CME Japanese Yen Future December 2014


Trading Metrics calculated at close of trading on 09-Jun-2014
Day Change Summary
Previous Current
06-Jun-2014 09-Jun-2014 Change Change % Previous Week
Open 0.9785 0.9766 -0.0019 -0.2% 0.9816
High 0.9794 0.9770 -0.0024 -0.2% 0.9820
Low 0.9765 0.9765 0.0000 0.0% 0.9744
Close 0.9765 0.9765 0.0000 0.0% 0.9765
Range 0.0029 0.0005 -0.0024 -82.8% 0.0076
ATR 0.0033 0.0031 -0.0002 -6.1% 0.0000
Volume 30 12 -18 -60.0% 114
Daily Pivots for day following 09-Jun-2014
Classic Woodie Camarilla DeMark
R4 0.9782 0.9778 0.9768
R3 0.9777 0.9773 0.9766
R2 0.9772 0.9772 0.9766
R1 0.9768 0.9768 0.9765 0.9768
PP 0.9767 0.9767 0.9767 0.9766
S1 0.9763 0.9763 0.9765 0.9763
S2 0.9762 0.9762 0.9764
S3 0.9757 0.9758 0.9764
S4 0.9752 0.9753 0.9762
Weekly Pivots for week ending 06-Jun-2014
Classic Woodie Camarilla DeMark
R4 1.0004 0.9961 0.9807
R3 0.9928 0.9885 0.9786
R2 0.9852 0.9852 0.9779
R1 0.9809 0.9809 0.9772 0.9793
PP 0.9776 0.9776 0.9776 0.9768
S1 0.9733 0.9733 0.9758 0.9717
S2 0.9700 0.9700 0.9751
S3 0.9624 0.9657 0.9744
S4 0.9548 0.9581 0.9723
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9794 0.9744 0.0050 0.5% 0.0019 0.2% 42% False False 24
10 0.9863 0.9744 0.0119 1.2% 0.0022 0.2% 18% False False 19
20 0.9930 0.9744 0.0186 1.9% 0.0025 0.3% 11% False False 16
40 0.9930 0.9735 0.0195 2.0% 0.0020 0.2% 15% False False 9
60 0.9930 0.9618 0.0312 3.2% 0.0019 0.2% 47% False False 7
80 0.9930 0.9618 0.0312 3.2% 0.0018 0.2% 47% False False 7
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 0.9791
2.618 0.9783
1.618 0.9778
1.000 0.9775
0.618 0.9773
HIGH 0.9770
0.618 0.9768
0.500 0.9768
0.382 0.9767
LOW 0.9765
0.618 0.9762
1.000 0.9760
1.618 0.9757
2.618 0.9752
4.250 0.9744
Fisher Pivots for day following 09-Jun-2014
Pivot 1 day 3 day
R1 0.9768 0.9779
PP 0.9767 0.9774
S1 0.9766 0.9770

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

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