CME Japanese Yen Future March 2014


Trading Metrics calculated at close of trading on 09-Jul-2013
Day Change Summary
Previous Current
08-Jul-2013 09-Jul-2013 Change Change % Previous Week
Open 0.9902 0.9930 0.0028 0.3% 1.0053
High 0.9925 0.9930 0.0005 0.1% 1.0053
Low 0.9902 0.9930 0.0028 0.3% 0.9905
Close 0.9925 0.9930 0.0005 0.1% 0.9905
Range 0.0023 0.0000 -0.0023 -100.0% 0.0148
ATR 0.0084 0.0078 -0.0006 -6.7% 0.0000
Volume 9 2 -7 -77.8% 11
Daily Pivots for day following 09-Jul-2013
Classic Woodie Camarilla DeMark
R4 0.9930 0.9930 0.9930
R3 0.9930 0.9930 0.9930
R2 0.9930 0.9930 0.9930
R1 0.9930 0.9930 0.9930 0.9930
PP 0.9930 0.9930 0.9930 0.9930
S1 0.9930 0.9930 0.9930 0.9930
S2 0.9930 0.9930 0.9930
S3 0.9930 0.9930 0.9930
S4 0.9930 0.9930 0.9930
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 1.0013 0.9902 0.0111 1.1% 0.0029 0.3% 25% False False 4
10 1.0297 0.9902 0.0395 4.0% 0.0025 0.3% 7% False False 6
20 1.0643 0.9902 0.0741 7.5% 0.0040 0.4% 4% False False 7
40 1.0643 0.9710 0.0933 9.4% 0.0046 0.5% 24% 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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9930
2.618 0.9930
1.618 0.9930
1.000 0.9930
0.618 0.9930
HIGH 0.9930
0.618 0.9930
0.500 0.9930
0.382 0.9930
LOW 0.9930
0.618 0.9930
1.000 0.9930
1.618 0.9930
2.618 0.9930
4.250 0.9930
Fisher Pivots for day following 09-Jul-2013
Pivot 1 day 3 day
R1 0.9930 0.9942
PP 0.9930 0.9938
S1 0.9930 0.9934

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

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