CME Japanese Yen Future December 2014


Trading Metrics calculated at close of trading on 05-May-2014
Day Change Summary
Previous Current
02-May-2014 05-May-2014 Change Change % Previous Week
Open 0.9735 0.9793 0.0058 0.6% 0.9759
High 0.9796 0.9826 0.0030 0.3% 0.9807
Low 0.9735 0.9793 0.0058 0.6% 0.9735
Close 0.9796 0.9807 0.0011 0.1% 0.9796
Range 0.0061 0.0033 -0.0028 -45.9% 0.0072
ATR 0.0034 0.0034 0.0000 -0.3% 0.0000
Volume 1 6 5 500.0% 19
Daily Pivots for day following 05-May-2014
Classic Woodie Camarilla DeMark
R4 0.9908 0.9890 0.9825
R3 0.9875 0.9857 0.9816
R2 0.9842 0.9842 0.9813
R1 0.9824 0.9824 0.9810 0.9833
PP 0.9809 0.9809 0.9809 0.9813
S1 0.9791 0.9791 0.9804 0.9800
S2 0.9776 0.9776 0.9801
S3 0.9743 0.9758 0.9798
S4 0.9710 0.9725 0.9789
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 0.9826 0.9735 0.0091 0.9% 0.0027 0.3% 79% True False 4
10 0.9826 0.9735 0.0091 0.9% 0.0022 0.2% 79% True False 3
20 0.9872 0.9695 0.0177 1.8% 0.0021 0.2% 63% False False 3
40 0.9892 0.9618 0.0274 2.8% 0.0019 0.2% 69% False False 4
60 0.9892 0.9618 0.0274 2.8% 0.0016 0.2% 69% False False 3
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 0.9966
2.618 0.9912
1.618 0.9879
1.000 0.9859
0.618 0.9846
HIGH 0.9826
0.618 0.9813
0.500 0.9810
0.382 0.9806
LOW 0.9793
0.618 0.9773
1.000 0.9760
1.618 0.9740
2.618 0.9707
4.250 0.9653
Fisher Pivots for day following 05-May-2014
Pivot 1 day 3 day
R1 0.9810 0.9798
PP 0.9809 0.9789
S1 0.9808 0.9781

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

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