CME Japanese Yen Future September 2014


Trading Metrics calculated at close of trading on 14-Feb-2014
Day Change Summary
Previous Current
13-Feb-2014 14-Feb-2014 Change Change % Previous Week
Open 0.9840 0.9835 -0.0005 -0.1% 0.9797
High 0.9840 0.9835 -0.0005 -0.1% 0.9840
Low 0.9788 0.9828 0.0040 0.4% 0.9756
Close 0.9788 0.9828 0.0040 0.4% 0.9828
Range 0.0052 0.0007 -0.0045 -86.5% 0.0084
ATR 0.0050 0.0049 0.0000 -0.4% 0.0000
Volume 1 7 6 600.0% 17
Daily Pivots for day following 14-Feb-2014
Classic Woodie Camarilla DeMark
R4 0.9851 0.9847 0.9832
R3 0.9844 0.9840 0.9830
R2 0.9837 0.9837 0.9829
R1 0.9833 0.9833 0.9829 0.9832
PP 0.9830 0.9830 0.9830 0.9830
S1 0.9826 0.9826 0.9827 0.9825
S2 0.9823 0.9823 0.9827
S3 0.9816 0.9819 0.9826
S4 0.9809 0.9812 0.9824
Weekly Pivots for week ending 14-Feb-2014
Classic Woodie Camarilla DeMark
R4 1.0060 1.0028 0.9874
R3 0.9976 0.9944 0.9851
R2 0.9892 0.9892 0.9843
R1 0.9860 0.9860 0.9836 0.9876
PP 0.9808 0.9808 0.9808 0.9816
S1 0.9776 0.9776 0.9820 0.9792
S2 0.9724 0.9724 0.9813
S3 0.9640 0.9692 0.9805
S4 0.9556 0.9608 0.9782
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9840 0.9756 0.0084 0.9% 0.0015 0.1% 86% False False 3
10 0.9931 0.9756 0.0175 1.8% 0.0020 0.2% 41% False False 3
20 0.9931 0.9592 0.0339 3.4% 0.0019 0.2% 70% False False 2
40 0.9931 0.9515 0.0416 4.2% 0.0014 0.1% 75% False False 1
60 1.0012 0.9515 0.0497 5.1% 0.0012 0.1% 63% False False 1
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
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 0.9865
2.618 0.9853
1.618 0.9846
1.000 0.9842
0.618 0.9839
HIGH 0.9835
0.618 0.9832
0.500 0.9832
0.382 0.9831
LOW 0.9828
0.618 0.9824
1.000 0.9821
1.618 0.9817
2.618 0.9810
4.250 0.9798
Fisher Pivots for day following 14-Feb-2014
Pivot 1 day 3 day
R1 0.9832 0.9821
PP 0.9830 0.9813
S1 0.9829 0.9806

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

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