CME Japanese Yen Future September 2014


Trading Metrics calculated at close of trading on 24-Jan-2014
Day Change Summary
Previous Current
23-Jan-2014 24-Jan-2014 Change Change % Previous Week
Open 0.9706 0.9761 0.0055 0.6% 0.9604
High 0.9706 0.9791 0.0085 0.9% 0.9791
Low 0.9706 0.9761 0.0055 0.6% 0.9592
Close 0.9706 0.9791 0.0085 0.9% 0.9791
Range 0.0000 0.0030 0.0030 0.0199
ATR 0.0042 0.0045 0.0003 7.4% 0.0000
Volume 1 1 0 0.0% 4
Daily Pivots for day following 24-Jan-2014
Classic Woodie Camarilla DeMark
R4 0.9871 0.9861 0.9808
R3 0.9841 0.9831 0.9799
R2 0.9811 0.9811 0.9797
R1 0.9801 0.9801 0.9794 0.9806
PP 0.9781 0.9781 0.9781 0.9784
S1 0.9771 0.9771 0.9788 0.9776
S2 0.9751 0.9751 0.9786
S3 0.9721 0.9741 0.9783
S4 0.9691 0.9711 0.9775
Weekly Pivots for week ending 24-Jan-2014
Classic Woodie Camarilla DeMark
R4 1.0322 1.0255 0.9900
R3 1.0123 1.0056 0.9846
R2 0.9924 0.9924 0.9827
R1 0.9857 0.9857 0.9809 0.9891
PP 0.9725 0.9725 0.9725 0.9741
S1 0.9658 0.9658 0.9773 0.9692
S2 0.9526 0.9526 0.9755
S3 0.9327 0.9459 0.9736
S4 0.9128 0.9260 0.9682
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9791 0.9592 0.0199 2.0% 0.0006 0.1% 100% True False 1
10 0.9791 0.9575 0.0216 2.2% 0.0010 0.1% 100% True False 1
20 0.9791 0.9515 0.0276 2.8% 0.0009 0.1% 100% True False 1
40 0.9899 0.9515 0.0384 3.9% 0.0010 0.1% 72% False False 1
60 1.0241 0.9515 0.0726 7.4% 0.0009 0.1% 38% 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 8 trading days
Fibonacci Retracements and Extensions
4.250 0.9919
2.618 0.9870
1.618 0.9840
1.000 0.9821
0.618 0.9810
HIGH 0.9791
0.618 0.9780
0.500 0.9776
0.382 0.9772
LOW 0.9761
0.618 0.9742
1.000 0.9731
1.618 0.9712
2.618 0.9682
4.250 0.9634
Fisher Pivots for day following 24-Jan-2014
Pivot 1 day 3 day
R1 0.9786 0.9758
PP 0.9781 0.9725
S1 0.9776 0.9692

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

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