CME Japanese Yen Future June 2014


Trading Metrics calculated at close of trading on 16-Dec-2013
Day Change Summary
Previous Current
13-Dec-2013 16-Dec-2013 Change Change % Previous Week
Open 0.9668 0.9733 0.0065 0.7% 0.9709
High 0.9711 0.9733 0.0022 0.2% 0.9788
Low 0.9655 0.9711 0.0056 0.6% 0.9655
Close 0.9702 0.9721 0.0019 0.2% 0.9702
Range 0.0056 0.0022 -0.0034 -60.7% 0.0133
ATR 0.0054 0.0052 -0.0002 -3.0% 0.0000
Volume 54 17 -37 -68.5% 180
Daily Pivots for day following 16-Dec-2013
Classic Woodie Camarilla DeMark
R4 0.9788 0.9776 0.9733
R3 0.9766 0.9754 0.9727
R2 0.9744 0.9744 0.9725
R1 0.9732 0.9732 0.9723 0.9727
PP 0.9722 0.9722 0.9722 0.9719
S1 0.9710 0.9710 0.9719 0.9705
S2 0.9700 0.9700 0.9717
S3 0.9678 0.9688 0.9715
S4 0.9656 0.9666 0.9709
Weekly Pivots for week ending 13-Dec-2013
Classic Woodie Camarilla DeMark
R4 1.0114 1.0041 0.9775
R3 0.9981 0.9908 0.9739
R2 0.9848 0.9848 0.9726
R1 0.9775 0.9775 0.9714 0.9745
PP 0.9715 0.9715 0.9715 0.9700
S1 0.9642 0.9642 0.9690 0.9612
S2 0.9582 0.9582 0.9678
S3 0.9449 0.9509 0.9665
S4 0.9316 0.9376 0.9629
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9788 0.9655 0.0133 1.4% 0.0050 0.5% 50% False False 36
10 0.9846 0.9655 0.0191 2.0% 0.0050 0.5% 35% False False 22
20 1.0050 0.9655 0.0395 4.1% 0.0039 0.4% 17% False False 14
40 1.0293 0.9655 0.0638 6.6% 0.0023 0.2% 10% False False 8
60 1.0343 0.9655 0.0688 7.1% 0.0017 0.2% 10% False False 6
80 1.0343 0.9655 0.0688 7.1% 0.0014 0.1% 10% False False 7
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0004
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9827
2.618 0.9791
1.618 0.9769
1.000 0.9755
0.618 0.9747
HIGH 0.9733
0.618 0.9725
0.500 0.9722
0.382 0.9719
LOW 0.9711
0.618 0.9697
1.000 0.9689
1.618 0.9675
2.618 0.9653
4.250 0.9618
Fisher Pivots for day following 16-Dec-2013
Pivot 1 day 3 day
R1 0.9722 0.9717
PP 0.9722 0.9713
S1 0.9721 0.9709

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

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