CME Japanese Yen Future June 2014


Trading Metrics calculated at close of trading on 19-Sep-2013
Day Change Summary
Previous Current
18-Sep-2013 19-Sep-2013 Change Change % Previous Week
Open 1.0230 1.0096 -0.0134 -1.3% 1.0062
High 1.0230 1.0096 -0.0134 -1.3% 1.0095
Low 1.0230 1.0089 -0.0141 -1.4% 0.9986
Close 1.0230 1.0089 -0.0141 -1.4% 1.0095
Range 0.0000 0.0007 0.0007 0.0109
ATR 0.0055 0.0061 0.0006 11.1% 0.0000
Volume 12 12 0 0.0% 44
Daily Pivots for day following 19-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.0112 1.0108 1.0093
R3 1.0105 1.0101 1.0091
R2 1.0098 1.0098 1.0090
R1 1.0094 1.0094 1.0090 1.0093
PP 1.0091 1.0091 1.0091 1.0091
S1 1.0087 1.0087 1.0088 1.0086
S2 1.0084 1.0084 1.0088
S3 1.0077 1.0080 1.0087
S4 1.0070 1.0073 1.0085
Weekly Pivots for week ending 13-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.0386 1.0349 1.0155
R3 1.0277 1.0240 1.0125
R2 1.0168 1.0168 1.0115
R1 1.0131 1.0131 1.0105 1.0150
PP 1.0059 1.0059 1.0059 1.0068
S1 1.0022 1.0022 1.0085 1.0041
S2 0.9950 0.9950 1.0075
S3 0.9841 0.9913 1.0065
S4 0.9732 0.9804 1.0035
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0230 1.0089 0.0141 1.4% 0.0001 0.0% 0% False True 12
10 1.0230 0.9986 0.0244 2.4% 0.0006 0.1% 42% False False 9
20 1.0326 0.9986 0.0340 3.4% 0.0006 0.1% 30% False False 8
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 9 trading days
Fibonacci Retracements and Extensions
4.250 1.0126
2.618 1.0114
1.618 1.0107
1.000 1.0103
0.618 1.0100
HIGH 1.0096
0.618 1.0093
0.500 1.0093
0.382 1.0092
LOW 1.0089
0.618 1.0085
1.000 1.0082
1.618 1.0078
2.618 1.0071
4.250 1.0059
Fisher Pivots for day following 19-Sep-2013
Pivot 1 day 3 day
R1 1.0093 1.0160
PP 1.0091 1.0136
S1 1.0090 1.0113

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

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