CME Japanese Yen Future June 2014


Trading Metrics calculated at close of trading on 05-Dec-2013
Day Change Summary
Previous Current
04-Dec-2013 05-Dec-2013 Change Change % Previous Week
Open 0.9746 0.9806 0.0060 0.6% 0.9843
High 0.9803 0.9846 0.0043 0.4% 0.9891
Low 0.9746 0.9800 0.0054 0.6% 0.9773
Close 0.9803 0.9846 0.0043 0.4% 0.9773
Range 0.0057 0.0046 -0.0011 -19.3% 0.0118
ATR 0.0049 0.0048 0.0000 -0.4% 0.0000
Volume 1 13 12 1,200.0% 37
Daily Pivots for day following 05-Dec-2013
Classic Woodie Camarilla DeMark
R4 0.9969 0.9953 0.9871
R3 0.9923 0.9907 0.9859
R2 0.9877 0.9877 0.9854
R1 0.9861 0.9861 0.9850 0.9869
PP 0.9831 0.9831 0.9831 0.9835
S1 0.9815 0.9815 0.9842 0.9823
S2 0.9785 0.9785 0.9838
S3 0.9739 0.9769 0.9833
S4 0.9693 0.9723 0.9821
Weekly Pivots for week ending 29-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.0166 1.0088 0.9838
R3 1.0048 0.9970 0.9805
R2 0.9930 0.9930 0.9795
R1 0.9852 0.9852 0.9784 0.9832
PP 0.9812 0.9812 0.9812 0.9803
S1 0.9734 0.9734 0.9762 0.9714
S2 0.9694 0.9694 0.9751
S3 0.9576 0.9616 0.9741
S4 0.9458 0.9498 0.9708
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9846 0.9704 0.0142 1.4% 0.0033 0.3% 100% True False 9
10 0.9977 0.9704 0.0273 2.8% 0.0035 0.4% 52% False False 7
20 1.0232 0.9704 0.0528 5.4% 0.0027 0.3% 27% False False 4
40 1.0293 0.9704 0.0589 6.0% 0.0015 0.2% 24% False False 3
60 1.0343 0.9704 0.0639 6.5% 0.0011 0.1% 22% False False 4
80 1.0343 0.9704 0.0639 6.5% 0.0009 0.1% 22% False False 5
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 0.0002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0042
2.618 0.9966
1.618 0.9920
1.000 0.9892
0.618 0.9874
HIGH 0.9846
0.618 0.9828
0.500 0.9823
0.382 0.9818
LOW 0.9800
0.618 0.9772
1.000 0.9754
1.618 0.9726
2.618 0.9680
4.250 0.9605
Fisher Pivots for day following 05-Dec-2013
Pivot 1 day 3 day
R1 0.9838 0.9829
PP 0.9831 0.9812
S1 0.9823 0.9795

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

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