CME Japanese Yen Future March 2014


Trading Metrics calculated at close of trading on 18-Jul-2013
Day Change Summary
Previous Current
17-Jul-2013 18-Jul-2013 Change Change % Previous Week
Open 1.0061 1.0060 -0.0001 0.0% 0.9902
High 1.0061 1.0060 -0.0001 0.0% 1.0138
Low 1.0061 0.9973 -0.0088 -0.9% 0.9902
Close 1.0061 0.9973 -0.0088 -0.9% 1.0082
Range 0.0000 0.0087 0.0087 0.0236
ATR 0.0075 0.0076 0.0001 1.3% 0.0000
Volume 4 1 -3 -75.0% 125
Daily Pivots for day following 18-Jul-2013
Classic Woodie Camarilla DeMark
R4 1.0263 1.0205 1.0021
R3 1.0176 1.0118 0.9997
R2 1.0089 1.0089 0.9989
R1 1.0031 1.0031 0.9981 1.0017
PP 1.0002 1.0002 1.0002 0.9995
S1 0.9944 0.9944 0.9965 0.9930
S2 0.9915 0.9915 0.9957
S3 0.9828 0.9857 0.9949
S4 0.9741 0.9770 0.9925
Weekly Pivots for week ending 12-Jul-2013
Classic Woodie Camarilla DeMark
R4 1.0749 1.0651 1.0212
R3 1.0513 1.0415 1.0147
R2 1.0277 1.0277 1.0125
R1 1.0179 1.0179 1.0104 1.0228
PP 1.0041 1.0041 1.0041 1.0065
S1 0.9943 0.9943 1.0060 0.9992
S2 0.9805 0.9805 1.0039
S3 0.9569 0.9707 1.0017
S4 0.9333 0.9471 0.9952
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0102 0.9973 0.0129 1.3% 0.0032 0.3% 0% False True 4
10 1.0138 0.9902 0.0236 2.4% 0.0028 0.3% 30% False False 13
20 1.0303 0.9902 0.0401 4.0% 0.0030 0.3% 18% False False 10
40 1.0643 0.9710 0.0933 9.4% 0.0045 0.5% 28% False False 7
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 1.0430
2.618 1.0288
1.618 1.0201
1.000 1.0147
0.618 1.0114
HIGH 1.0060
0.618 1.0027
0.500 1.0017
0.382 1.0006
LOW 0.9973
0.618 0.9919
1.000 0.9886
1.618 0.9832
2.618 0.9745
4.250 0.9603
Fisher Pivots for day following 18-Jul-2013
Pivot 1 day 3 day
R1 1.0017 1.0038
PP 1.0002 1.0016
S1 0.9988 0.9995

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

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