CME Japanese Yen Future December 2014


Trading Metrics calculated at close of trading on 02-May-2014
Day Change Summary
Previous Current
01-May-2014 02-May-2014 Change Change % Previous Week
Open 0.9784 0.9735 -0.0049 -0.5% 0.9759
High 0.9789 0.9796 0.0007 0.1% 0.9807
Low 0.9784 0.9735 -0.0049 -0.5% 0.9735
Close 0.9789 0.9796 0.0007 0.1% 0.9796
Range 0.0005 0.0061 0.0056 1,120.0% 0.0072
ATR 0.0032 0.0034 0.0002 6.3% 0.0000
Volume 11 1 -10 -90.9% 19
Daily Pivots for day following 02-May-2014
Classic Woodie Camarilla DeMark
R4 0.9959 0.9938 0.9830
R3 0.9898 0.9877 0.9813
R2 0.9837 0.9837 0.9807
R1 0.9816 0.9816 0.9802 0.9827
PP 0.9776 0.9776 0.9776 0.9781
S1 0.9755 0.9755 0.9790 0.9766
S2 0.9715 0.9715 0.9785
S3 0.9654 0.9694 0.9779
S4 0.9593 0.9633 0.9762
Weekly Pivots for week ending 02-May-2014
Classic Woodie Camarilla DeMark
R4 0.9995 0.9968 0.9836
R3 0.9923 0.9896 0.9816
R2 0.9851 0.9851 0.9809
R1 0.9824 0.9824 0.9803 0.9838
PP 0.9779 0.9779 0.9779 0.9786
S1 0.9752 0.9752 0.9789 0.9766
S2 0.9707 0.9707 0.9783
S3 0.9635 0.9680 0.9776
S4 0.9563 0.9608 0.9756
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9807 0.9735 0.0072 0.7% 0.0024 0.2% 85% False True 3
10 0.9822 0.9735 0.0087 0.9% 0.0019 0.2% 70% False True 2
20 0.9872 0.9695 0.0177 1.8% 0.0020 0.2% 57% False False 3
40 0.9892 0.9618 0.0274 2.8% 0.0020 0.2% 65% False False 4
60 0.9892 0.9618 0.0274 2.8% 0.0015 0.2% 65% False False 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 1.0055
2.618 0.9956
1.618 0.9895
1.000 0.9857
0.618 0.9834
HIGH 0.9796
0.618 0.9773
0.500 0.9766
0.382 0.9758
LOW 0.9735
0.618 0.9697
1.000 0.9674
1.618 0.9636
2.618 0.9575
4.250 0.9476
Fisher Pivots for day following 02-May-2014
Pivot 1 day 3 day
R1 0.9786 0.9788
PP 0.9776 0.9779
S1 0.9766 0.9771

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

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