CME Japanese Yen Future March 2014


Trading Metrics calculated at close of trading on 07-Aug-2013
Day Change Summary
Previous Current
06-Aug-2013 07-Aug-2013 Change Change % Previous Week
Open 1.0232 1.0361 0.0129 1.3% 1.0243
High 1.0257 1.0391 0.0134 1.3% 1.0246
Low 1.0228 1.0361 0.0133 1.3% 1.0066
Close 1.0257 1.0391 0.0134 1.3% 1.0129
Range 0.0029 0.0030 0.0001 3.4% 0.0180
ATR 0.0072 0.0076 0.0004 6.1% 0.0000
Volume 3 6 3 100.0% 41
Daily Pivots for day following 07-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.0471 1.0461 1.0408
R3 1.0441 1.0431 1.0399
R2 1.0411 1.0411 1.0397
R1 1.0401 1.0401 1.0394 1.0406
PP 1.0381 1.0381 1.0381 1.0384
S1 1.0371 1.0371 1.0388 1.0376
S2 1.0351 1.0351 1.0386
S3 1.0321 1.0341 1.0383
S4 1.0291 1.0311 1.0375
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 1.0391 1.0066 0.0325 3.1% 0.0013 0.1% 100% True False 7
10 1.0391 1.0062 0.0329 3.2% 0.0016 0.1% 100% True False 6
20 1.0391 0.9973 0.0418 4.0% 0.0019 0.2% 100% True False 7
40 1.0643 0.9902 0.0741 7.1% 0.0030 0.3% 66% False False 8
60 1.0643 0.9710 0.0933 9.0% 0.0037 0.4% 73% False False 8
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0519
2.618 1.0470
1.618 1.0440
1.000 1.0421
0.618 1.0410
HIGH 1.0391
0.618 1.0380
0.500 1.0376
0.382 1.0372
LOW 1.0361
0.618 1.0342
1.000 1.0331
1.618 1.0312
2.618 1.0282
4.250 1.0234
Fisher Pivots for day following 07-Aug-2013
Pivot 1 day 3 day
R1 1.0386 1.0357
PP 1.0381 1.0323
S1 1.0376 1.0290

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

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