CME Japanese Yen Future December 2014


Trading Metrics calculated at close of trading on 20-Mar-2014
Day Change Summary
Previous Current
19-Mar-2014 20-Mar-2014 Change Change % Previous Week
Open 0.9835 0.9785 -0.0050 -0.5% 0.9700
High 0.9835 0.9785 -0.0050 -0.5% 0.9892
Low 0.9773 0.9776 0.0003 0.0% 0.9700
Close 0.9773 0.9776 0.0003 0.0% 0.9892
Range 0.0062 0.0009 -0.0053 -85.5% 0.0192
ATR 0.0047 0.0044 -0.0002 -5.3% 0.0000
Volume 1 4 3 300.0% 37
Daily Pivots for day following 20-Mar-2014
Classic Woodie Camarilla DeMark
R4 0.9806 0.9800 0.9781
R3 0.9797 0.9791 0.9778
R2 0.9788 0.9788 0.9778
R1 0.9782 0.9782 0.9777 0.9781
PP 0.9779 0.9779 0.9779 0.9778
S1 0.9773 0.9773 0.9775 0.9772
S2 0.9770 0.9770 0.9774
S3 0.9761 0.9764 0.9774
S4 0.9752 0.9755 0.9771
Weekly Pivots for week ending 14-Mar-2014
Classic Woodie Camarilla DeMark
R4 1.0404 1.0340 0.9998
R3 1.0212 1.0148 0.9945
R2 1.0020 1.0020 0.9927
R1 0.9956 0.9956 0.9910 0.9988
PP 0.9828 0.9828 0.9828 0.9844
S1 0.9764 0.9764 0.9874 0.9796
S2 0.9636 0.9636 0.9857
S3 0.9444 0.9572 0.9839
S4 0.9252 0.9380 0.9786
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9892 0.9773 0.0119 1.2% 0.0024 0.2% 3% False False 3
10 0.9892 0.9670 0.0222 2.3% 0.0030 0.3% 48% False False 5
20 0.9892 0.9670 0.0222 2.3% 0.0019 0.2% 48% False False 5
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 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9823
2.618 0.9809
1.618 0.9800
1.000 0.9794
0.618 0.9791
HIGH 0.9785
0.618 0.9782
0.500 0.9781
0.382 0.9779
LOW 0.9776
0.618 0.9770
1.000 0.9767
1.618 0.9761
2.618 0.9752
4.250 0.9738
Fisher Pivots for day following 20-Mar-2014
Pivot 1 day 3 day
R1 0.9781 0.9820
PP 0.9779 0.9805
S1 0.9778 0.9791

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

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