CME Japanese Yen Future March 2014


Trading Metrics calculated at close of trading on 11-Jun-2013
Day Change Summary
Previous Current
10-Jun-2013 11-Jun-2013 Change Change % Previous Week
Open 1.0151 1.0427 0.0276 2.7% 1.0008
High 1.0154 1.0427 0.0273 2.7% 1.0480
Low 1.0095 1.0427 0.0332 3.3% 1.0002
Close 1.0154 1.0427 0.0273 2.7% 1.0288
Range 0.0059 0.0000 -0.0059 -100.0% 0.0478
ATR 0.0109 0.0121 0.0012 10.7% 0.0000
Volume 2 27 25 1,250.0% 18
Daily Pivots for day following 11-Jun-2013
Classic Woodie Camarilla DeMark
R4 1.0427 1.0427 1.0427
R3 1.0427 1.0427 1.0427
R2 1.0427 1.0427 1.0427
R1 1.0427 1.0427 1.0427 1.0427
PP 1.0427 1.0427 1.0427 1.0427
S1 1.0427 1.0427 1.0427 1.0427
S2 1.0427 1.0427 1.0427
S3 1.0427 1.0427 1.0427
S4 1.0427 1.0427 1.0427
Weekly Pivots for week ending 07-Jun-2013
Classic Woodie Camarilla DeMark
R4 1.1691 1.1467 1.0551
R3 1.1213 1.0989 1.0419
R2 1.0735 1.0735 1.0376
R1 1.0511 1.0511 1.0332 1.0623
PP 1.0257 1.0257 1.0257 1.0313
S1 1.0033 1.0033 1.0244 1.0145
S2 0.9779 0.9779 1.0200
S3 0.9301 0.9555 1.0157
S4 0.8823 0.9077 1.0025
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0480 1.0002 0.0478 4.6% 0.0135 1.3% 89% False False 8
10 1.0480 0.9909 0.0571 5.5% 0.0078 0.7% 91% False False 5
20 1.0480 0.9710 0.0770 7.4% 0.0051 0.5% 93% False False 9
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0000
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0427
2.618 1.0427
1.618 1.0427
1.000 1.0427
0.618 1.0427
HIGH 1.0427
0.618 1.0427
0.500 1.0427
0.382 1.0427
LOW 1.0427
0.618 1.0427
1.000 1.0427
1.618 1.0427
2.618 1.0427
4.250 1.0427
Fisher Pivots for day following 11-Jun-2013
Pivot 1 day 3 day
R1 1.0427 1.0381
PP 1.0427 1.0334
S1 1.0427 1.0288

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

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