CME Japanese Yen Future March 2014


Trading Metrics calculated at close of trading on 10-Jul-2013
Day Change Summary
Previous Current
09-Jul-2013 10-Jul-2013 Change Change % Previous Week
Open 0.9930 1.0005 0.0075 0.8% 1.0053
High 0.9930 1.0005 0.0075 0.8% 1.0053
Low 0.9930 1.0005 0.0075 0.8% 0.9905
Close 0.9930 1.0005 0.0075 0.8% 0.9905
Range
ATR 0.0078 0.0078 0.0000 -0.3% 0.0000
Volume 2 52 50 2,500.0% 11
Daily Pivots for day following 10-Jul-2013
Classic Woodie Camarilla DeMark
R4 1.0005 1.0005 1.0005
R3 1.0005 1.0005 1.0005
R2 1.0005 1.0005 1.0005
R1 1.0005 1.0005 1.0005 1.0005
PP 1.0005 1.0005 1.0005 1.0005
S1 1.0005 1.0005 1.0005 1.0005
S2 1.0005 1.0005 1.0005
S3 1.0005 1.0005 1.0005
S4 1.0005 1.0005 1.0005
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% 0.0020 0.2% 93% False False 13
10 1.0256 0.9902 0.0354 3.5% 0.0021 0.2% 29% False False 8
20 1.0643 0.9902 0.0741 7.4% 0.0040 0.4% 14% False False 9
40 1.0643 0.9710 0.0933 9.3% 0.0045 0.5% 32% False False 9
Crabel Price Patterns
NR False
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.0005
2.618 1.0005
1.618 1.0005
1.000 1.0005
0.618 1.0005
HIGH 1.0005
0.618 1.0005
0.500 1.0005
0.382 1.0005
LOW 1.0005
0.618 1.0005
1.000 1.0005
1.618 1.0005
2.618 1.0005
4.250 1.0005
Fisher Pivots for day following 10-Jul-2013
Pivot 1 day 3 day
R1 1.0005 0.9988
PP 1.0005 0.9971
S1 1.0005 0.9954

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

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