CME Japanese Yen Future September 2014


Trading Metrics calculated at close of trading on 15-Jan-2014
Day Change Summary
Previous Current
14-Jan-2014 15-Jan-2014 Change Change % Previous Week
Open 0.9611 0.9599 -0.0012 -0.1% 0.9605
High 0.9611 0.9599 -0.0012 -0.1% 0.9626
Low 0.9611 0.9575 -0.0036 -0.4% 0.9555
Close 0.9611 0.9575 -0.0036 -0.4% 0.9626
Range 0.0000 0.0024 0.0024 0.0071
ATR 0.0046 0.0045 -0.0001 -1.5% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 15-Jan-2014
Classic Woodie Camarilla DeMark
R4 0.9655 0.9639 0.9588
R3 0.9631 0.9615 0.9582
R2 0.9607 0.9607 0.9579
R1 0.9591 0.9591 0.9577 0.9587
PP 0.9583 0.9583 0.9583 0.9581
S1 0.9567 0.9567 0.9573 0.9563
S2 0.9559 0.9559 0.9571
S3 0.9535 0.9543 0.9568
S4 0.9511 0.9519 0.9562
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 0.9560 0.0170 1.8% 0.0013 0.1% 9% False False 1
10 0.9730 0.9555 0.0175 1.8% 0.0011 0.1% 11% False False 1
20 0.9758 0.9515 0.0243 2.5% 0.0008 0.1% 25% False False 1
40 1.0016 0.9515 0.0501 5.2% 0.0009 0.1% 12% False False 1
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 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9701
2.618 0.9662
1.618 0.9638
1.000 0.9623
0.618 0.9614
HIGH 0.9599
0.618 0.9590
0.500 0.9587
0.382 0.9584
LOW 0.9575
0.618 0.9560
1.000 0.9551
1.618 0.9536
2.618 0.9512
4.250 0.9473
Fisher Pivots for day following 15-Jan-2014
Pivot 1 day 3 day
R1 0.9587 0.9653
PP 0.9583 0.9627
S1 0.9579 0.9601

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

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