CME Japanese Yen Future March 2014


Trading Metrics calculated at close of trading on 23-Jul-2013
Day Change Summary
Previous Current
22-Jul-2013 23-Jul-2013 Change Change % Previous Week
Open 1.0020 1.0074 0.0054 0.5% 1.0010
High 1.0059 1.0074 0.0015 0.1% 1.0102
Low 1.0020 1.0074 0.0054 0.5% 0.9973
Close 1.0059 1.0074 0.0015 0.1% 0.9995
Range 0.0039 0.0000 -0.0039 -100.0% 0.0129
ATR 0.0071 0.0067 -0.0004 -5.6% 0.0000
Volume 1 3 2 200.0% 13
Daily Pivots for day following 23-Jul-2013
Classic Woodie Camarilla DeMark
R4 1.0074 1.0074 1.0074
R3 1.0074 1.0074 1.0074
R2 1.0074 1.0074 1.0074
R1 1.0074 1.0074 1.0074 1.0074
PP 1.0074 1.0074 1.0074 1.0074
S1 1.0074 1.0074 1.0074 1.0074
S2 1.0074 1.0074 1.0074
S3 1.0074 1.0074 1.0074
S4 1.0074 1.0074 1.0074
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 1.0074 0.9973 0.0101 1.0% 0.0025 0.3% 100% True False 2
10 1.0138 0.9973 0.0165 1.6% 0.0022 0.2% 61% False False 13
20 1.0297 0.9902 0.0395 3.9% 0.0024 0.2% 44% False False 9
40 1.0643 0.9820 0.0823 8.2% 0.0045 0.4% 31% 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 False
3BNR True
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 1.0074
2.618 1.0074
1.618 1.0074
1.000 1.0074
0.618 1.0074
HIGH 1.0074
0.618 1.0074
0.500 1.0074
0.382 1.0074
LOW 1.0074
0.618 1.0074
1.000 1.0074
1.618 1.0074
2.618 1.0074
4.250 1.0074
Fisher Pivots for day following 23-Jul-2013
Pivot 1 day 3 day
R1 1.0074 1.0061
PP 1.0074 1.0048
S1 1.0074 1.0035

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

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