CME Japanese Yen Future December 2014


Trading Metrics calculated at close of trading on 04-Jun-2014
Day Change Summary
Previous Current
03-Jun-2014 04-Jun-2014 Change Change % Previous Week
Open 0.9774 0.9744 -0.0030 -0.3% 0.9821
High 0.9789 0.9768 -0.0021 -0.2% 0.9863
Low 0.9768 0.9744 -0.0024 -0.2% 0.9808
Close 0.9768 0.9749 -0.0019 -0.2% 0.9847
Range 0.0021 0.0024 0.0003 14.3% 0.0055
ATR 0.0035 0.0034 -0.0001 -2.2% 0.0000
Volume 24 33 9 37.5% 67
Daily Pivots for day following 04-Jun-2014
Classic Woodie Camarilla DeMark
R4 0.9826 0.9811 0.9762
R3 0.9802 0.9787 0.9756
R2 0.9778 0.9778 0.9753
R1 0.9763 0.9763 0.9751 0.9771
PP 0.9754 0.9754 0.9754 0.9757
S1 0.9739 0.9739 0.9747 0.9747
S2 0.9730 0.9730 0.9745
S3 0.9706 0.9715 0.9742
S4 0.9682 0.9691 0.9736
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 0.9744 0.0119 1.2% 0.0025 0.3% 4% False True 14
10 0.9930 0.9744 0.0186 1.9% 0.0029 0.3% 3% False True 15
20 0.9930 0.9744 0.0186 1.9% 0.0024 0.2% 3% False True 13
40 0.9930 0.9735 0.0195 2.0% 0.0022 0.2% 7% False False 8
60 0.9930 0.9618 0.0312 3.2% 0.0020 0.2% 42% False False 7
80 0.9930 0.9618 0.0312 3.2% 0.0017 0.2% 42% False False 6
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 0.0004
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9870
2.618 0.9831
1.618 0.9807
1.000 0.9792
0.618 0.9783
HIGH 0.9768
0.618 0.9759
0.500 0.9756
0.382 0.9753
LOW 0.9744
0.618 0.9729
1.000 0.9720
1.618 0.9705
2.618 0.9681
4.250 0.9642
Fisher Pivots for day following 04-Jun-2014
Pivot 1 day 3 day
R1 0.9756 0.9782
PP 0.9754 0.9771
S1 0.9751 0.9760

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

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