CME Japanese Yen Future March 2014


Trading Metrics calculated at close of trading on 05-Jul-2013
Day Change Summary
Previous Current
03-Jul-2013 05-Jul-2013 Change Change % Previous Week
Open 1.0013 0.9981 -0.0032 -0.3% 1.0053
High 1.0013 0.9981 -0.0032 -0.3% 1.0053
Low 1.0013 0.9905 -0.0108 -1.1% 0.9905
Close 1.0013 0.9905 -0.0108 -1.1% 0.9905
Range 0.0000 0.0076 0.0076 0.0148
ATR 0.0087 0.0089 0.0001 1.7% 0.0000
Volume 2 1 -1 -50.0% 11
Daily Pivots for day following 05-Jul-2013
Classic Woodie Camarilla DeMark
R4 1.0158 1.0108 0.9947
R3 1.0082 1.0032 0.9926
R2 1.0006 1.0006 0.9919
R1 0.9956 0.9956 0.9912 0.9943
PP 0.9930 0.9930 0.9930 0.9924
S1 0.9880 0.9880 0.9898 0.9867
S2 0.9854 0.9854 0.9891
S3 0.9778 0.9804 0.9884
S4 0.9702 0.9728 0.9863
Weekly Pivots for week ending 05-Jul-2013
Classic Woodie Camarilla DeMark
R4 1.0398 1.0300 0.9986
R3 1.0250 1.0152 0.9946
R2 1.0102 1.0102 0.9932
R1 1.0004 1.0004 0.9919 0.9979
PP 0.9954 0.9954 0.9954 0.9942
S1 0.9856 0.9856 0.9891 0.9831
S2 0.9806 0.9806 0.9878
S3 0.9658 0.9708 0.9864
S4 0.9510 0.9560 0.9824
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0106 0.9905 0.0201 2.0% 0.0025 0.3% 0% False True 2
10 1.0297 0.9905 0.0392 4.0% 0.0034 0.3% 0% False True 5
20 1.0643 0.9905 0.0738 7.5% 0.0051 0.5% 0% False True 7
40 1.0643 0.9710 0.0933 9.4% 0.0045 0.5% 21% False False 7
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.0304
2.618 1.0180
1.618 1.0104
1.000 1.0057
0.618 1.0028
HIGH 0.9981
0.618 0.9952
0.500 0.9943
0.382 0.9934
LOW 0.9905
0.618 0.9858
1.000 0.9829
1.618 0.9782
2.618 0.9706
4.250 0.9582
Fisher Pivots for day following 05-Jul-2013
Pivot 1 day 3 day
R1 0.9943 0.9959
PP 0.9930 0.9941
S1 0.9918 0.9923

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

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