CME Japanese Yen Future March 2014


Trading Metrics calculated at close of trading on 22-Jul-2013
Day Change Summary
Previous Current
19-Jul-2013 22-Jul-2013 Change Change % Previous Week
Open 0.9995 1.0020 0.0025 0.3% 1.0010
High 0.9995 1.0059 0.0064 0.6% 1.0102
Low 0.9995 1.0020 0.0025 0.3% 0.9973
Close 0.9995 1.0059 0.0064 0.6% 0.9995
Range 0.0000 0.0039 0.0039 0.0129
ATR 0.0072 0.0071 -0.0001 -0.8% 0.0000
Volume 3 1 -2 -66.7% 13
Daily Pivots for day following 22-Jul-2013
Classic Woodie Camarilla DeMark
R4 1.0163 1.0150 1.0080
R3 1.0124 1.0111 1.0070
R2 1.0085 1.0085 1.0066
R1 1.0072 1.0072 1.0063 1.0079
PP 1.0046 1.0046 1.0046 1.0049
S1 1.0033 1.0033 1.0055 1.0040
S2 1.0007 1.0007 1.0052
S3 0.9968 0.9994 1.0048
S4 0.9929 0.9955 1.0038
Weekly Pivots for week ending 19-Jul-2013
Classic Woodie Camarilla DeMark
R4 1.0410 1.0332 1.0066
R3 1.0281 1.0203 1.0030
R2 1.0152 1.0152 1.0019
R1 1.0074 1.0074 1.0007 1.0049
PP 1.0023 1.0023 1.0023 1.0011
S1 0.9945 0.9945 0.9983 0.9920
S2 0.9894 0.9894 0.9971
S3 0.9765 0.9816 0.9960
S4 0.9636 0.9687 0.9924
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% 0.0034 0.3% 67% False False 2
10 1.0138 0.9930 0.0208 2.1% 0.0022 0.2% 62% False False 13
20 1.0297 0.9902 0.0395 3.9% 0.0029 0.3% 40% False False 9
40 1.0643 0.9820 0.0823 8.2% 0.0045 0.4% 29% False False 7
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 True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0225
2.618 1.0161
1.618 1.0122
1.000 1.0098
0.618 1.0083
HIGH 1.0059
0.618 1.0044
0.500 1.0040
0.382 1.0035
LOW 1.0020
0.618 0.9996
1.000 0.9981
1.618 0.9957
2.618 0.9918
4.250 0.9854
Fisher Pivots for day following 22-Jul-2013
Pivot 1 day 3 day
R1 1.0053 1.0045
PP 1.0046 1.0031
S1 1.0040 1.0017

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

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