CME Japanese Yen Future December 2014


Trading Metrics calculated at close of trading on 20-May-2014
Day Change Summary
Previous Current
19-May-2014 20-May-2014 Change Change % Previous Week
Open 0.9879 0.9857 -0.0022 -0.2% 0.9806
High 0.9903 0.9889 -0.0014 -0.1% 0.9891
Low 0.9879 0.9856 -0.0023 -0.2% 0.9790
Close 0.9885 0.9889 0.0004 0.0% 0.9867
Range 0.0024 0.0033 0.0009 37.5% 0.0101
ATR 0.0034 0.0034 0.0000 -0.1% 0.0000
Volume 32 3 -29 -90.6% 64
Daily Pivots for day following 20-May-2014
Classic Woodie Camarilla DeMark
R4 0.9977 0.9966 0.9907
R3 0.9944 0.9933 0.9898
R2 0.9911 0.9911 0.9895
R1 0.9900 0.9900 0.9892 0.9906
PP 0.9878 0.9878 0.9878 0.9881
S1 0.9867 0.9867 0.9886 0.9873
S2 0.9845 0.9845 0.9883
S3 0.9812 0.9834 0.9880
S4 0.9779 0.9801 0.9871
Weekly Pivots for week ending 16-May-2014
Classic Woodie Camarilla DeMark
R4 1.0152 1.0111 0.9923
R3 1.0051 1.0010 0.9895
R2 0.9950 0.9950 0.9886
R1 0.9909 0.9909 0.9876 0.9930
PP 0.9849 0.9849 0.9849 0.9860
S1 0.9808 0.9808 0.9858 0.9829
S2 0.9748 0.9748 0.9848
S3 0.9647 0.9707 0.9839
S4 0.9546 0.9606 0.9811
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9903 0.9804 0.0099 1.0% 0.0029 0.3% 86% False False 17
10 0.9903 0.9790 0.0113 1.1% 0.0018 0.2% 88% False False 10
20 0.9903 0.9735 0.0168 1.7% 0.0020 0.2% 92% False False 7
40 0.9903 0.9618 0.0285 2.9% 0.0017 0.2% 95% False False 5
60 0.9903 0.9618 0.0285 2.9% 0.0018 0.2% 95% False False 5
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0001
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0029
2.618 0.9975
1.618 0.9942
1.000 0.9922
0.618 0.9909
HIGH 0.9889
0.618 0.9876
0.500 0.9873
0.382 0.9869
LOW 0.9856
0.618 0.9836
1.000 0.9823
1.618 0.9803
2.618 0.9770
4.250 0.9716
Fisher Pivots for day following 20-May-2014
Pivot 1 day 3 day
R1 0.9884 0.9886
PP 0.9878 0.9883
S1 0.9873 0.9880

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

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