CME Japanese Yen Future September 2014


Trading Metrics calculated at close of trading on 13-Jan-2014
Day Change Summary
Previous Current
10-Jan-2014 13-Jan-2014 Change Change % Previous Week
Open 0.9626 0.9689 0.0063 0.7% 0.9605
High 0.9626 0.9730 0.0104 1.1% 0.9626
Low 0.9626 0.9689 0.0063 0.7% 0.9555
Close 0.9626 0.9730 0.0104 1.1% 0.9626
Range 0.0000 0.0041 0.0041 0.0071
ATR 0.0035 0.0040 0.0005 13.8% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 13-Jan-2014
Classic Woodie Camarilla DeMark
R4 0.9839 0.9826 0.9753
R3 0.9798 0.9785 0.9741
R2 0.9757 0.9757 0.9738
R1 0.9744 0.9744 0.9734 0.9751
PP 0.9716 0.9716 0.9716 0.9720
S1 0.9703 0.9703 0.9726 0.9710
S2 0.9675 0.9675 0.9722
S3 0.9634 0.9662 0.9719
S4 0.9593 0.9621 0.9707
Weekly Pivots for week ending 10-Jan-2014
Classic Woodie Camarilla DeMark
R4 0.9815 0.9792 0.9665
R3 0.9744 0.9721 0.9646
R2 0.9673 0.9673 0.9639
R1 0.9650 0.9650 0.9633 0.9662
PP 0.9602 0.9602 0.9602 0.9608
S1 0.9579 0.9579 0.9619 0.9591
S2 0.9531 0.9531 0.9613
S3 0.9460 0.9508 0.9606
S4 0.9389 0.9437 0.9587
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9730 0.9555 0.0175 1.8% 0.0014 0.1% 100% True False 1
10 0.9730 0.9515 0.0215 2.2% 0.0008 0.1% 100% True False 1
20 0.9758 0.9515 0.0243 2.5% 0.0008 0.1% 88% False False 2
40 1.0018 0.9515 0.0503 5.2% 0.0009 0.1% 43% 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 21 trading days
Fibonacci Retracements and Extensions
4.250 0.9904
2.618 0.9837
1.618 0.9796
1.000 0.9771
0.618 0.9755
HIGH 0.9730
0.618 0.9714
0.500 0.9710
0.382 0.9705
LOW 0.9689
0.618 0.9664
1.000 0.9648
1.618 0.9623
2.618 0.9582
4.250 0.9515
Fisher Pivots for day following 13-Jan-2014
Pivot 1 day 3 day
R1 0.9723 0.9702
PP 0.9716 0.9673
S1 0.9710 0.9645

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

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