CME Japanese Yen Future March 2014


Trading Metrics calculated at close of trading on 19-Jul-2013
Day Change Summary
Previous Current
18-Jul-2013 19-Jul-2013 Change Change % Previous Week
Open 1.0060 0.9995 -0.0065 -0.6% 1.0010
High 1.0060 0.9995 -0.0065 -0.6% 1.0102
Low 0.9973 0.9995 0.0022 0.2% 0.9973
Close 0.9973 0.9995 0.0022 0.2% 0.9995
Range 0.0087 0.0000 -0.0087 -100.0% 0.0129
ATR 0.0076 0.0072 -0.0004 -5.1% 0.0000
Volume 1 3 2 200.0% 13
Daily Pivots for day following 19-Jul-2013
Classic Woodie Camarilla DeMark
R4 0.9995 0.9995 0.9995
R3 0.9995 0.9995 0.9995
R2 0.9995 0.9995 0.9995
R1 0.9995 0.9995 0.9995 0.9995
PP 0.9995 0.9995 0.9995 0.9995
S1 0.9995 0.9995 0.9995 0.9995
S2 0.9995 0.9995 0.9995
S3 0.9995 0.9995 0.9995
S4 0.9995 0.9995 0.9995
Weekly Pivots for week ending 19-Jul-2013
Classic Woodie Camarilla DeMark
R4 1.0410 1.0332 1.0066
R3 1.0281 1.0203 1.0030
R2 1.0152 1.0152 1.0019
R1 1.0074 1.0074 1.0007 1.0049
PP 1.0023 1.0023 1.0023 1.0011
S1 0.9945 0.9945 0.9983 0.9920
S2 0.9894 0.9894 0.9971
S3 0.9765 0.9816 0.9960
S4 0.9636 0.9687 0.9924
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0102 0.9973 0.0129 1.3% 0.0031 0.3% 17% False False 2
10 1.0138 0.9902 0.0236 2.4% 0.0021 0.2% 39% False False 13
20 1.0297 0.9902 0.0395 4.0% 0.0027 0.3% 24% False False 9
40 1.0643 0.9820 0.0823 8.2% 0.0045 0.5% 21% False False 7
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9995
2.618 0.9995
1.618 0.9995
1.000 0.9995
0.618 0.9995
HIGH 0.9995
0.618 0.9995
0.500 0.9995
0.382 0.9995
LOW 0.9995
0.618 0.9995
1.000 0.9995
1.618 0.9995
2.618 0.9995
4.250 0.9995
Fisher Pivots for day following 19-Jul-2013
Pivot 1 day 3 day
R1 0.9995 1.0017
PP 0.9995 1.0010
S1 0.9995 1.0002

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

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