CME Japanese Yen Future December 2014


Trading Metrics calculated at close of trading on 13-May-2014
Day Change Summary
Previous Current
12-May-2014 13-May-2014 Change Change % Previous Week
Open 0.9806 0.9794 -0.0012 -0.1% 0.9793
High 0.9806 0.9796 -0.0010 -0.1% 0.9869
Low 0.9794 0.9790 -0.0004 0.0% 0.9793
Close 0.9803 0.9790 -0.0013 -0.1% 0.9839
Range 0.0012 0.0006 -0.0006 -50.0% 0.0076
ATR 0.0035 0.0033 -0.0002 -4.5% 0.0000
Volume 2 12 10 500.0% 18
Daily Pivots for day following 13-May-2014
Classic Woodie Camarilla DeMark
R4 0.9810 0.9806 0.9793
R3 0.9804 0.9800 0.9792
R2 0.9798 0.9798 0.9791
R1 0.9794 0.9794 0.9791 0.9793
PP 0.9792 0.9792 0.9792 0.9792
S1 0.9788 0.9788 0.9789 0.9787
S2 0.9786 0.9786 0.9789
S3 0.9780 0.9782 0.9788
S4 0.9774 0.9776 0.9787
Weekly Pivots for week ending 09-May-2014
Classic Woodie Camarilla DeMark
R4 1.0062 1.0026 0.9881
R3 0.9986 0.9950 0.9860
R2 0.9910 0.9910 0.9853
R1 0.9874 0.9874 0.9846 0.9892
PP 0.9834 0.9834 0.9834 0.9843
S1 0.9798 0.9798 0.9832 0.9816
S2 0.9758 0.9758 0.9825
S3 0.9682 0.9722 0.9818
S4 0.9606 0.9646 0.9797
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9869 0.9790 0.0079 0.8% 0.0007 0.1% 0% False True 4
10 0.9869 0.9735 0.0134 1.4% 0.0017 0.2% 41% False False 4
20 0.9869 0.9735 0.0134 1.4% 0.0014 0.1% 41% False False 3
40 0.9872 0.9618 0.0254 2.6% 0.0016 0.2% 68% False False 4
60 0.9892 0.9618 0.0274 2.8% 0.0016 0.2% 63% 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 0.9822
2.618 0.9812
1.618 0.9806
1.000 0.9802
0.618 0.9800
HIGH 0.9796
0.618 0.9794
0.500 0.9793
0.382 0.9792
LOW 0.9790
0.618 0.9786
1.000 0.9784
1.618 0.9780
2.618 0.9774
4.250 0.9765
Fisher Pivots for day following 13-May-2014
Pivot 1 day 3 day
R1 0.9793 0.9816
PP 0.9792 0.9807
S1 0.9791 0.9799

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

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