CME Japanese Yen Future September 2014


Trading Metrics calculated at close of trading on 08-May-2014
Day Change Summary
Previous Current
07-May-2014 08-May-2014 Change Change % Previous Week
Open 0.9850 0.9827 -0.0023 -0.2% 0.9796
High 0.9865 0.9862 -0.0003 0.0% 0.9808
Low 0.9812 0.9819 0.0007 0.1% 0.9700
Close 0.9833 0.9862 0.0029 0.3% 0.9790
Range 0.0053 0.0043 -0.0010 -18.9% 0.0108
ATR 0.0051 0.0050 -0.0001 -1.1% 0.0000
Volume 656 611 -45 -6.9% 975
Daily Pivots for day following 08-May-2014
Classic Woodie Camarilla DeMark
R4 0.9977 0.9962 0.9886
R3 0.9934 0.9919 0.9874
R2 0.9891 0.9891 0.9870
R1 0.9876 0.9876 0.9866 0.9884
PP 0.9848 0.9848 0.9848 0.9851
S1 0.9833 0.9833 0.9858 0.9841
S2 0.9805 0.9805 0.9854
S3 0.9762 0.9790 0.9850
S4 0.9719 0.9747 0.9838
Weekly Pivots for week ending 02-May-2014
Classic Woodie Camarilla DeMark
R4 1.0090 1.0048 0.9849
R3 0.9982 0.9940 0.9820
R2 0.9874 0.9874 0.9810
R1 0.9832 0.9832 0.9800 0.9799
PP 0.9766 0.9766 0.9766 0.9750
S1 0.9724 0.9724 0.9780 0.9691
S2 0.9658 0.9658 0.9770
S3 0.9550 0.9616 0.9760
S4 0.9442 0.9508 0.9731
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9865 0.9700 0.0165 1.7% 0.0058 0.6% 98% False False 511
10 0.9865 0.9700 0.0165 1.7% 0.0050 0.5% 98% False False 346
20 0.9875 0.9700 0.0175 1.8% 0.0046 0.5% 93% False False 259
40 0.9892 0.9595 0.0297 3.0% 0.0050 0.5% 90% False False 177
60 0.9892 0.9595 0.0297 3.0% 0.0043 0.4% 90% False False 121
80 0.9931 0.9575 0.0356 3.6% 0.0036 0.4% 81% False False 91
100 0.9931 0.9515 0.0416 4.2% 0.0031 0.3% 83% False False 73
120 1.0018 0.9515 0.0503 5.1% 0.0027 0.3% 69% False False 61
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0045
2.618 0.9975
1.618 0.9932
1.000 0.9905
0.618 0.9889
HIGH 0.9862
0.618 0.9846
0.500 0.9841
0.382 0.9835
LOW 0.9819
0.618 0.9792
1.000 0.9776
1.618 0.9749
2.618 0.9706
4.250 0.9636
Fisher Pivots for day following 08-May-2014
Pivot 1 day 3 day
R1 0.9855 0.9851
PP 0.9848 0.9841
S1 0.9841 0.9830

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

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