CME Japanese Yen Future September 2014


Trading Metrics calculated at close of trading on 16-Dec-2013
Day Change Summary
Previous Current
13-Dec-2013 16-Dec-2013 Change Change % Previous Week
Open 0.9709 0.9749 0.0040 0.4% 0.9706
High 0.9709 0.9749 0.0040 0.4% 0.9800
Low 0.9709 0.9728 0.0019 0.2% 0.9702
Close 0.9709 0.9728 0.0019 0.2% 0.9709
Range 0.0000 0.0021 0.0021 0.0098
ATR 0.0046 0.0045 0.0000 -0.9% 0.0000
Volume 5 5 0 0.0% 13
Daily Pivots for day following 16-Dec-2013
Classic Woodie Camarilla DeMark
R4 0.9798 0.9784 0.9740
R3 0.9777 0.9763 0.9734
R2 0.9756 0.9756 0.9732
R1 0.9742 0.9742 0.9730 0.9739
PP 0.9735 0.9735 0.9735 0.9733
S1 0.9721 0.9721 0.9726 0.9718
S2 0.9714 0.9714 0.9724
S3 0.9693 0.9700 0.9722
S4 0.9672 0.9679 0.9716
Weekly Pivots for week ending 13-Dec-2013
Classic Woodie Camarilla DeMark
R4 1.0031 0.9968 0.9763
R3 0.9933 0.9870 0.9736
R2 0.9835 0.9835 0.9727
R1 0.9772 0.9772 0.9718 0.9804
PP 0.9737 0.9737 0.9737 0.9753
S1 0.9674 0.9674 0.9700 0.9706
S2 0.9639 0.9639 0.9691
S3 0.9541 0.9576 0.9682
S4 0.9443 0.9478 0.9655
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9800 0.9702 0.0098 1.0% 0.0017 0.2% 27% False False 3
10 0.9853 0.9702 0.0151 1.6% 0.0020 0.2% 17% False False 3
20 1.0016 0.9702 0.0314 3.2% 0.0010 0.1% 8% False False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0000
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9838
2.618 0.9804
1.618 0.9783
1.000 0.9770
0.618 0.9762
HIGH 0.9749
0.618 0.9741
0.500 0.9739
0.382 0.9736
LOW 0.9728
0.618 0.9715
1.000 0.9707
1.618 0.9694
2.618 0.9673
4.250 0.9639
Fisher Pivots for day following 16-Dec-2013
Pivot 1 day 3 day
R1 0.9739 0.9727
PP 0.9735 0.9726
S1 0.9732 0.9726

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

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