CME Japanese Yen Future June 2014


Trading Metrics calculated at close of trading on 12-Sep-2013
Day Change Summary
Previous Current
11-Sep-2013 12-Sep-2013 Change Change % Previous Week
Open 1.0027 1.0078 0.0051 0.5% 1.0050
High 1.0027 1.0078 0.0051 0.5% 1.0151
Low 1.0027 1.0078 0.0051 0.5% 1.0010
Close 1.0027 1.0078 0.0051 0.5% 1.0100
Range
ATR 0.0061 0.0060 -0.0001 -1.2% 0.0000
Volume 12 12 0 0.0% 6
Daily Pivots for day following 12-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.0078 1.0078 1.0078
R3 1.0078 1.0078 1.0078
R2 1.0078 1.0078 1.0078
R1 1.0078 1.0078 1.0078 1.0078
PP 1.0078 1.0078 1.0078 1.0078
S1 1.0078 1.0078 1.0078 1.0078
S2 1.0078 1.0078 1.0078
S3 1.0078 1.0078 1.0078
S4 1.0078 1.0078 1.0078
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 1.0151 0.9986 0.0165 1.6% 0.0010 0.1% 56% False False 6
10 1.0211 0.9986 0.0225 2.2% 0.0008 0.1% 41% False False 4
20 1.0326 0.9986 0.0340 3.4% 0.0006 0.1% 27% False False 8
Crabel Price Patterns
NR False
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 0.0000
Fibonacci Retracements and Extensions
4.250 1.0078
2.618 1.0078
1.618 1.0078
1.000 1.0078
0.618 1.0078
HIGH 1.0078
0.618 1.0078
0.500 1.0078
0.382 1.0078
LOW 1.0078
0.618 1.0078
1.000 1.0078
1.618 1.0078
2.618 1.0078
4.250 1.0078
Fisher Pivots for day following 12-Sep-2013
Pivot 1 day 3 day
R1 1.0078 1.0063
PP 1.0078 1.0047
S1 1.0078 1.0032

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

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