CME Japanese Yen Future March 2014


Trading Metrics calculated at close of trading on 06-Aug-2013
Day Change Summary
Previous Current
05-Aug-2013 06-Aug-2013 Change Change % Previous Week
Open 1.0195 1.0232 0.0037 0.4% 1.0243
High 1.0195 1.0257 0.0062 0.6% 1.0246
Low 1.0188 1.0228 0.0040 0.4% 1.0066
Close 1.0188 1.0257 0.0069 0.7% 1.0129
Range 0.0007 0.0029 0.0022 314.3% 0.0180
ATR 0.0072 0.0072 0.0000 -0.3% 0.0000
Volume 9 3 -6 -66.7% 41
Daily Pivots for day following 06-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.0334 1.0325 1.0273
R3 1.0305 1.0296 1.0265
R2 1.0276 1.0276 1.0262
R1 1.0267 1.0267 1.0260 1.0272
PP 1.0247 1.0247 1.0247 1.0250
S1 1.0238 1.0238 1.0254 1.0243
S2 1.0218 1.0218 1.0252
S3 1.0189 1.0209 1.0249
S4 1.0160 1.0180 1.0241
Weekly Pivots for week ending 02-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.0687 1.0588 1.0228
R3 1.0507 1.0408 1.0179
R2 1.0327 1.0327 1.0162
R1 1.0228 1.0228 1.0146 1.0188
PP 1.0147 1.0147 1.0147 1.0127
S1 1.0048 1.0048 1.0113 1.0008
S2 0.9967 0.9967 1.0096
S3 0.9787 0.9868 1.0080
S4 0.9607 0.9688 1.0030
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0257 1.0066 0.0191 1.9% 0.0014 0.1% 100% True False 7
10 1.0257 0.9990 0.0267 2.6% 0.0013 0.1% 100% True False 5
20 1.0257 0.9973 0.0284 2.8% 0.0018 0.2% 100% True False 9
40 1.0643 0.9902 0.0741 7.2% 0.0029 0.3% 48% False False 8
60 1.0643 0.9710 0.0933 9.1% 0.0036 0.4% 59% False False 8
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0001
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0380
2.618 1.0333
1.618 1.0304
1.000 1.0286
0.618 1.0275
HIGH 1.0257
0.618 1.0246
0.500 1.0243
0.382 1.0239
LOW 1.0228
0.618 1.0210
1.000 1.0199
1.618 1.0181
2.618 1.0152
4.250 1.0105
Fisher Pivots for day following 06-Aug-2013
Pivot 1 day 3 day
R1 1.0252 1.0236
PP 1.0247 1.0214
S1 1.0243 1.0193

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

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