CME Japanese Yen Future September 2014


Trading Metrics calculated at close of trading on 27-Jan-2014
Day Change Summary
Previous Current
24-Jan-2014 27-Jan-2014 Change Change % Previous Week
Open 0.9761 0.9746 -0.0015 -0.2% 0.9604
High 0.9791 0.9746 -0.0045 -0.5% 0.9791
Low 0.9761 0.9746 -0.0015 -0.2% 0.9592
Close 0.9791 0.9746 -0.0045 -0.5% 0.9791
Range 0.0030 0.0000 -0.0030 -100.0% 0.0199
ATR 0.0045 0.0045 0.0000 0.0% 0.0000
Volume 1 2 1 100.0% 4
Daily Pivots for day following 27-Jan-2014
Classic Woodie Camarilla DeMark
R4 0.9746 0.9746 0.9746
R3 0.9746 0.9746 0.9746
R2 0.9746 0.9746 0.9746
R1 0.9746 0.9746 0.9746 0.9746
PP 0.9746 0.9746 0.9746 0.9746
S1 0.9746 0.9746 0.9746 0.9746
S2 0.9746 0.9746 0.9746
S3 0.9746 0.9746 0.9746
S4 0.9746 0.9746 0.9746
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% 77% False False 1
10 0.9791 0.9575 0.0216 2.2% 0.0010 0.1% 79% False False 1
20 0.9791 0.9515 0.0276 2.8% 0.0008 0.1% 84% False False 1
40 0.9853 0.9515 0.0338 3.5% 0.0010 0.1% 68% False False 1
60 1.0241 0.9515 0.0726 7.4% 0.0009 0.1% 32% False False 1
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 0.9746
2.618 0.9746
1.618 0.9746
1.000 0.9746
0.618 0.9746
HIGH 0.9746
0.618 0.9746
0.500 0.9746
0.382 0.9746
LOW 0.9746
0.618 0.9746
1.000 0.9746
1.618 0.9746
2.618 0.9746
4.250 0.9746
Fisher Pivots for day following 27-Jan-2014
Pivot 1 day 3 day
R1 0.9746 0.9749
PP 0.9746 0.9748
S1 0.9746 0.9747

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

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