CME Japanese Yen Future June 2014


Trading Metrics calculated at close of trading on 20-Feb-2014
Day Change Summary
Previous Current
19-Feb-2014 20-Feb-2014 Change Change % Previous Week
Open 0.9773 0.9779 0.0006 0.1% 0.9752
High 0.9839 0.9839 0.0000 0.0% 0.9850
Low 0.9766 0.9770 0.0004 0.0% 0.9744
Close 0.9778 0.9780 0.0002 0.0% 0.9822
Range 0.0073 0.0069 -0.0004 -5.5% 0.0106
ATR 0.0081 0.0080 -0.0001 -1.0% 0.0000
Volume 1,225 491 -734 -59.9% 2,387
Daily Pivots for day following 20-Feb-2014
Classic Woodie Camarilla DeMark
R4 1.0003 0.9961 0.9818
R3 0.9934 0.9892 0.9799
R2 0.9865 0.9865 0.9793
R1 0.9823 0.9823 0.9786 0.9844
PP 0.9796 0.9796 0.9796 0.9807
S1 0.9754 0.9754 0.9774 0.9775
S2 0.9727 0.9727 0.9767
S3 0.9658 0.9685 0.9761
S4 0.9589 0.9616 0.9742
Weekly Pivots for week ending 14-Feb-2014
Classic Woodie Camarilla DeMark
R4 1.0123 1.0079 0.9880
R3 1.0017 0.9973 0.9851
R2 0.9911 0.9911 0.9841
R1 0.9867 0.9867 0.9832 0.9889
PP 0.9805 0.9805 0.9805 0.9817
S1 0.9761 0.9761 0.9812 0.9783
S2 0.9699 0.9699 0.9803
S3 0.9593 0.9655 0.9793
S4 0.9487 0.9549 0.9764
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9864 0.9742 0.0122 1.2% 0.0085 0.9% 31% False False 586
10 0.9877 0.9742 0.0135 1.4% 0.0076 0.8% 28% False False 513
20 0.9930 0.9548 0.0382 3.9% 0.0091 0.9% 61% False False 398
40 0.9930 0.9495 0.0435 4.4% 0.0071 0.7% 66% False False 247
60 0.9930 0.9495 0.0435 4.4% 0.0062 0.6% 66% False False 180
80 1.0289 0.9495 0.0794 8.1% 0.0050 0.5% 36% False False 136
100 1.0343 0.9495 0.0848 8.7% 0.0041 0.4% 34% False False 109
120 1.0343 0.9495 0.0848 8.7% 0.0035 0.4% 34% False False 92
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 True
Bear Hook False
Bull Hook False
Stretch 0.0016
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0132
2.618 1.0020
1.618 0.9951
1.000 0.9908
0.618 0.9882
HIGH 0.9839
0.618 0.9813
0.500 0.9805
0.382 0.9796
LOW 0.9770
0.618 0.9727
1.000 0.9701
1.618 0.9658
2.618 0.9589
4.250 0.9477
Fisher Pivots for day following 20-Feb-2014
Pivot 1 day 3 day
R1 0.9805 0.9803
PP 0.9796 0.9795
S1 0.9788 0.9788

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

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