CME Japanese Yen Future March 2014

Trading Metrics calculated at close of trading on 27-Dec-2013

Day Change Summary
	Previous	Current
	26-Dec-2013	27-Dec-2013	Change	Change %	Previous Week
Open	0.9550	0.9547	-0.0003	0.0%	0.9612
High	0.9595	0.9559	-0.0036	-0.4%	0.9641
Low	0.9543	0.9508	-0.0035	-0.4%	0.9508
Close	0.9553	0.9515	-0.0038	-0.4%	0.9515
Range	0.0052	0.0051	-0.0001	-1.9%	0.0133
ATR	0.0075	0.0073	-0.0002	-2.3%	0.0000
Volume	19,556	73,901	54,345	277.9%	166,347

Daily Pivots for day following 27-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9680	0.9649	0.9543
R3	0.9629	0.9598	0.9529
R2	0.9578	0.9578	0.9524
R1	0.9547	0.9547	0.9520	0.9537
PP	0.9527	0.9527	0.9527	0.9523
S1	0.9496	0.9496	0.9510	0.9486
S2	0.9476	0.9476	0.9506
S3	0.9425	0.9445	0.9501
S4	0.9374	0.9394	0.9487

Weekly Pivots for week ending 27-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9954	0.9867	0.9588
R3	0.9821	0.9734	0.9552
R2	0.9688	0.9688	0.9539
R1	0.9601	0.9601	0.9527	0.9578
PP	0.9555	0.9555	0.9555	0.9543
S1	0.9468	0.9468	0.9503	0.9445
S2	0.9422	0.9422	0.9491
S3	0.9289	0.9335	0.9478
S4	0.9156	0.9202	0.9442

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9641	0.9508	0.0133	1.4%	0.0047	0.5%	5%	False	True	58,505
10	0.9793	0.9508	0.0285	3.0%	0.0073	0.8%	2%	False	True	93,419
20	0.9845	0.9508	0.0337	3.5%	0.0080	0.8%	2%	False	True	64,495
40	1.0250	0.9508	0.0742	7.8%	0.0074	0.8%	1%	False	True	32,589
60	1.0358	0.9508	0.0850	8.9%	0.0069	0.7%	1%	False	True	21,760
80	1.0358	0.9508	0.0850	8.9%	0.0067	0.7%	1%	False	True	16,340
100	1.0398	0.9508	0.0890	9.4%	0.0058	0.6%	1%	False	True	13,072
120	1.0398	0.9508	0.0890	9.4%	0.0051	0.5%	1%	False	True	10,895

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	0.0017
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9776
2.618	0.9693
1.618	0.9642
1.000	0.9610
0.618	0.9591
HIGH	0.9559
0.618	0.9540
0.500	0.9534
0.382	0.9527
LOW	0.9508
0.618	0.9476
1.000	0.9457
1.618	0.9425
2.618	0.9374
4.250	0.9291

Fisher Pivots for day following 27-Dec-2013
Pivot	1 day	3 day
R1	0.9534	0.9558
PP	0.9527	0.9544
S1	0.9521	0.9529

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols