CME Japanese Yen Future September 2014


Trading Metrics calculated at close of trading on 16-Jun-2014
Day Change Summary
Previous Current
13-Jun-2014 16-Jun-2014 Change Change % Previous Week
Open 0.9837 0.9806 -0.0031 -0.3% 0.9756
High 0.9842 0.9837 -0.0005 -0.1% 0.9848
Low 0.9796 0.9806 0.0010 0.1% 0.9747
Close 0.9808 0.9825 0.0017 0.2% 0.9808
Range 0.0046 0.0031 -0.0015 -32.6% 0.0101
ATR 0.0044 0.0043 -0.0001 -2.1% 0.0000
Volume 122,414 73,669 -48,745 -39.8% 356,317
Daily Pivots for day following 16-Jun-2014
Classic Woodie Camarilla DeMark
R4 0.9916 0.9901 0.9842
R3 0.9885 0.9870 0.9834
R2 0.9854 0.9854 0.9831
R1 0.9839 0.9839 0.9828 0.9847
PP 0.9823 0.9823 0.9823 0.9826
S1 0.9808 0.9808 0.9822 0.9816
S2 0.9792 0.9792 0.9819
S3 0.9761 0.9777 0.9816
S4 0.9730 0.9746 0.9808
Weekly Pivots for week ending 13-Jun-2014
Classic Woodie Camarilla DeMark
R4 1.0104 1.0057 0.9864
R3 1.0003 0.9956 0.9836
R2 0.9902 0.9902 0.9827
R1 0.9855 0.9855 0.9817 0.9879
PP 0.9801 0.9801 0.9801 0.9813
S1 0.9754 0.9754 0.9799 0.9778
S2 0.9700 0.9700 0.9789
S3 0.9599 0.9653 0.9780
S4 0.9498 0.9552 0.9752
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9848 0.9754 0.0094 1.0% 0.0044 0.4% 76% False False 79,101
10 0.9848 0.9734 0.0114 1.2% 0.0039 0.4% 80% False False 45,288
20 0.9925 0.9734 0.0191 1.9% 0.0042 0.4% 48% False False 23,226
40 0.9925 0.9700 0.0225 2.3% 0.0042 0.4% 56% False False 11,751
60 0.9925 0.9595 0.0330 3.4% 0.0045 0.5% 70% False False 7,887
80 0.9925 0.9595 0.0330 3.4% 0.0043 0.4% 70% False False 5,919
100 0.9931 0.9595 0.0336 3.4% 0.0040 0.4% 68% False False 4,736
120 0.9931 0.9515 0.0416 4.2% 0.0034 0.3% 75% False False 3,946
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9969
2.618 0.9918
1.618 0.9887
1.000 0.9868
0.618 0.9856
HIGH 0.9837
0.618 0.9825
0.500 0.9822
0.382 0.9818
LOW 0.9806
0.618 0.9787
1.000 0.9775
1.618 0.9756
2.618 0.9725
4.250 0.9674
Fisher Pivots for day following 16-Jun-2014
Pivot 1 day 3 day
R1 0.9824 0.9824
PP 0.9823 0.9823
S1 0.9822 0.9822

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

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