CME Japanese Yen Future June 2014


Trading Metrics calculated at close of trading on 26-Dec-2013
Day Change Summary
Previous Current
24-Dec-2013 26-Dec-2013 Change Change % Previous Week
Open 0.9593 0.9554 -0.0039 -0.4% 0.9733
High 0.9602 0.9559 -0.0043 -0.4% 0.9770
Low 0.9593 0.9554 -0.0039 -0.4% 0.9568
Close 0.9600 0.9559 -0.0041 -0.4% 0.9622
Range 0.0009 0.0005 -0.0004 -44.4% 0.0202
ATR 0.0054 0.0053 -0.0001 -1.0% 0.0000
Volume 36 14 -22 -61.1% 688
Daily Pivots for day following 26-Dec-2013
Classic Woodie Camarilla DeMark
R4 0.9572 0.9571 0.9562
R3 0.9567 0.9566 0.9560
R2 0.9562 0.9562 0.9560
R1 0.9561 0.9561 0.9559 0.9562
PP 0.9557 0.9557 0.9557 0.9558
S1 0.9556 0.9556 0.9559 0.9557
S2 0.9552 0.9552 0.9558
S3 0.9547 0.9551 0.9558
S4 0.9542 0.9546 0.9556
Weekly Pivots for week ending 20-Dec-2013
Classic Woodie Camarilla DeMark
R4 1.0259 1.0143 0.9733
R3 1.0057 0.9941 0.9678
R2 0.9855 0.9855 0.9659
R1 0.9739 0.9739 0.9641 0.9696
PP 0.9653 0.9653 0.9653 0.9632
S1 0.9537 0.9537 0.9603 0.9494
S2 0.9451 0.9451 0.9585
S3 0.9249 0.9335 0.9566
S4 0.9047 0.9133 0.9511
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9631 0.9554 0.0077 0.8% 0.0023 0.2% 6% False True 83
10 0.9770 0.9554 0.0216 2.3% 0.0045 0.5% 2% False True 90
20 0.9873 0.9554 0.0319 3.3% 0.0045 0.5% 2% False True 52
40 1.0232 0.9554 0.0678 7.1% 0.0030 0.3% 1% False True 27
60 1.0343 0.9554 0.0789 8.3% 0.0022 0.2% 1% False True 19
80 1.0343 0.9554 0.0789 8.3% 0.0017 0.2% 1% False True 16
100 1.0410 0.9554 0.0856 9.0% 0.0014 0.1% 1% False True 15
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0008
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 0.9580
2.618 0.9572
1.618 0.9567
1.000 0.9564
0.618 0.9562
HIGH 0.9559
0.618 0.9557
0.500 0.9557
0.382 0.9556
LOW 0.9554
0.618 0.9551
1.000 0.9549
1.618 0.9546
2.618 0.9541
4.250 0.9533
Fisher Pivots for day following 26-Dec-2013
Pivot 1 day 3 day
R1 0.9558 0.9593
PP 0.9557 0.9581
S1 0.9557 0.9570

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

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