CME Japanese Yen Future December 2014


Trading Metrics calculated at close of trading on 12-Mar-2014
Day Change Summary
Previous Current
11-Mar-2014 12-Mar-2014 Change Change % Previous Week
Open 0.9717 0.9742 0.0025 0.3% 0.9871
High 0.9734 0.9755 0.0021 0.2% 0.9880
Low 0.9717 0.9742 0.0025 0.3% 0.9670
Close 0.9734 0.9755 0.0021 0.2% 0.9698
Range 0.0017 0.0013 -0.0004 -23.5% 0.0210
ATR 0.0042 0.0041 -0.0002 -3.6% 0.0000
Volume 1 20 19 1,900.0% 22
Daily Pivots for day following 12-Mar-2014
Classic Woodie Camarilla DeMark
R4 0.9790 0.9785 0.9762
R3 0.9777 0.9772 0.9759
R2 0.9764 0.9764 0.9757
R1 0.9759 0.9759 0.9756 0.9762
PP 0.9751 0.9751 0.9751 0.9752
S1 0.9746 0.9746 0.9754 0.9749
S2 0.9738 0.9738 0.9753
S3 0.9725 0.9733 0.9751
S4 0.9712 0.9720 0.9748
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 0.9755 0.9670 0.0085 0.9% 0.0028 0.3% 100% True False 6
10 0.9880 0.9670 0.0210 2.2% 0.0017 0.2% 40% False False 5
20 0.9880 0.9670 0.0210 2.2% 0.0011 0.1% 40% False False 4
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9810
2.618 0.9789
1.618 0.9776
1.000 0.9768
0.618 0.9763
HIGH 0.9755
0.618 0.9750
0.500 0.9749
0.382 0.9747
LOW 0.9742
0.618 0.9734
1.000 0.9729
1.618 0.9721
2.618 0.9708
4.250 0.9687
Fisher Pivots for day following 12-Mar-2014
Pivot 1 day 3 day
R1 0.9753 0.9746
PP 0.9751 0.9737
S1 0.9749 0.9728

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

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