CME Japanese Yen Future March 2014


Trading Metrics calculated at close of trading on 12-Jul-2013
Day Change Summary
Previous Current
11-Jul-2013 12-Jul-2013 Change Change % Previous Week
Open 1.0136 1.0086 -0.0050 -0.5% 0.9902
High 1.0138 1.0086 -0.0052 -0.5% 1.0138
Low 1.0115 1.0082 -0.0033 -0.3% 0.9902
Close 1.0115 1.0082 -0.0033 -0.3% 1.0082
Range 0.0023 0.0004 -0.0019 -82.6% 0.0236
ATR 0.0082 0.0079 -0.0004 -4.3% 0.0000
Volume 52 10 -42 -80.8% 125
Daily Pivots for day following 12-Jul-2013
Classic Woodie Camarilla DeMark
R4 1.0095 1.0093 1.0084
R3 1.0091 1.0089 1.0083
R2 1.0087 1.0087 1.0083
R1 1.0085 1.0085 1.0082 1.0084
PP 1.0083 1.0083 1.0083 1.0083
S1 1.0081 1.0081 1.0082 1.0080
S2 1.0079 1.0079 1.0081
S3 1.0075 1.0077 1.0081
S4 1.0071 1.0073 1.0080
Weekly Pivots for week ending 12-Jul-2013
Classic Woodie Camarilla DeMark
R4 1.0749 1.0651 1.0212
R3 1.0513 1.0415 1.0147
R2 1.0277 1.0277 1.0125
R1 1.0179 1.0179 1.0104 1.0228
PP 1.0041 1.0041 1.0041 1.0065
S1 0.9943 0.9943 1.0060 0.9992
S2 0.9805 0.9805 1.0039
S3 0.9569 0.9707 1.0017
S4 0.9333 0.9471 0.9952
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0138 0.9902 0.0236 2.3% 0.0010 0.1% 76% False False 25
10 1.0138 0.9902 0.0236 2.3% 0.0017 0.2% 76% False False 13
20 1.0632 0.9902 0.0730 7.2% 0.0029 0.3% 25% False False 11
40 1.0643 0.9710 0.0933 9.3% 0.0044 0.4% 40% False False 10
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 False
Bull Hook False
Stretch 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0103
2.618 1.0096
1.618 1.0092
1.000 1.0090
0.618 1.0088
HIGH 1.0086
0.618 1.0084
0.500 1.0084
0.382 1.0084
LOW 1.0082
0.618 1.0080
1.000 1.0078
1.618 1.0076
2.618 1.0072
4.250 1.0065
Fisher Pivots for day following 12-Jul-2013
Pivot 1 day 3 day
R1 1.0084 1.0079
PP 1.0083 1.0075
S1 1.0083 1.0072

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

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