CME Japanese Yen Future March 2014


Trading Metrics calculated at close of trading on 15-Jul-2013
Day Change Summary
Previous Current
12-Jul-2013 15-Jul-2013 Change Change % Previous Week
Open 1.0086 1.0010 -0.0076 -0.8% 0.9902
High 1.0086 1.0034 -0.0052 -0.5% 1.0138
Low 1.0082 1.0010 -0.0072 -0.7% 0.9902
Close 1.0082 1.0034 -0.0048 -0.5% 1.0082
Range 0.0004 0.0024 0.0020 500.0% 0.0236
ATR 0.0079 0.0078 0.0000 -0.6% 0.0000
Volume 10 2 -8 -80.0% 125
Daily Pivots for day following 15-Jul-2013
Classic Woodie Camarilla DeMark
R4 1.0098 1.0090 1.0047
R3 1.0074 1.0066 1.0041
R2 1.0050 1.0050 1.0038
R1 1.0042 1.0042 1.0036 1.0046
PP 1.0026 1.0026 1.0026 1.0028
S1 1.0018 1.0018 1.0032 1.0022
S2 1.0002 1.0002 1.0030
S3 0.9978 0.9994 1.0027
S4 0.9954 0.9970 1.0021
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 0.9930 0.0208 2.1% 0.0010 0.1% 50% False False 23
10 1.0138 0.9902 0.0236 2.4% 0.0020 0.2% 56% False False 13
20 1.0565 0.9902 0.0663 6.6% 0.0030 0.3% 20% False False 9
40 1.0643 0.9710 0.0933 9.3% 0.0044 0.4% 35% False False 10
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.0136
2.618 1.0097
1.618 1.0073
1.000 1.0058
0.618 1.0049
HIGH 1.0034
0.618 1.0025
0.500 1.0022
0.382 1.0019
LOW 1.0010
0.618 0.9995
1.000 0.9986
1.618 0.9971
2.618 0.9947
4.250 0.9908
Fisher Pivots for day following 15-Jul-2013
Pivot 1 day 3 day
R1 1.0030 1.0074
PP 1.0026 1.0061
S1 1.0022 1.0047

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

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