CME Japanese Yen Future December 2014


Trading Metrics calculated at close of trading on 10-Mar-2014
Day Change Summary
Previous Current
07-Mar-2014 10-Mar-2014 Change Change % Previous Week
Open 0.9740 0.9700 -0.0040 -0.4% 0.9871
High 0.9743 0.9707 -0.0036 -0.4% 0.9880
Low 0.9670 0.9700 0.0030 0.3% 0.9670
Close 0.9698 0.9707 0.0009 0.1% 0.9698
Range 0.0073 0.0007 -0.0066 -90.4% 0.0210
ATR 0.0046 0.0044 -0.0003 -5.8% 0.0000
Volume 1 11 10 1,000.0% 22
Daily Pivots for day following 10-Mar-2014
Classic Woodie Camarilla DeMark
R4 0.9726 0.9723 0.9711
R3 0.9719 0.9716 0.9709
R2 0.9712 0.9712 0.9708
R1 0.9709 0.9709 0.9708 0.9711
PP 0.9705 0.9705 0.9705 0.9705
S1 0.9702 0.9702 0.9706 0.9704
S2 0.9698 0.9698 0.9706
S3 0.9691 0.9695 0.9705
S4 0.9684 0.9688 0.9703
Weekly Pivots for week ending 07-Mar-2014
Classic Woodie Camarilla DeMark
R4 1.0379 1.0249 0.9814
R3 1.0169 1.0039 0.9756
R2 0.9959 0.9959 0.9737
R1 0.9829 0.9829 0.9717 0.9789
PP 0.9749 0.9749 0.9749 0.9730
S1 0.9619 0.9619 0.9679 0.9579
S2 0.9539 0.9539 0.9660
S3 0.9329 0.9409 0.9640
S4 0.9119 0.9199 0.9583
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9811 0.9670 0.0141 1.5% 0.0026 0.3% 26% False False 6
10 0.9880 0.9670 0.0210 2.2% 0.0016 0.2% 18% False False 6
20 0.9880 0.9670 0.0210 2.2% 0.0009 0.1% 18% False False 3
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 0.0000
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9737
2.618 0.9725
1.618 0.9718
1.000 0.9714
0.618 0.9711
HIGH 0.9707
0.618 0.9704
0.500 0.9704
0.382 0.9703
LOW 0.9700
0.618 0.9696
1.000 0.9693
1.618 0.9689
2.618 0.9682
4.250 0.9670
Fisher Pivots for day following 10-Mar-2014
Pivot 1 day 3 day
R1 0.9706 0.9710
PP 0.9705 0.9709
S1 0.9704 0.9708

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

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