CME Japanese Yen Future March 2014


Trading Metrics calculated at close of trading on 03-Jul-2013
Day Change Summary
Previous Current
02-Jul-2013 03-Jul-2013 Change Change % Previous Week
Open 1.0009 1.0013 0.0004 0.0% 1.0180
High 1.0009 1.0013 0.0004 0.0% 1.0297
Low 0.9964 1.0013 0.0049 0.5% 1.0106
Close 0.9964 1.0013 0.0049 0.5% 1.0106
Range 0.0045 0.0000 -0.0045 -100.0% 0.0191
ATR 0.0090 0.0087 -0.0003 -3.3% 0.0000
Volume 7 2 -5 -71.4% 42
Daily Pivots for day following 03-Jul-2013
Classic Woodie Camarilla DeMark
R4 1.0013 1.0013 1.0013
R3 1.0013 1.0013 1.0013
R2 1.0013 1.0013 1.0013
R1 1.0013 1.0013 1.0013 1.0013
PP 1.0013 1.0013 1.0013 1.0013
S1 1.0013 1.0013 1.0013 1.0013
S2 1.0013 1.0013 1.0013
S3 1.0013 1.0013 1.0013
S4 1.0013 1.0013 1.0013
Weekly Pivots for week ending 28-Jun-2013
Classic Woodie Camarilla DeMark
R4 1.0743 1.0615 1.0211
R3 1.0552 1.0424 1.0159
R2 1.0361 1.0361 1.0141
R1 1.0233 1.0233 1.0124 1.0202
PP 1.0170 1.0170 1.0170 1.0154
S1 1.0042 1.0042 1.0088 1.0011
S2 0.9979 0.9979 1.0071
S3 0.9788 0.9851 1.0053
S4 0.9597 0.9660 1.0001
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0241 0.9964 0.0277 2.8% 0.0020 0.2% 18% False False 3
10 1.0303 0.9964 0.0339 3.4% 0.0031 0.3% 14% False False 6
20 1.0643 0.9964 0.0679 6.8% 0.0063 0.6% 7% 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 True
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 1.0013
2.618 1.0013
1.618 1.0013
1.000 1.0013
0.618 1.0013
HIGH 1.0013
0.618 1.0013
0.500 1.0013
0.382 1.0013
LOW 1.0013
0.618 1.0013
1.000 1.0013
1.618 1.0013
2.618 1.0013
4.250 1.0013
Fisher Pivots for day following 03-Jul-2013
Pivot 1 day 3 day
R1 1.0013 1.0012
PP 1.0013 1.0010
S1 1.0013 1.0009

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

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