CME Japanese Yen Future March 2014


Trading Metrics calculated at close of trading on 19-Jun-2013
Day Change Summary
Previous Current
18-Jun-2013 19-Jun-2013 Change Change % Previous Week
Open 1.0518 1.0500 -0.0018 -0.2% 1.0151
High 1.0518 1.0500 -0.0018 -0.2% 1.0643
Low 1.0518 1.0371 -0.0147 -1.4% 1.0095
Close 1.0518 1.0386 -0.0132 -1.3% 1.0632
Range 0.0000 0.0129 0.0129 0.0548
ATR 0.0109 0.0111 0.0003 2.5% 0.0000
Volume 1 1 0 0.0% 79
Daily Pivots for day following 19-Jun-2013
Classic Woodie Camarilla DeMark
R4 1.0806 1.0725 1.0457
R3 1.0677 1.0596 1.0421
R2 1.0548 1.0548 1.0410
R1 1.0467 1.0467 1.0398 1.0443
PP 1.0419 1.0419 1.0419 1.0407
S1 1.0338 1.0338 1.0374 1.0314
S2 1.0290 1.0290 1.0362
S3 1.0161 1.0209 1.0351
S4 1.0032 1.0080 1.0315
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 1.0371 0.0272 2.6% 0.0061 0.6% 6% False True 10
10 1.0643 1.0095 0.0548 5.3% 0.0096 0.9% 53% False False 9
20 1.0643 0.9710 0.0933 9.0% 0.0061 0.6% 72% False False 5
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 1.1048
2.618 1.0838
1.618 1.0709
1.000 1.0629
0.618 1.0580
HIGH 1.0500
0.618 1.0451
0.500 1.0436
0.382 1.0420
LOW 1.0371
0.618 1.0291
1.000 1.0242
1.618 1.0162
2.618 1.0033
4.250 0.9823
Fisher Pivots for day following 19-Jun-2013
Pivot 1 day 3 day
R1 1.0436 1.0468
PP 1.0419 1.0441
S1 1.0403 1.0413

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

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