CME Japanese Yen Future September 2014


Trading Metrics calculated at close of trading on 19-Dec-2013
Day Change Summary
Previous Current
18-Dec-2013 19-Dec-2013 Change Change % Previous Week
Open 0.9684 0.9618 -0.0066 -0.7% 0.9706
High 0.9684 0.9618 -0.0066 -0.7% 0.9800
Low 0.9679 0.9618 -0.0061 -0.6% 0.9702
Close 0.9679 0.9618 -0.0061 -0.6% 0.9709
Range 0.0005 0.0000 -0.0005 -100.0% 0.0098
ATR 0.0047 0.0048 0.0001 2.2% 0.0000
Volume 1 5 4 400.0% 13
Daily Pivots for day following 19-Dec-2013
Classic Woodie Camarilla DeMark
R4 0.9618 0.9618 0.9618
R3 0.9618 0.9618 0.9618
R2 0.9618 0.9618 0.9618
R1 0.9618 0.9618 0.9618 0.9618
PP 0.9618 0.9618 0.9618 0.9618
S1 0.9618 0.9618 0.9618 0.9618
S2 0.9618 0.9618 0.9618
S3 0.9618 0.9618 0.9618
S4 0.9618 0.9618 0.9618
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 0.9758 0.9618 0.0140 1.5% 0.0005 0.1% 0% False True 3
10 0.9809 0.9618 0.0191 2.0% 0.0016 0.2% 0% False True 2
20 0.9912 0.9618 0.0294 3.1% 0.0010 0.1% 0% False True 2
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9618
2.618 0.9618
1.618 0.9618
1.000 0.9618
0.618 0.9618
HIGH 0.9618
0.618 0.9618
0.500 0.9618
0.382 0.9618
LOW 0.9618
0.618 0.9618
1.000 0.9618
1.618 0.9618
2.618 0.9618
4.250 0.9618
Fisher Pivots for day following 19-Dec-2013
Pivot 1 day 3 day
R1 0.9618 0.9688
PP 0.9618 0.9665
S1 0.9618 0.9641

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

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