CME Japanese Yen Future September 2014


Trading Metrics calculated at close of trading on 15-Nov-2013
Day Change Summary
Previous Current
14-Nov-2013 15-Nov-2013 Change Change % Previous Week
Open 1.0018 0.9990 -0.0028 -0.3% 1.0101
High 1.0018 1.0000 -0.0018 -0.2% 1.0101
Low 1.0018 0.9990 -0.0028 -0.3% 0.9990
Close 1.0018 1.0000 -0.0018 -0.2% 1.0000
Range 0.0000 0.0010 0.0010 0.0111
ATR 0.0039 0.0038 -0.0001 -2.0% 0.0000
Volume 4 4 0 0.0% 20
Daily Pivots for day following 15-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.0027 1.0023 1.0006
R3 1.0017 1.0013 1.0003
R2 1.0007 1.0007 1.0002
R1 1.0003 1.0003 1.0001 1.0005
PP 0.9997 0.9997 0.9997 0.9998
S1 0.9993 0.9993 0.9999 0.9995
S2 0.9987 0.9987 0.9998
S3 0.9977 0.9983 0.9997
S4 0.9967 0.9973 0.9995
Weekly Pivots for week ending 15-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.0363 1.0293 1.0061
R3 1.0252 1.0182 1.0031
R2 1.0141 1.0141 1.0020
R1 1.0071 1.0071 1.0010 1.0051
PP 1.0030 1.0030 1.0030 1.0020
S1 0.9960 0.9960 0.9990 0.9940
S2 0.9919 0.9919 0.9980
S3 0.9808 0.9849 0.9969
S4 0.9697 0.9738 0.9939
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0101 0.9990 0.0111 1.1% 0.0002 0.0% 9% False True 4
10 1.0241 0.9990 0.0251 2.5% 0.0018 0.2% 4% False True 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0043
2.618 1.0026
1.618 1.0016
1.000 1.0010
0.618 1.0006
HIGH 1.0000
0.618 0.9996
0.500 0.9995
0.382 0.9994
LOW 0.9990
0.618 0.9984
1.000 0.9980
1.618 0.9974
2.618 0.9964
4.250 0.9948
Fisher Pivots for day following 15-Nov-2013
Pivot 1 day 3 day
R1 0.9998 1.0039
PP 0.9997 1.0026
S1 0.9995 1.0013

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

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