CME Japanese Yen Future September 2014


Trading Metrics calculated at close of trading on 30-May-2014
Day Change Summary
Previous Current
29-May-2014 30-May-2014 Change Change % Previous Week
Open 0.9828 0.9835 0.0007 0.1% 0.9812
High 0.9865 0.9857 -0.0008 -0.1% 0.9865
Low 0.9825 0.9826 0.0001 0.0% 0.9795
Close 0.9836 0.9840 0.0004 0.0% 0.9840
Range 0.0040 0.0031 -0.0009 -22.5% 0.0070
ATR 0.0045 0.0044 -0.0001 -2.2% 0.0000
Volume 1,987 2,216 229 11.5% 5,933
Daily Pivots for day following 30-May-2014
Classic Woodie Camarilla DeMark
R4 0.9934 0.9918 0.9857
R3 0.9903 0.9887 0.9849
R2 0.9872 0.9872 0.9846
R1 0.9856 0.9856 0.9843 0.9864
PP 0.9841 0.9841 0.9841 0.9845
S1 0.9825 0.9825 0.9837 0.9833
S2 0.9810 0.9810 0.9834
S3 0.9779 0.9794 0.9831
S4 0.9748 0.9763 0.9823
Weekly Pivots for week ending 30-May-2014
Classic Woodie Camarilla DeMark
R4 1.0043 1.0012 0.9879
R3 0.9973 0.9942 0.9859
R2 0.9903 0.9903 0.9853
R1 0.9872 0.9872 0.9846 0.9888
PP 0.9833 0.9833 0.9833 0.9841
S1 0.9802 0.9802 0.9834 0.9818
S2 0.9763 0.9763 0.9827
S3 0.9693 0.9732 0.9821
S4 0.9623 0.9662 0.9802
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9865 0.9795 0.0070 0.7% 0.0035 0.4% 64% False False 1,238
10 0.9925 0.9795 0.0130 1.3% 0.0040 0.4% 35% False False 879
20 0.9925 0.9700 0.0225 2.3% 0.0044 0.4% 62% False False 637
40 0.9925 0.9595 0.0330 3.4% 0.0046 0.5% 74% False False 407
60 0.9925 0.9595 0.0330 3.4% 0.0046 0.5% 74% False False 290
80 0.9925 0.9595 0.0330 3.4% 0.0041 0.4% 74% False False 218
100 0.9931 0.9555 0.0376 3.8% 0.0036 0.4% 76% False False 175
120 0.9931 0.9515 0.0416 4.2% 0.0032 0.3% 78% False False 146
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.9989
2.618 0.9938
1.618 0.9907
1.000 0.9888
0.618 0.9876
HIGH 0.9857
0.618 0.9845
0.500 0.9842
0.382 0.9838
LOW 0.9826
0.618 0.9807
1.000 0.9795
1.618 0.9776
2.618 0.9745
4.250 0.9694
Fisher Pivots for day following 30-May-2014
Pivot 1 day 3 day
R1 0.9842 0.9839
PP 0.9841 0.9838
S1 0.9841 0.9838

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

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