CME Japanese Yen Future March 2014


Trading Metrics calculated at close of trading on 08-Aug-2013
Day Change Summary
Previous Current
07-Aug-2013 08-Aug-2013 Change Change % Previous Week
Open 1.0361 1.0375 0.0014 0.1% 1.0243
High 1.0391 1.0376 -0.0015 -0.1% 1.0246
Low 1.0361 1.0375 0.0014 0.1% 1.0066
Close 1.0391 1.0376 -0.0015 -0.1% 1.0129
Range 0.0030 0.0001 -0.0029 -96.7% 0.0180
ATR 0.0076 0.0072 -0.0004 -5.6% 0.0000
Volume 6 2 -4 -66.7% 41
Daily Pivots for day following 08-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.0379 1.0378 1.0377
R3 1.0378 1.0377 1.0376
R2 1.0377 1.0377 1.0376
R1 1.0376 1.0376 1.0376 1.0377
PP 1.0376 1.0376 1.0376 1.0376
S1 1.0375 1.0375 1.0376 1.0376
S2 1.0375 1.0375 1.0376
S3 1.0374 1.0374 1.0376
S4 1.0373 1.0373 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 1.0129 0.0262 2.5% 0.0013 0.1% 94% False False 5
10 1.0391 1.0066 0.0325 3.1% 0.0016 0.2% 95% False False 6
20 1.0391 0.9973 0.0418 4.0% 0.0018 0.2% 96% False False 4
40 1.0643 0.9902 0.0741 7.1% 0.0028 0.3% 64% False False 8
60 1.0643 0.9710 0.0933 9.0% 0.0035 0.3% 71% False False 8
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0380
2.618 1.0379
1.618 1.0378
1.000 1.0377
0.618 1.0377
HIGH 1.0376
0.618 1.0376
0.500 1.0376
0.382 1.0375
LOW 1.0375
0.618 1.0374
1.000 1.0374
1.618 1.0373
2.618 1.0372
4.250 1.0371
Fisher Pivots for day following 08-Aug-2013
Pivot 1 day 3 day
R1 1.0376 1.0354
PP 1.0376 1.0332
S1 1.0376 1.0310

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

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