CME Japanese Yen Future March 2014


Trading Metrics calculated at close of trading on 08-Jul-2013
Day Change Summary
Previous Current
05-Jul-2013 08-Jul-2013 Change Change % Previous Week
Open 0.9981 0.9902 -0.0079 -0.8% 1.0053
High 0.9981 0.9925 -0.0056 -0.6% 1.0053
Low 0.9905 0.9902 -0.0003 0.0% 0.9905
Close 0.9905 0.9925 0.0020 0.2% 0.9905
Range 0.0076 0.0023 -0.0053 -69.7% 0.0148
ATR 0.0089 0.0084 -0.0005 -5.3% 0.0000
Volume 1 9 8 800.0% 11
Daily Pivots for day following 08-Jul-2013
Classic Woodie Camarilla DeMark
R4 0.9986 0.9979 0.9938
R3 0.9963 0.9956 0.9931
R2 0.9940 0.9940 0.9929
R1 0.9933 0.9933 0.9927 0.9937
PP 0.9917 0.9917 0.9917 0.9919
S1 0.9910 0.9910 0.9923 0.9914
S2 0.9894 0.9894 0.9921
S3 0.9871 0.9887 0.9919
S4 0.9848 0.9864 0.9912
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 1.0053 0.9902 0.0151 1.5% 0.0029 0.3% 15% False True 4
10 1.0297 0.9902 0.0395 4.0% 0.0036 0.4% 6% False True 6
20 1.0643 0.9902 0.0741 7.5% 0.0043 0.4% 3% False True 7
40 1.0643 0.9710 0.0933 9.4% 0.0046 0.5% 23% 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 True
Bull Hook False
Stretch 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0023
2.618 0.9985
1.618 0.9962
1.000 0.9948
0.618 0.9939
HIGH 0.9925
0.618 0.9916
0.500 0.9914
0.382 0.9911
LOW 0.9902
0.618 0.9888
1.000 0.9879
1.618 0.9865
2.618 0.9842
4.250 0.9804
Fisher Pivots for day following 08-Jul-2013
Pivot 1 day 3 day
R1 0.9921 0.9958
PP 0.9917 0.9947
S1 0.9914 0.9936

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

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