CME Japanese Yen Future March 2014


Trading Metrics calculated at close of trading on 26-Jun-2013
Day Change Summary
Previous Current
25-Jun-2013 26-Jun-2013 Change Change % Previous Week
Open 1.0297 1.0256 -0.0041 -0.4% 1.0565
High 1.0297 1.0256 -0.0041 -0.4% 1.0565
Low 1.0257 1.0244 -0.0013 -0.1% 1.0250
Close 1.0257 1.0244 -0.0013 -0.1% 1.0255
Range 0.0040 0.0012 -0.0028 -70.0% 0.0315
ATR 0.0103 0.0097 -0.0006 -6.2% 0.0000
Volume 30 2 -28 -93.3% 16
Daily Pivots for day following 26-Jun-2013
Classic Woodie Camarilla DeMark
R4 1.0284 1.0276 1.0251
R3 1.0272 1.0264 1.0247
R2 1.0260 1.0260 1.0246
R1 1.0252 1.0252 1.0245 1.0250
PP 1.0248 1.0248 1.0248 1.0247
S1 1.0240 1.0240 1.0243 1.0238
S2 1.0236 1.0236 1.0242
S3 1.0224 1.0228 1.0241
S4 1.0212 1.0216 1.0237
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 1.0303 1.0180 0.0123 1.2% 0.0042 0.4% 52% False False 9
10 1.0643 1.0180 0.0463 4.5% 0.0052 0.5% 14% False False 10
20 1.0643 0.9929 0.0714 7.0% 0.0069 0.7% 44% 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 False
Stretch 0.0001
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0307
2.618 1.0287
1.618 1.0275
1.000 1.0268
0.618 1.0263
HIGH 1.0256
0.618 1.0251
0.500 1.0250
0.382 1.0249
LOW 1.0244
0.618 1.0237
1.000 1.0232
1.618 1.0225
2.618 1.0213
4.250 1.0193
Fisher Pivots for day following 26-Jun-2013
Pivot 1 day 3 day
R1 1.0250 1.0242
PP 1.0248 1.0240
S1 1.0246 1.0239

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

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