CME Japanese Yen Future September 2014


Trading Metrics calculated at close of trading on 26-Jun-2014
Day Change Summary
Previous Current
25-Jun-2014 26-Jun-2014 Change Change % Previous Week
Open 0.9813 0.9823 0.0010 0.1% 0.9806
High 0.9956 0.9859 -0.0097 -1.0% 0.9837
Low 0.9811 0.9822 0.0011 0.1% 0.9762
Close 0.9822 0.9840 0.0018 0.2% 0.9799
Range 0.0145 0.0037 -0.0108 -74.5% 0.0075
ATR 0.0049 0.0048 -0.0001 -1.7% 0.0000
Volume 128,642 106,411 -22,231 -17.3% 432,625
Daily Pivots for day following 26-Jun-2014
Classic Woodie Camarilla DeMark
R4 0.9951 0.9933 0.9860
R3 0.9914 0.9896 0.9850
R2 0.9877 0.9877 0.9847
R1 0.9859 0.9859 0.9843 0.9868
PP 0.9840 0.9840 0.9840 0.9845
S1 0.9822 0.9822 0.9837 0.9831
S2 0.9803 0.9803 0.9833
S3 0.9766 0.9785 0.9830
S4 0.9729 0.9748 0.9820
Weekly Pivots for week ending 20-Jun-2014
Classic Woodie Camarilla DeMark
R4 1.0024 0.9987 0.9840
R3 0.9949 0.9912 0.9820
R2 0.9874 0.9874 0.9813
R1 0.9837 0.9837 0.9806 0.9818
PP 0.9799 0.9799 0.9799 0.9790
S1 0.9762 0.9762 0.9792 0.9743
S2 0.9724 0.9724 0.9785
S3 0.9649 0.9687 0.9778
S4 0.9574 0.9612 0.9758
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9956 0.9790 0.0166 1.7% 0.0057 0.6% 30% False False 96,132
10 0.9956 0.9762 0.0194 2.0% 0.0050 0.5% 40% False False 96,035
20 0.9956 0.9734 0.0222 2.3% 0.0046 0.5% 48% False False 61,129
40 0.9956 0.9700 0.0256 2.6% 0.0045 0.5% 55% False False 30,833
60 0.9956 0.9595 0.0361 3.7% 0.0046 0.5% 68% False False 20,612
80 0.9956 0.9595 0.0361 3.7% 0.0045 0.5% 68% False False 15,472
100 0.9956 0.9595 0.0361 3.7% 0.0042 0.4% 68% False False 12,378
120 0.9956 0.9555 0.0401 4.1% 0.0037 0.4% 71% False False 10,315
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 0.0008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0016
2.618 0.9956
1.618 0.9919
1.000 0.9896
0.618 0.9882
HIGH 0.9859
0.618 0.9845
0.500 0.9841
0.382 0.9836
LOW 0.9822
0.618 0.9799
1.000 0.9785
1.618 0.9762
2.618 0.9725
4.250 0.9665
Fisher Pivots for day following 26-Jun-2014
Pivot 1 day 3 day
R1 0.9841 0.9874
PP 0.9840 0.9863
S1 0.9840 0.9851

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

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