CME Japanese Yen Future September 2014


Trading Metrics calculated at close of trading on 07-Nov-2013
Day Change Summary
Previous Current
06-Nov-2013 07-Nov-2013 Change Change % Previous Week
Open 1.0160 1.0138 -0.0022 -0.2% 1.0264
High 1.0160 1.0241 0.0081 0.8% 1.0264
Low 1.0158 1.0138 -0.0020 -0.2% 1.0150
Close 1.0158 1.0241 0.0083 0.8% 1.0150
Range 0.0002 0.0103 0.0101 5,050.0% 0.0114
ATR
Volume 1 2 1 100.0% 5
Daily Pivots for day following 07-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.0516 1.0481 1.0298
R3 1.0413 1.0378 1.0269
R2 1.0310 1.0310 1.0260
R1 1.0275 1.0275 1.0250 1.0293
PP 1.0207 1.0207 1.0207 1.0215
S1 1.0172 1.0172 1.0232 1.0190
S2 1.0104 1.0104 1.0222
S3 1.0001 1.0069 1.0213
S4 0.9898 0.9966 1.0184
Weekly Pivots for week ending 01-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.0530 1.0454 1.0213
R3 1.0416 1.0340 1.0181
R2 1.0302 1.0302 1.0171
R1 1.0226 1.0226 1.0160 1.0207
PP 1.0188 1.0188 1.0188 1.0179
S1 1.0112 1.0112 1.0140 1.0093
S2 1.0074 1.0074 1.0129
S3 0.9960 0.9998 1.0119
S4 0.9846 0.9884 1.0087
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0241 1.0138 0.0103 1.0% 0.0021 0.2% 100% True True 1
10 1.0298 1.0138 0.0160 1.6% 0.0011 0.1% 64% False True 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1.0679
2.618 1.0511
1.618 1.0408
1.000 1.0344
0.618 1.0305
HIGH 1.0241
0.618 1.0202
0.500 1.0190
0.382 1.0177
LOW 1.0138
0.618 1.0074
1.000 1.0035
1.618 0.9971
2.618 0.9868
4.250 0.9700
Fisher Pivots for day following 07-Nov-2013
Pivot 1 day 3 day
R1 1.0224 1.0224
PP 1.0207 1.0207
S1 1.0190 1.0190

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

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