CME Japanese Yen Future March 2014


Trading Metrics calculated at close of trading on 25-Jun-2013
Day Change Summary
Previous Current
24-Jun-2013 25-Jun-2013 Change Change % Previous Week
Open 1.0180 1.0297 0.0117 1.1% 1.0565
High 1.0287 1.0297 0.0010 0.1% 1.0565
Low 1.0180 1.0257 0.0077 0.8% 1.0250
Close 1.0264 1.0257 -0.0007 -0.1% 1.0255
Range 0.0107 0.0040 -0.0067 -62.6% 0.0315
ATR 0.0108 0.0103 -0.0005 -4.5% 0.0000
Volume 4 30 26 650.0% 16
Daily Pivots for day following 25-Jun-2013
Classic Woodie Camarilla DeMark
R4 1.0390 1.0364 1.0279
R3 1.0350 1.0324 1.0268
R2 1.0310 1.0310 1.0264
R1 1.0284 1.0284 1.0261 1.0277
PP 1.0270 1.0270 1.0270 1.0267
S1 1.0244 1.0244 1.0253 1.0237
S2 1.0230 1.0230 1.0250
S3 1.0190 1.0204 1.0246
S4 1.0150 1.0164 1.0235
Weekly Pivots for week ending 21-Jun-2013
Classic Woodie Camarilla DeMark
R4 1.1302 1.1093 1.0428
R3 1.0987 1.0778 1.0342
R2 1.0672 1.0672 1.0313
R1 1.0463 1.0463 1.0284 1.0410
PP 1.0357 1.0357 1.0357 1.0330
S1 1.0148 1.0148 1.0226 1.0095
S2 1.0042 1.0042 1.0197
S3 0.9727 0.9833 1.0168
S4 0.9412 0.9518 1.0082
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0500 1.0180 0.0320 3.1% 0.0066 0.6% 24% False False 9
10 1.0643 1.0180 0.0463 4.5% 0.0058 0.6% 17% False False 10
20 1.0643 0.9909 0.0734 7.2% 0.0068 0.7% 47% False False 7
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 True
Stretch 0.0003
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0467
2.618 1.0402
1.618 1.0362
1.000 1.0337
0.618 1.0322
HIGH 1.0297
0.618 1.0282
0.500 1.0277
0.382 1.0272
LOW 1.0257
0.618 1.0232
1.000 1.0217
1.618 1.0192
2.618 1.0152
4.250 1.0087
Fisher Pivots for day following 25-Jun-2013
Pivot 1 day 3 day
R1 1.0277 1.0251
PP 1.0270 1.0245
S1 1.0264 1.0239

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

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