CME Japanese Yen Future September 2014


Trading Metrics calculated at close of trading on 30-Dec-2013
Day Change Summary
Previous Current
27-Dec-2013 30-Dec-2013 Change Change % Previous Week
Open 0.9554 0.9531 -0.0023 -0.2% 0.9623
High 0.9554 0.9531 -0.0023 -0.2% 0.9634
Low 0.9528 0.9531 0.0003 0.0% 0.9528
Close 0.9528 0.9531 0.0003 0.0% 0.9528
Range 0.0026 0.0000 -0.0026 -100.0% 0.0106
ATR 0.0041 0.0039 -0.0003 -6.6% 0.0000
Volume 1 1 0 0.0% 8
Daily Pivots for day following 30-Dec-2013
Classic Woodie Camarilla DeMark
R4 0.9531 0.9531 0.9531
R3 0.9531 0.9531 0.9531
R2 0.9531 0.9531 0.9531
R1 0.9531 0.9531 0.9531 0.9531
PP 0.9531 0.9531 0.9531 0.9531
S1 0.9531 0.9531 0.9531 0.9531
S2 0.9531 0.9531 0.9531
S3 0.9531 0.9531 0.9531
S4 0.9531 0.9531 0.9531
Weekly Pivots for week ending 27-Dec-2013
Classic Woodie Camarilla DeMark
R4 0.9881 0.9811 0.9586
R3 0.9775 0.9705 0.9557
R2 0.9669 0.9669 0.9547
R1 0.9599 0.9599 0.9538 0.9581
PP 0.9563 0.9563 0.9563 0.9555
S1 0.9493 0.9493 0.9518 0.9475
S2 0.9457 0.9457 0.9509
S3 0.9351 0.9387 0.9499
S4 0.9245 0.9281 0.9470
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9634 0.9528 0.0106 1.1% 0.0010 0.1% 3% False False 1
10 0.9758 0.9528 0.0230 2.4% 0.0007 0.1% 1% False False 2
20 0.9853 0.9528 0.0325 3.4% 0.0013 0.1% 1% False False 2
40 1.0241 0.9528 0.0713 7.5% 0.0011 0.1% 0% False False 2
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9531
2.618 0.9531
1.618 0.9531
1.000 0.9531
0.618 0.9531
HIGH 0.9531
0.618 0.9531
0.500 0.9531
0.382 0.9531
LOW 0.9531
0.618 0.9531
1.000 0.9531
1.618 0.9531
2.618 0.9531
4.250 0.9531
Fisher Pivots for day following 30-Dec-2013
Pivot 1 day 3 day
R1 0.9531 0.9547
PP 0.9531 0.9542
S1 0.9531 0.9536

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

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