CME Japanese Yen Future September 2014


Trading Metrics calculated at close of trading on 19-Feb-2014
Day Change Summary
Previous Current
18-Feb-2014 19-Feb-2014 Change Change % Previous Week
Open 0.9866 0.9781 -0.0085 -0.9% 0.9797
High 0.9866 0.9781 -0.0085 -0.9% 0.9840
Low 0.9765 0.9781 0.0016 0.2% 0.9756
Close 0.9786 0.9781 -0.0005 -0.1% 0.9828
Range 0.0101 0.0000 -0.0101 -100.0% 0.0084
ATR 0.0053 0.0050 -0.0003 -6.5% 0.0000
Volume 4 4 0 0.0% 17
Daily Pivots for day following 19-Feb-2014
Classic Woodie Camarilla DeMark
R4 0.9781 0.9781 0.9781
R3 0.9781 0.9781 0.9781
R2 0.9781 0.9781 0.9781
R1 0.9781 0.9781 0.9781 0.9781
PP 0.9781 0.9781 0.9781 0.9781
S1 0.9781 0.9781 0.9781 0.9781
S2 0.9781 0.9781 0.9781
S3 0.9781 0.9781 0.9781
S4 0.9781 0.9781 0.9781
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 0.9866 0.9765 0.0101 1.0% 0.0032 0.3% 16% False False 3
10 0.9885 0.9756 0.0129 1.3% 0.0026 0.3% 19% False False 3
20 0.9931 0.9592 0.0339 3.5% 0.0024 0.2% 56% False False 2
40 0.9931 0.9515 0.0416 4.3% 0.0016 0.2% 64% False False 1
60 0.9931 0.9515 0.0416 4.3% 0.0014 0.1% 64% False False 2
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9781
2.618 0.9781
1.618 0.9781
1.000 0.9781
0.618 0.9781
HIGH 0.9781
0.618 0.9781
0.500 0.9781
0.382 0.9781
LOW 0.9781
0.618 0.9781
1.000 0.9781
1.618 0.9781
2.618 0.9781
4.250 0.9781
Fisher Pivots for day following 19-Feb-2014
Pivot 1 day 3 day
R1 0.9781 0.9816
PP 0.9781 0.9804
S1 0.9781 0.9793

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

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