CME Japanese Yen Future December 2014


Trading Metrics calculated at close of trading on 17-Jun-2014
Day Change Summary
Previous Current
16-Jun-2014 17-Jun-2014 Change Change % Previous Week
Open 0.9832 0.9800 -0.0032 -0.3% 0.9766
High 0.9832 0.9801 -0.0031 -0.3% 0.9848
Low 0.9832 0.9799 -0.0033 -0.3% 0.9765
Close 0.9832 0.9799 -0.0033 -0.3% 0.9814
Range 0.0000 0.0002 0.0002 0.0083
ATR 0.0032 0.0032 0.0000 0.3% 0.0000
Volume 12 12 0 0.0% 173
Daily Pivots for day following 17-Jun-2014
Classic Woodie Camarilla DeMark
R4 0.9806 0.9804 0.9800
R3 0.9804 0.9802 0.9800
R2 0.9802 0.9802 0.9799
R1 0.9800 0.9800 0.9799 0.9800
PP 0.9800 0.9800 0.9800 0.9800
S1 0.9798 0.9798 0.9799 0.9798
S2 0.9798 0.9798 0.9799
S3 0.9796 0.9796 0.9798
S4 0.9794 0.9794 0.9798
Weekly Pivots for week ending 13-Jun-2014
Classic Woodie Camarilla DeMark
R4 1.0058 1.0019 0.9860
R3 0.9975 0.9936 0.9837
R2 0.9892 0.9892 0.9829
R1 0.9853 0.9853 0.9822 0.9873
PP 0.9809 0.9809 0.9809 0.9819
S1 0.9770 0.9770 0.9806 0.9790
S2 0.9726 0.9726 0.9799
S3 0.9643 0.9687 0.9791
S4 0.9560 0.9604 0.9768
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9848 0.9778 0.0070 0.7% 0.0019 0.2% 30% False False 27
10 0.9848 0.9744 0.0104 1.1% 0.0018 0.2% 53% False False 28
20 0.9930 0.9744 0.0186 1.9% 0.0024 0.2% 30% False False 20
40 0.9930 0.9735 0.0195 2.0% 0.0021 0.2% 33% False False 13
60 0.9930 0.9618 0.0312 3.2% 0.0019 0.2% 58% False False 10
80 0.9930 0.9618 0.0312 3.2% 0.0019 0.2% 58% False False 9
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 0.0003
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9810
2.618 0.9806
1.618 0.9804
1.000 0.9803
0.618 0.9802
HIGH 0.9801
0.618 0.9800
0.500 0.9800
0.382 0.9800
LOW 0.9799
0.618 0.9798
1.000 0.9797
1.618 0.9796
2.618 0.9794
4.250 0.9791
Fisher Pivots for day following 17-Jun-2014
Pivot 1 day 3 day
R1 0.9800 0.9816
PP 0.9800 0.9810
S1 0.9799 0.9805

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

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