CME Japanese Yen Future June 2014


Trading Metrics calculated at close of trading on 28-May-2014
Day Change Summary
Previous Current
27-May-2014 28-May-2014 Change Change % Previous Week
Open 0.9807 0.9804 -0.0003 0.0% 0.9854
High 0.9831 0.9840 0.0009 0.1% 0.9920
Low 0.9787 0.9801 0.0014 0.1% 0.9804
Close 0.9808 0.9819 0.0011 0.1% 0.9807
Range 0.0044 0.0039 -0.0005 -11.4% 0.0116
ATR 0.0052 0.0051 -0.0001 -1.7% 0.0000
Volume 111,680 93,324 -18,356 -16.4% 540,490
Daily Pivots for day following 28-May-2014
Classic Woodie Camarilla DeMark
R4 0.9937 0.9917 0.9840
R3 0.9898 0.9878 0.9830
R2 0.9859 0.9859 0.9826
R1 0.9839 0.9839 0.9823 0.9849
PP 0.9820 0.9820 0.9820 0.9825
S1 0.9800 0.9800 0.9815 0.9810
S2 0.9781 0.9781 0.9812
S3 0.9742 0.9761 0.9808
S4 0.9703 0.9722 0.9798
Weekly Pivots for week ending 23-May-2014
Classic Woodie Camarilla DeMark
R4 1.0192 1.0115 0.9871
R3 1.0076 0.9999 0.9839
R2 0.9960 0.9960 0.9828
R1 0.9883 0.9883 0.9818 0.9864
PP 0.9844 0.9844 0.9844 0.9834
S1 0.9767 0.9767 0.9796 0.9748
S2 0.9728 0.9728 0.9786
S3 0.9612 0.9651 0.9775
S4 0.9496 0.9535 0.9743
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9920 0.9787 0.0133 1.4% 0.0049 0.5% 24% False False 107,509
10 0.9920 0.9777 0.0143 1.5% 0.0050 0.5% 29% False False 113,506
20 0.9920 0.9687 0.0233 2.4% 0.0050 0.5% 57% False False 109,675
40 0.9920 0.9598 0.0322 3.3% 0.0053 0.5% 69% False False 109,866
60 0.9920 0.9598 0.0322 3.3% 0.0059 0.6% 69% False False 103,617
80 0.9930 0.9598 0.0332 3.4% 0.0063 0.6% 67% False False 77,912
100 0.9930 0.9512 0.0418 4.3% 0.0066 0.7% 73% False False 62,368
120 0.9930 0.9495 0.0435 4.4% 0.0063 0.6% 74% False False 51,983
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 0.0014
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.0006
2.618 0.9942
1.618 0.9903
1.000 0.9879
0.618 0.9864
HIGH 0.9840
0.618 0.9825
0.500 0.9821
0.382 0.9816
LOW 0.9801
0.618 0.9777
1.000 0.9762
1.618 0.9738
2.618 0.9699
4.250 0.9635
Fisher Pivots for day following 28-May-2014
Pivot 1 day 3 day
R1 0.9821 0.9818
PP 0.9820 0.9817
S1 0.9820 0.9816

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

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