CME Japanese Yen Future March 2014


Trading Metrics calculated at close of trading on 23-Sep-2013
Day Change Summary
Previous Current
20-Sep-2013 23-Sep-2013 Change Change % Previous Week
Open 1.0072 1.0081 0.0009 0.1% 1.0115
High 1.0088 1.0143 0.0055 0.5% 1.0221
Low 1.0048 1.0081 0.0033 0.3% 1.0048
Close 1.0077 1.0130 0.0053 0.5% 1.0077
Range 0.0040 0.0062 0.0022 55.0% 0.0173
ATR 0.0073 0.0072 0.0000 -0.7% 0.0000
Volume 697 100 -597 -85.7% 786
Daily Pivots for day following 23-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.0304 1.0279 1.0164
R3 1.0242 1.0217 1.0147
R2 1.0180 1.0180 1.0141
R1 1.0155 1.0155 1.0136 1.0168
PP 1.0118 1.0118 1.0118 1.0124
S1 1.0093 1.0093 1.0124 1.0106
S2 1.0056 1.0056 1.0119
S3 0.9994 1.0031 1.0113
S4 0.9932 0.9969 1.0096
Weekly Pivots for week ending 20-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.0634 1.0529 1.0172
R3 1.0461 1.0356 1.0125
R2 1.0288 1.0288 1.0109
R1 1.0183 1.0183 1.0093 1.0149
PP 1.0115 1.0115 1.0115 1.0099
S1 1.0010 1.0010 1.0061 0.9976
S2 0.9942 0.9942 1.0045
S3 0.9769 0.9837 1.0029
S4 0.9596 0.9664 0.9982
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0221 1.0048 0.0173 1.7% 0.0086 0.8% 47% False False 175
10 1.0221 0.9969 0.0252 2.5% 0.0070 0.7% 64% False False 97
20 1.0315 0.9969 0.0346 3.4% 0.0052 0.5% 47% False False 51
40 1.0398 0.9969 0.0429 4.2% 0.0031 0.3% 38% False False 28
60 1.0398 0.9902 0.0496 4.9% 0.0027 0.3% 46% False False 21
80 1.0643 0.9902 0.0741 7.3% 0.0038 0.4% 31% False False 18
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0009
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0407
2.618 1.0305
1.618 1.0243
1.000 1.0205
0.618 1.0181
HIGH 1.0143
0.618 1.0119
0.500 1.0112
0.382 1.0105
LOW 1.0081
0.618 1.0043
1.000 1.0019
1.618 0.9981
2.618 0.9919
4.250 0.9818
Fisher Pivots for day following 23-Sep-2013
Pivot 1 day 3 day
R1 1.0124 1.0135
PP 1.0118 1.0133
S1 1.0112 1.0132

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

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