CME Japanese Yen Future December 2014


Trading Metrics calculated at close of trading on 12-Jun-2014
Day Change Summary
Previous Current
11-Jun-2014 12-Jun-2014 Change Change % Previous Week
Open 0.9785 0.9806 0.0021 0.2% 0.9816
High 0.9823 0.9848 0.0025 0.3% 0.9820
Low 0.9778 0.9806 0.0028 0.3% 0.9744
Close 0.9813 0.9848 0.0035 0.4% 0.9765
Range 0.0045 0.0042 -0.0003 -6.7% 0.0076
ATR 0.0032 0.0032 0.0001 2.3% 0.0000
Volume 14 64 50 357.1% 114
Daily Pivots for day following 12-Jun-2014
Classic Woodie Camarilla DeMark
R4 0.9960 0.9946 0.9871
R3 0.9918 0.9904 0.9860
R2 0.9876 0.9876 0.9856
R1 0.9862 0.9862 0.9852 0.9869
PP 0.9834 0.9834 0.9834 0.9838
S1 0.9820 0.9820 0.9844 0.9827
S2 0.9792 0.9792 0.9840
S3 0.9750 0.9778 0.9836
S4 0.9708 0.9736 0.9825
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 0.9848 0.9765 0.0083 0.8% 0.0027 0.3% 100% True False 33
10 0.9861 0.9744 0.0117 1.2% 0.0026 0.3% 89% False False 25
20 0.9930 0.9744 0.0186 1.9% 0.0028 0.3% 56% False False 21
40 0.9930 0.9735 0.0195 2.0% 0.0022 0.2% 58% False False 12
60 0.9930 0.9618 0.0312 3.2% 0.0020 0.2% 74% False False 9
80 0.9930 0.9618 0.0312 3.2% 0.0019 0.2% 74% False False 8
Crabel Price Patterns
NR True
NR4 False
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 0.0004
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0027
2.618 0.9958
1.618 0.9916
1.000 0.9890
0.618 0.9874
HIGH 0.9848
0.618 0.9832
0.500 0.9827
0.382 0.9822
LOW 0.9806
0.618 0.9780
1.000 0.9764
1.618 0.9738
2.618 0.9696
4.250 0.9628
Fisher Pivots for day following 12-Jun-2014
Pivot 1 day 3 day
R1 0.9841 0.9836
PP 0.9834 0.9825
S1 0.9827 0.9813

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

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