CME Japanese Yen Future December 2014


Trading Metrics calculated at close of trading on 02-Jun-2014
Day Change Summary
Previous Current
30-May-2014 02-Jun-2014 Change Change % Previous Week
Open 0.9848 0.9816 -0.0032 -0.3% 0.9821
High 0.9861 0.9820 -0.0041 -0.4% 0.9863
Low 0.9847 0.9772 -0.0075 -0.8% 0.9808
Close 0.9847 0.9772 -0.0075 -0.8% 0.9847
Range 0.0014 0.0048 0.0034 242.9% 0.0055
ATR 0.0033 0.0036 0.0003 9.3% 0.0000
Volume 7 5 -2 -28.6% 67
Daily Pivots for day following 02-Jun-2014
Classic Woodie Camarilla DeMark
R4 0.9932 0.9900 0.9798
R3 0.9884 0.9852 0.9785
R2 0.9836 0.9836 0.9781
R1 0.9804 0.9804 0.9776 0.9796
PP 0.9788 0.9788 0.9788 0.9784
S1 0.9756 0.9756 0.9768 0.9748
S2 0.9740 0.9740 0.9763
S3 0.9692 0.9708 0.9759
S4 0.9644 0.9660 0.9746
Weekly Pivots for week ending 30-May-2014
Classic Woodie Camarilla DeMark
R4 1.0004 0.9981 0.9877
R3 0.9949 0.9926 0.9862
R2 0.9894 0.9894 0.9857
R1 0.9871 0.9871 0.9852 0.9883
PP 0.9839 0.9839 0.9839 0.9845
S1 0.9816 0.9816 0.9842 0.9828
S2 0.9784 0.9784 0.9837
S3 0.9729 0.9761 0.9832
S4 0.9674 0.9706 0.9817
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9863 0.9772 0.0091 0.9% 0.0025 0.3% 0% False True 14
10 0.9930 0.9772 0.0158 1.6% 0.0030 0.3% 0% False True 13
20 0.9930 0.9772 0.0158 1.6% 0.0023 0.2% 0% False True 10
40 0.9930 0.9695 0.0235 2.4% 0.0021 0.2% 33% False False 7
60 0.9930 0.9618 0.0312 3.2% 0.0021 0.2% 49% False False 6
80 0.9930 0.9618 0.0312 3.2% 0.0017 0.2% 49% False False 5
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.0024
2.618 0.9946
1.618 0.9898
1.000 0.9868
0.618 0.9850
HIGH 0.9820
0.618 0.9802
0.500 0.9796
0.382 0.9790
LOW 0.9772
0.618 0.9742
1.000 0.9724
1.618 0.9694
2.618 0.9646
4.250 0.9568
Fisher Pivots for day following 02-Jun-2014
Pivot 1 day 3 day
R1 0.9796 0.9818
PP 0.9788 0.9802
S1 0.9780 0.9787

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

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