CME Japanese Yen Future June 2014


Trading Metrics calculated at close of trading on 11-Oct-2013
Day Change Summary
Previous Current
10-Oct-2013 11-Oct-2013 Change Change % Previous Week
Open 1.0259 1.0174 -0.0085 -0.8% 1.0343
High 1.0259 1.0174 -0.0085 -0.8% 1.0343
Low 1.0211 1.0174 -0.0037 -0.4% 1.0174
Close 1.0211 1.0174 -0.0037 -0.4% 1.0174
Range 0.0048 0.0000 -0.0048 -100.0% 0.0169
ATR 0.0046 0.0045 -0.0001 -1.4% 0.0000
Volume 9 3 -6 -66.7% 24
Daily Pivots for day following 11-Oct-2013
Classic Woodie Camarilla DeMark
R4 1.0174 1.0174 1.0174
R3 1.0174 1.0174 1.0174
R2 1.0174 1.0174 1.0174
R1 1.0174 1.0174 1.0174 1.0174
PP 1.0174 1.0174 1.0174 1.0174
S1 1.0174 1.0174 1.0174 1.0174
S2 1.0174 1.0174 1.0174
S3 1.0174 1.0174 1.0174
S4 1.0174 1.0174 1.0174
Weekly Pivots for week ending 11-Oct-2013
Classic Woodie Camarilla DeMark
R4 1.0737 1.0625 1.0267
R3 1.0568 1.0456 1.0220
R2 1.0399 1.0399 1.0205
R1 1.0287 1.0287 1.0189 1.0259
PP 1.0230 1.0230 1.0230 1.0216
S1 1.0118 1.0118 1.0159 1.0090
S2 1.0061 1.0061 1.0143
S3 0.9892 0.9949 1.0128
S4 0.9723 0.9780 1.0081
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0343 1.0174 0.0169 1.7% 0.0017 0.2% 0% False True 4
10 1.0343 1.0174 0.0169 1.7% 0.0008 0.1% 0% False True 4
20 1.0343 1.0086 0.0257 2.5% 0.0005 0.0% 34% False False 5
40 1.0343 0.9986 0.0357 3.5% 0.0005 0.1% 53% False False 7
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 0.0000
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0174
2.618 1.0174
1.618 1.0174
1.000 1.0174
0.618 1.0174
HIGH 1.0174
0.618 1.0174
0.500 1.0174
0.382 1.0174
LOW 1.0174
0.618 1.0174
1.000 1.0174
1.618 1.0174
2.618 1.0174
4.250 1.0174
Fisher Pivots for day following 11-Oct-2013
Pivot 1 day 3 day
R1 1.0174 1.0240
PP 1.0174 1.0218
S1 1.0174 1.0196

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

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