CME Japanese Yen Future December 2014


Trading Metrics calculated at close of trading on 05-Jun-2014
Day Change Summary
Previous Current
04-Jun-2014 05-Jun-2014 Change Change % Previous Week
Open 0.9744 0.9770 0.0026 0.3% 0.9821
High 0.9768 0.9779 0.0011 0.1% 0.9863
Low 0.9744 0.9763 0.0019 0.2% 0.9808
Close 0.9749 0.9773 0.0024 0.2% 0.9847
Range 0.0024 0.0016 -0.0008 -33.3% 0.0055
ATR 0.0034 0.0034 0.0000 -0.8% 0.0000
Volume 33 22 -11 -33.3% 67
Daily Pivots for day following 05-Jun-2014
Classic Woodie Camarilla DeMark
R4 0.9820 0.9812 0.9782
R3 0.9804 0.9796 0.9777
R2 0.9788 0.9788 0.9776
R1 0.9780 0.9780 0.9774 0.9784
PP 0.9772 0.9772 0.9772 0.9774
S1 0.9764 0.9764 0.9772 0.9768
S2 0.9756 0.9756 0.9770
S3 0.9740 0.9748 0.9769
S4 0.9724 0.9732 0.9764
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 0.9861 0.9744 0.0117 1.2% 0.0025 0.3% 25% False False 18
10 0.9874 0.9744 0.0130 1.3% 0.0025 0.3% 22% False False 17
20 0.9930 0.9744 0.0186 1.9% 0.0024 0.2% 16% False False 14
40 0.9930 0.9735 0.0195 2.0% 0.0020 0.2% 19% False False 8
60 0.9930 0.9618 0.0312 3.2% 0.0020 0.2% 50% False False 7
80 0.9930 0.9618 0.0312 3.2% 0.0018 0.2% 50% False False 6
Crabel Price Patterns
NR True
NR4 True
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 0.0005
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9847
2.618 0.9821
1.618 0.9805
1.000 0.9795
0.618 0.9789
HIGH 0.9779
0.618 0.9773
0.500 0.9771
0.382 0.9769
LOW 0.9763
0.618 0.9753
1.000 0.9747
1.618 0.9737
2.618 0.9721
4.250 0.9695
Fisher Pivots for day following 05-Jun-2014
Pivot 1 day 3 day
R1 0.9772 0.9771
PP 0.9772 0.9769
S1 0.9771 0.9767

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

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