CME Japanese Yen Future September 2014


Trading Metrics calculated at close of trading on 06-Feb-2014
Day Change Summary
Previous Current
05-Feb-2014 06-Feb-2014 Change Change % Previous Week
Open 0.9885 0.9866 -0.0019 -0.2% 0.9746
High 0.9885 0.9866 -0.0019 -0.2% 0.9817
Low 0.9885 0.9805 -0.0080 -0.8% 0.9683
Close 0.9885 0.9805 -0.0080 -0.8% 0.9788
Range 0.0000 0.0061 0.0061 0.0134
ATR 0.0055 0.0057 0.0002 3.2% 0.0000
Volume 1 1 0 0.0% 8
Daily Pivots for day following 06-Feb-2014
Classic Woodie Camarilla DeMark
R4 1.0008 0.9968 0.9839
R3 0.9947 0.9907 0.9822
R2 0.9886 0.9886 0.9816
R1 0.9846 0.9846 0.9811 0.9836
PP 0.9825 0.9825 0.9825 0.9820
S1 0.9785 0.9785 0.9799 0.9775
S2 0.9764 0.9764 0.9794
S3 0.9703 0.9724 0.9788
S4 0.9642 0.9663 0.9771
Weekly Pivots for week ending 31-Jan-2014
Classic Woodie Camarilla DeMark
R4 1.0165 1.0110 0.9862
R3 1.0031 0.9976 0.9825
R2 0.9897 0.9897 0.9813
R1 0.9842 0.9842 0.9800 0.9870
PP 0.9763 0.9763 0.9763 0.9776
S1 0.9708 0.9708 0.9776 0.9736
S2 0.9629 0.9629 0.9763
S3 0.9495 0.9574 0.9751
S4 0.9361 0.9440 0.9714
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9931 0.9770 0.0161 1.6% 0.0025 0.3% 22% False False 1
10 0.9931 0.9683 0.0248 2.5% 0.0029 0.3% 49% False False 1
20 0.9931 0.9560 0.0371 3.8% 0.0018 0.2% 66% False False 1
40 0.9931 0.9515 0.0416 4.2% 0.0013 0.1% 70% False False 1
60 1.0101 0.9515 0.0586 6.0% 0.0011 0.1% 49% False False 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 6 trading days
Fibonacci Retracements and Extensions
4.250 1.0125
2.618 1.0026
1.618 0.9965
1.000 0.9927
0.618 0.9904
HIGH 0.9866
0.618 0.9843
0.500 0.9836
0.382 0.9828
LOW 0.9805
0.618 0.9767
1.000 0.9744
1.618 0.9706
2.618 0.9645
4.250 0.9546
Fisher Pivots for day following 06-Feb-2014
Pivot 1 day 3 day
R1 0.9836 0.9845
PP 0.9825 0.9832
S1 0.9815 0.9818

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

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