CME Japanese Yen Future December 2014


Trading Metrics calculated at close of trading on 19-Jun-2014
Day Change Summary
Previous Current
18-Jun-2014 19-Jun-2014 Change Change % Previous Week
Open 0.9802 0.9818 0.0016 0.2% 0.9766
High 0.9811 0.9829 0.0018 0.2% 0.9848
Low 0.9788 0.9818 0.0030 0.3% 0.9765
Close 0.9804 0.9822 0.0018 0.2% 0.9814
Range 0.0023 0.0011 -0.0012 -52.2% 0.0083
ATR 0.0031 0.0031 0.0000 -1.4% 0.0000
Volume 18 18 0 0.0% 173
Daily Pivots for day following 19-Jun-2014
Classic Woodie Camarilla DeMark
R4 0.9856 0.9850 0.9828
R3 0.9845 0.9839 0.9825
R2 0.9834 0.9834 0.9824
R1 0.9828 0.9828 0.9823 0.9831
PP 0.9823 0.9823 0.9823 0.9825
S1 0.9817 0.9817 0.9821 0.9820
S2 0.9812 0.9812 0.9820
S3 0.9801 0.9806 0.9819
S4 0.9790 0.9795 0.9816
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 0.9832 0.9788 0.0044 0.4% 0.0009 0.1% 77% False False 19
10 0.9848 0.9765 0.0083 0.8% 0.0018 0.2% 69% False False 26
20 0.9874 0.9744 0.0130 1.3% 0.0022 0.2% 60% False False 21
40 0.9930 0.9735 0.0195 2.0% 0.0022 0.2% 45% False False 14
60 0.9930 0.9618 0.0312 3.2% 0.0019 0.2% 65% False False 10
80 0.9930 0.9618 0.0312 3.2% 0.0019 0.2% 65% False False 9
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 0.0003
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9876
2.618 0.9858
1.618 0.9847
1.000 0.9840
0.618 0.9836
HIGH 0.9829
0.618 0.9825
0.500 0.9824
0.382 0.9822
LOW 0.9818
0.618 0.9811
1.000 0.9807
1.618 0.9800
2.618 0.9789
4.250 0.9771
Fisher Pivots for day following 19-Jun-2014
Pivot 1 day 3 day
R1 0.9824 0.9818
PP 0.9823 0.9813
S1 0.9823 0.9809

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

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