CME Japanese Yen Future June 2014


Trading Metrics calculated at close of trading on 17-Jan-2014
Day Change Summary
Previous Current
16-Jan-2014 17-Jan-2014 Change Change % Previous Week
Open 0.9569 0.9590 0.0021 0.2% 0.9650
High 0.9603 0.9602 -0.0001 0.0% 0.9730
Low 0.9551 0.9580 0.0029 0.3% 0.9551
Close 0.9595 0.9594 -0.0001 0.0% 0.9594
Range 0.0052 0.0022 -0.0030 -57.7% 0.0179
ATR 0.0063 0.0060 -0.0003 -4.6% 0.0000
Volume 121 64 -57 -47.1% 714
Daily Pivots for day following 17-Jan-2014
Classic Woodie Camarilla DeMark
R4 0.9658 0.9648 0.9606
R3 0.9636 0.9626 0.9600
R2 0.9614 0.9614 0.9598
R1 0.9604 0.9604 0.9596 0.9609
PP 0.9592 0.9592 0.9592 0.9595
S1 0.9582 0.9582 0.9592 0.9587
S2 0.9570 0.9570 0.9590
S3 0.9548 0.9560 0.9588
S4 0.9526 0.9538 0.9582
Weekly Pivots for week ending 17-Jan-2014
Classic Woodie Camarilla DeMark
R4 1.0162 1.0057 0.9692
R3 0.9983 0.9878 0.9643
R2 0.9804 0.9804 0.9627
R1 0.9699 0.9699 0.9610 0.9662
PP 0.9625 0.9625 0.9625 0.9607
S1 0.9520 0.9520 0.9578 0.9483
S2 0.9446 0.9446 0.9561
S3 0.9267 0.9341 0.9545
S4 0.9088 0.9162 0.9496
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9730 0.9551 0.0179 1.9% 0.0060 0.6% 24% False False 142
10 0.9730 0.9512 0.0218 2.3% 0.0062 0.6% 38% False False 131
20 0.9730 0.9495 0.0235 2.4% 0.0049 0.5% 42% False False 102
40 1.0005 0.9495 0.0510 5.3% 0.0047 0.5% 19% False False 67
60 1.0293 0.9495 0.0798 8.3% 0.0034 0.4% 12% False False 45
80 1.0343 0.9495 0.0848 8.8% 0.0027 0.3% 12% False False 35
100 1.0343 0.9495 0.0848 8.8% 0.0023 0.2% 12% False False 29
120 1.0410 0.9495 0.0915 9.5% 0.0019 0.2% 11% False False 26
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 0.9696
2.618 0.9660
1.618 0.9638
1.000 0.9624
0.618 0.9616
HIGH 0.9602
0.618 0.9594
0.500 0.9591
0.382 0.9588
LOW 0.9580
0.618 0.9566
1.000 0.9558
1.618 0.9544
2.618 0.9522
4.250 0.9487
Fisher Pivots for day following 17-Jan-2014
Pivot 1 day 3 day
R1 0.9593 0.9589
PP 0.9592 0.9583
S1 0.9591 0.9578

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

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