.0596
PP 1.0628 1.0559
S1 1.0626 1.0523

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

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