CME Japanese Yen Future June 2014


Trading Metrics calculated at close of trading on 27-Nov-2013
Day Change Summary
Previous Current
26-Nov-2013 27-Nov-2013 Change Change % Previous Week
Open 0.9891 0.9873 -0.0018 -0.2% 1.0001
High 0.9891 0.9873 -0.0018 -0.2% 1.0050
Low 0.9891 0.9805 -0.0086 -0.9% 0.9883
Close 0.9891 0.9805 -0.0086 -0.9% 0.9883
Range 0.0000 0.0068 0.0068 0.0167
ATR 0.0042 0.0046 0.0003 7.3% 0.0000
Volume 2 10 8 400.0% 8
Daily Pivots for day following 27-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.0032 0.9986 0.9842
R3 0.9964 0.9918 0.9824
R2 0.9896 0.9896 0.9817
R1 0.9850 0.9850 0.9811 0.9839
PP 0.9828 0.9828 0.9828 0.9822
S1 0.9782 0.9782 0.9799 0.9771
S2 0.9760 0.9760 0.9793
S3 0.9692 0.9714 0.9786
S4 0.9624 0.9646 0.9768
Weekly Pivots for week ending 22-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.0440 1.0328 0.9975
R3 1.0273 1.0161 0.9929
R2 1.0106 1.0106 0.9914
R1 0.9994 0.9994 0.9898 0.9967
PP 0.9939 0.9939 0.9939 0.9925
S1 0.9827 0.9827 0.9868 0.9800
S2 0.9772 0.9772 0.9852
S3 0.9605 0.9660 0.9837
S4 0.9438 0.9493 0.9791
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9977 0.9805 0.0172 1.8% 0.0037 0.4% 0% False True 5
10 1.0050 0.9805 0.0245 2.5% 0.0026 0.3% 0% False True 3
20 1.0232 0.9805 0.0427 4.4% 0.0019 0.2% 0% False True 3
40 1.0343 0.9805 0.0538 5.5% 0.0012 0.1% 0% False True 3
60 1.0343 0.9805 0.0538 5.5% 0.0009 0.1% 0% False True 4
80 1.0410 0.9805 0.0605 6.2% 0.0007 0.1% 0% False True 5
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0001
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0162
2.618 1.0051
1.618 0.9983
1.000 0.9941
0.618 0.9915
HIGH 0.9873
0.618 0.9847
0.500 0.9839
0.382 0.9831
LOW 0.9805
0.618 0.9763
1.000 0.9737
1.618 0.9695
2.618 0.9627
4.250 0.9516
Fisher Pivots for day following 27-Nov-2013
Pivot 1 day 3 day
R1 0.9839 0.9848
PP 0.9828 0.9834
S1 0.9816 0.9819

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

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