CME Japanese Yen Future September 2014


Trading Metrics calculated at close of trading on 10-Mar-2014
Day Change Summary
Previous Current
07-Mar-2014 10-Mar-2014 Change Change % Previous Week
Open 0.9715 0.9672 -0.0043 -0.4% 0.9861
High 0.9721 0.9718 -0.0003 0.0% 0.9870
Low 0.9691 0.9672 -0.0019 -0.2% 0.9691
Close 0.9691 0.9700 0.0009 0.1% 0.9691
Range 0.0030 0.0046 0.0016 53.3% 0.0179
ATR 0.0046 0.0046 0.0000 0.1% 0.0000
Volume 31 8 -23 -74.2% 66
Daily Pivots for day following 10-Mar-2014
Classic Woodie Camarilla DeMark
R4 0.9835 0.9813 0.9725
R3 0.9789 0.9767 0.9713
R2 0.9743 0.9743 0.9708
R1 0.9721 0.9721 0.9704 0.9732
PP 0.9697 0.9697 0.9697 0.9702
S1 0.9675 0.9675 0.9696 0.9686
S2 0.9651 0.9651 0.9692
S3 0.9605 0.9629 0.9687
S4 0.9559 0.9583 0.9675
Weekly Pivots for week ending 07-Mar-2014
Classic Woodie Camarilla DeMark
R4 1.0288 1.0168 0.9789
R3 1.0109 0.9989 0.9740
R2 0.9930 0.9930 0.9724
R1 0.9810 0.9810 0.9707 0.9781
PP 0.9751 0.9751 0.9751 0.9736
S1 0.9631 0.9631 0.9675 0.9602
S2 0.9572 0.9572 0.9658
S3 0.9393 0.9452 0.9642
S4 0.9214 0.9273 0.9593
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9852 0.9672 0.0180 1.9% 0.0037 0.4% 16% False True 14
10 0.9870 0.9672 0.0198 2.0% 0.0026 0.3% 14% False True 8
20 0.9870 0.9672 0.0198 2.0% 0.0028 0.3% 14% False True 6
40 0.9931 0.9575 0.0356 3.7% 0.0023 0.2% 35% False False 3
60 0.9931 0.9515 0.0416 4.3% 0.0019 0.2% 44% False False 3
80 1.0087 0.9515 0.0572 5.9% 0.0015 0.2% 32% False False 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0001
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9914
2.618 0.9838
1.618 0.9792
1.000 0.9764
0.618 0.9746
HIGH 0.9718
0.618 0.9700
0.500 0.9695
0.382 0.9690
LOW 0.9672
0.618 0.9644
1.000 0.9626
1.618 0.9598
2.618 0.9552
4.250 0.9477
Fisher Pivots for day following 10-Mar-2014
Pivot 1 day 3 day
R1 0.9698 0.9712
PP 0.9697 0.9708
S1 0.9695 0.9704

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

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