CME Japanese Yen Future March 2014


Trading Metrics calculated at close of trading on 09-Sep-2013
Day Change Summary
Previous Current
06-Sep-2013 09-Sep-2013 Change Change % Previous Week
Open 1.0158 1.0053 -0.0105 -1.0% 1.0052
High 1.0158 1.0053 -0.0105 -1.0% 1.0158
Low 1.0089 1.0053 -0.0036 -0.4% 0.9998
Close 1.0089 1.0053 -0.0036 -0.4% 1.0089
Range 0.0069 0.0000 -0.0069 -100.0% 0.0160
ATR 0.0071 0.0069 -0.0003 -3.5% 0.0000
Volume 1 1 0 0.0% 39
Daily Pivots for day following 09-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.0053 1.0053 1.0053
R3 1.0053 1.0053 1.0053
R2 1.0053 1.0053 1.0053
R1 1.0053 1.0053 1.0053 1.0053
PP 1.0053 1.0053 1.0053 1.0053
S1 1.0053 1.0053 1.0053 1.0053
S2 1.0053 1.0053 1.0053
S3 1.0053 1.0053 1.0053
S4 1.0053 1.0053 1.0053
Weekly Pivots for week ending 06-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.0562 1.0485 1.0177
R3 1.0402 1.0325 1.0133
R2 1.0242 1.0242 1.0118
R1 1.0165 1.0165 1.0104 1.0204
PP 1.0082 1.0082 1.0082 1.0101
S1 1.0005 1.0005 1.0074 1.0044
S2 0.9922 0.9922 1.0060
S3 0.9762 0.9845 1.0045
S4 0.9602 0.9685 1.0001
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0158 0.9998 0.0160 1.6% 0.0026 0.3% 34% False False 8
10 1.0315 0.9998 0.0317 3.2% 0.0035 0.3% 17% False False 6
20 1.0361 0.9998 0.0363 3.6% 0.0019 0.2% 15% False False 3
40 1.0398 0.9973 0.0425 4.2% 0.0019 0.2% 19% False False 4
60 1.0632 0.9902 0.0730 7.3% 0.0023 0.2% 21% False False 6
80 1.0643 0.9710 0.0933 9.3% 0.0032 0.3% 37% 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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0053
2.618 1.0053
1.618 1.0053
1.000 1.0053
0.618 1.0053
HIGH 1.0053
0.618 1.0053
0.500 1.0053
0.382 1.0053
LOW 1.0053
0.618 1.0053
1.000 1.0053
1.618 1.0053
2.618 1.0053
4.250 1.0053
Fisher Pivots for day following 09-Sep-2013
Pivot 1 day 3 day
R1 1.0053 1.0078
PP 1.0053 1.0070
S1 1.0053 1.0061

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

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