CME Japanese Yen Future September 2014


Trading Metrics calculated at close of trading on 03-Mar-2014
Day Change Summary
Previous Current
28-Feb-2014 03-Mar-2014 Change Change % Previous Week
Open 0.9805 0.9861 0.0056 0.6% 0.9790
High 0.9836 0.9870 0.0034 0.3% 0.9836
Low 0.9805 0.9861 0.0056 0.6% 0.9760
Close 0.9836 0.9870 0.0034 0.3% 0.9836
Range 0.0031 0.0009 -0.0022 -71.0% 0.0076
ATR 0.0046 0.0045 -0.0001 -1.8% 0.0000
Volume 6 1 -5 -83.3% 16
Daily Pivots for day following 03-Mar-2014
Classic Woodie Camarilla DeMark
R4 0.9894 0.9891 0.9875
R3 0.9885 0.9882 0.9872
R2 0.9876 0.9876 0.9872
R1 0.9873 0.9873 0.9871 0.9875
PP 0.9867 0.9867 0.9867 0.9868
S1 0.9864 0.9864 0.9869 0.9866
S2 0.9858 0.9858 0.9868
S3 0.9849 0.9855 0.9868
S4 0.9840 0.9846 0.9865
Weekly Pivots for week ending 28-Feb-2014
Classic Woodie Camarilla DeMark
R4 1.0039 1.0013 0.9878
R3 0.9963 0.9937 0.9857
R2 0.9887 0.9887 0.9850
R1 0.9861 0.9861 0.9843 0.9874
PP 0.9811 0.9811 0.9811 0.9817
S1 0.9785 0.9785 0.9829 0.9798
S2 0.9735 0.9735 0.9822
S3 0.9659 0.9709 0.9815
S4 0.9583 0.9633 0.9794
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9870 0.9771 0.0099 1.0% 0.0016 0.2% 100% True False 2
10 0.9870 0.9744 0.0126 1.3% 0.0030 0.3% 100% True False 3
20 0.9931 0.9744 0.0187 1.9% 0.0025 0.3% 67% False False 3
40 0.9931 0.9555 0.0376 3.8% 0.0020 0.2% 84% False False 2
60 0.9931 0.9515 0.0416 4.2% 0.0017 0.2% 85% False False 2
80 1.0241 0.9515 0.0726 7.4% 0.0015 0.2% 49% False False 2
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9908
2.618 0.9894
1.618 0.9885
1.000 0.9879
0.618 0.9876
HIGH 0.9870
0.618 0.9867
0.500 0.9866
0.382 0.9864
LOW 0.9861
0.618 0.9855
1.000 0.9852
1.618 0.9846
2.618 0.9837
4.250 0.9823
Fisher Pivots for day following 03-Mar-2014
Pivot 1 day 3 day
R1 0.9869 0.9859
PP 0.9867 0.9848
S1 0.9866 0.9838

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

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