CME Japanese Yen Future September 2014


Trading Metrics calculated at close of trading on 11-Mar-2014
Day Change Summary
Previous Current
10-Mar-2014 11-Mar-2014 Change Change % Previous Week
Open 0.9672 0.9727 0.0055 0.6% 0.9861
High 0.9718 0.9727 0.0009 0.1% 0.9870
Low 0.9672 0.9727 0.0055 0.6% 0.9691
Close 0.9700 0.9727 0.0027 0.3% 0.9691
Range 0.0046 0.0000 -0.0046 -100.0% 0.0179
ATR 0.0046 0.0044 -0.0001 -2.9% 0.0000
Volume 8 6 -2 -25.0% 66
Daily Pivots for day following 11-Mar-2014
Classic Woodie Camarilla DeMark
R4 0.9727 0.9727 0.9727
R3 0.9727 0.9727 0.9727
R2 0.9727 0.9727 0.9727
R1 0.9727 0.9727 0.9727 0.9727
PP 0.9727 0.9727 0.9727 0.9727
S1 0.9727 0.9727 0.9727 0.9727
S2 0.9727 0.9727 0.9727
S3 0.9727 0.9727 0.9727
S4 0.9727 0.9727 0.9727
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 0.9787 0.9672 0.0115 1.2% 0.0024 0.3% 48% False False 10
10 0.9870 0.9672 0.0198 2.0% 0.0026 0.3% 28% False False 9
20 0.9870 0.9672 0.0198 2.0% 0.0028 0.3% 28% False False 6
40 0.9931 0.9575 0.0356 3.7% 0.0023 0.2% 43% False False 4
60 0.9931 0.9515 0.0416 4.3% 0.0018 0.2% 51% False False 3
80 1.0087 0.9515 0.0572 5.9% 0.0015 0.2% 37% False False 3
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0001
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.9727
2.618 0.9727
1.618 0.9727
1.000 0.9727
0.618 0.9727
HIGH 0.9727
0.618 0.9727
0.500 0.9727
0.382 0.9727
LOW 0.9727
0.618 0.9727
1.000 0.9727
1.618 0.9727
2.618 0.9727
4.250 0.9727
Fisher Pivots for day following 11-Mar-2014
Pivot 1 day 3 day
R1 0.9727 0.9718
PP 0.9727 0.9709
S1 0.9727 0.9700

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

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