CME Japanese Yen Future September 2014


Trading Metrics calculated at close of trading on 03-Dec-2013
Day Change Summary
Previous Current
02-Dec-2013 03-Dec-2013 Change Change % Previous Week
Open 0.9719 0.9752 0.0033 0.3% 0.9857
High 0.9719 0.9790 0.0071 0.7% 0.9899
Low 0.9719 0.9749 0.0030 0.3% 0.9780
Close 0.9719 0.9790 0.0071 0.7% 0.9780
Range 0.0000 0.0041 0.0041 0.0119
ATR 0.0041 0.0044 0.0002 5.1% 0.0000
Volume 1 1 0 0.0% 4
Daily Pivots for day following 03-Dec-2013
Classic Woodie Camarilla DeMark
R4 0.9899 0.9886 0.9813
R3 0.9858 0.9845 0.9801
R2 0.9817 0.9817 0.9798
R1 0.9804 0.9804 0.9794 0.9811
PP 0.9776 0.9776 0.9776 0.9780
S1 0.9763 0.9763 0.9786 0.9770
S2 0.9735 0.9735 0.9782
S3 0.9694 0.9722 0.9779
S4 0.9653 0.9681 0.9767
Weekly Pivots for week ending 29-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.0177 1.0097 0.9845
R3 1.0058 0.9978 0.9813
R2 0.9939 0.9939 0.9802
R1 0.9859 0.9859 0.9791 0.9840
PP 0.9820 0.9820 0.9820 0.9810
S1 0.9740 0.9740 0.9769 0.9721
S2 0.9701 0.9701 0.9758
S3 0.9582 0.9621 0.9747
S4 0.9463 0.9502 0.9715
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9899 0.9719 0.0180 1.8% 0.0008 0.1% 39% False False 1
10 1.0012 0.9719 0.0293 3.0% 0.0004 0.0% 24% False False 1
20 1.0241 0.9719 0.0522 5.3% 0.0011 0.1% 14% False False 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 16 trading days
Fibonacci Retracements and Extensions
4.250 0.9964
2.618 0.9897
1.618 0.9856
1.000 0.9831
0.618 0.9815
HIGH 0.9790
0.618 0.9774
0.500 0.9770
0.382 0.9765
LOW 0.9749
0.618 0.9724
1.000 0.9708
1.618 0.9683
2.618 0.9642
4.250 0.9575
Fisher Pivots for day following 03-Dec-2013
Pivot 1 day 3 day
R1 0.9783 0.9778
PP 0.9776 0.9766
S1 0.9770 0.9755

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

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