CME Japanese Yen Future June 2014


Trading Metrics calculated at close of trading on 06-Sep-2013
Day Change Summary
Previous Current
05-Sep-2013 06-Sep-2013 Change Change % Previous Week
Open 1.0010 1.0151 0.0141 1.4% 1.0050
High 1.0010 1.0151 0.0141 1.4% 1.0151
Low 1.0010 1.0100 0.0090 0.9% 1.0010
Close 1.0010 1.0100 0.0090 0.9% 1.0100
Range 0.0000 0.0051 0.0051 0.0141
ATR 0.0057 0.0063 0.0006 10.5% 0.0000
Volume 1 1 0 0.0% 6
Daily Pivots for day following 06-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.0270 1.0236 1.0128
R3 1.0219 1.0185 1.0114
R2 1.0168 1.0168 1.0109
R1 1.0134 1.0134 1.0105 1.0126
PP 1.0117 1.0117 1.0117 1.0113
S1 1.0083 1.0083 1.0095 1.0075
S2 1.0066 1.0066 1.0091
S3 1.0015 1.0032 1.0086
S4 0.9964 0.9981 1.0072
Weekly Pivots for week ending 06-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.0510 1.0446 1.0178
R3 1.0369 1.0305 1.0139
R2 1.0228 1.0228 1.0126
R1 1.0164 1.0164 1.0113 1.0196
PP 1.0087 1.0087 1.0087 1.0103
S1 1.0023 1.0023 1.0087 1.0055
S2 0.9946 0.9946 1.0074
S3 0.9805 0.9882 1.0061
S4 0.9664 0.9741 1.0022
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0211 1.0010 0.0201 2.0% 0.0015 0.2% 45% False False 1
10 1.0326 1.0010 0.0316 3.1% 0.0012 0.1% 28% False False 6
20 1.0410 1.0010 0.0400 4.0% 0.0006 0.1% 23% False False 9
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 30 trading days
Fibonacci Retracements and Extensions
4.250 1.0368
2.618 1.0285
1.618 1.0234
1.000 1.0202
0.618 1.0183
HIGH 1.0151
0.618 1.0132
0.500 1.0126
0.382 1.0119
LOW 1.0100
0.618 1.0068
1.000 1.0049
1.618 1.0017
2.618 0.9966
4.250 0.9883
Fisher Pivots for day following 06-Sep-2013
Pivot 1 day 3 day
R1 1.0126 1.0094
PP 1.0117 1.0087
S1 1.0109 1.0081

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

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