CME Japanese Yen Future September 2014


Trading Metrics calculated at close of trading on 24-Apr-2014
Day Change Summary
Previous Current
23-Apr-2014 24-Apr-2014 Change Change % Previous Week
Open 0.9748 0.9763 0.0015 0.2% 0.9851
High 0.9793 0.9802 0.0009 0.1% 0.9865
Low 0.9748 0.9751 0.0003 0.0% 0.9764
Close 0.9772 0.9780 0.0008 0.1% 0.9774
Range 0.0045 0.0051 0.0006 13.3% 0.0101
ATR 0.0049 0.0049 0.0000 0.3% 0.0000
Volume 17 176 159 935.3% 1,154
Daily Pivots for day following 24-Apr-2014
Classic Woodie Camarilla DeMark
R4 0.9931 0.9906 0.9808
R3 0.9880 0.9855 0.9794
R2 0.9829 0.9829 0.9789
R1 0.9804 0.9804 0.9785 0.9817
PP 0.9778 0.9778 0.9778 0.9784
S1 0.9753 0.9753 0.9775 0.9766
S2 0.9727 0.9727 0.9771
S3 0.9676 0.9702 0.9766
S4 0.9625 0.9651 0.9752
Weekly Pivots for week ending 18-Apr-2014
Classic Woodie Camarilla DeMark
R4 1.0104 1.0040 0.9830
R3 1.0003 0.9939 0.9802
R2 0.9902 0.9902 0.9793
R1 0.9838 0.9838 0.9783 0.9820
PP 0.9801 0.9801 0.9801 0.9792
S1 0.9737 0.9737 0.9765 0.9719
S2 0.9700 0.9700 0.9755
S3 0.9599 0.9636 0.9746
S4 0.9498 0.9535 0.9718
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9819 0.9748 0.0071 0.7% 0.0039 0.4% 45% False False 157
10 0.9875 0.9748 0.0127 1.3% 0.0042 0.4% 25% False False 172
20 0.9875 0.9595 0.0280 2.9% 0.0050 0.5% 66% False False 158
40 0.9892 0.9595 0.0297 3.0% 0.0044 0.5% 62% False False 94
60 0.9931 0.9595 0.0336 3.4% 0.0039 0.4% 55% False False 64
80 0.9931 0.9515 0.0416 4.3% 0.0031 0.3% 64% False False 48
100 0.9931 0.9515 0.0416 4.3% 0.0028 0.3% 64% False False 39
120 1.0241 0.9515 0.0726 7.4% 0.0024 0.2% 37% False False 33
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 0.0007
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0019
2.618 0.9936
1.618 0.9885
1.000 0.9853
0.618 0.9834
HIGH 0.9802
0.618 0.9783
0.500 0.9777
0.382 0.9770
LOW 0.9751
0.618 0.9719
1.000 0.9700
1.618 0.9668
2.618 0.9617
4.250 0.9534
Fisher Pivots for day following 24-Apr-2014
Pivot 1 day 3 day
R1 0.9779 0.9778
PP 0.9778 0.9777
S1 0.9777 0.9775

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

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