CME Japanese Yen Future March 2014


Trading Metrics calculated at close of trading on 21-Nov-2013
Day Change Summary
Previous Current
20-Nov-2013 21-Nov-2013 Change Change % Previous Week
Open 0.9999 0.9966 -0.0033 -0.3% 1.0095
High 1.0023 0.9974 -0.0049 -0.5% 1.0115
Low 0.9985 0.9872 -0.0113 -1.1% 0.9965
Close 0.9998 0.9898 -0.0100 -1.0% 0.9985
Range 0.0038 0.0102 0.0064 168.4% 0.0150
ATR 0.0066 0.0070 0.0004 6.6% 0.0000
Volume 618 566 -52 -8.4% 2,009
Daily Pivots for day following 21-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.0221 1.0161 0.9954
R3 1.0119 1.0059 0.9926
R2 1.0017 1.0017 0.9917
R1 0.9957 0.9957 0.9907 0.9936
PP 0.9915 0.9915 0.9915 0.9904
S1 0.9855 0.9855 0.9889 0.9834
S2 0.9813 0.9813 0.9879
S3 0.9711 0.9753 0.9870
S4 0.9609 0.9651 0.9842
Weekly Pivots for week ending 15-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.0472 1.0378 1.0068
R3 1.0322 1.0228 1.0026
R2 1.0172 1.0172 1.0013
R1 1.0078 1.0078 0.9999 1.0050
PP 1.0022 1.0022 1.0022 1.0008
S1 0.9928 0.9928 0.9971 0.9900
S2 0.9872 0.9872 0.9958
S3 0.9722 0.9778 0.9944
S4 0.9572 0.9628 0.9903
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0050 0.9872 0.0178 1.8% 0.0061 0.6% 15% False True 493
10 1.0210 0.9872 0.0338 3.4% 0.0069 0.7% 8% False True 443
20 1.0318 0.9872 0.0446 4.5% 0.0064 0.6% 6% False True 274
40 1.0358 0.9872 0.0486 4.9% 0.0065 0.7% 5% False True 192
60 1.0358 0.9872 0.0486 4.9% 0.0061 0.6% 5% False True 148
80 1.0398 0.9872 0.0526 5.3% 0.0049 0.5% 5% False True 112
100 1.0398 0.9872 0.0526 5.3% 0.0044 0.4% 5% False True 91
120 1.0643 0.9872 0.0771 7.8% 0.0048 0.5% 3% False True 77
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 0.0010
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.0408
2.618 1.0241
1.618 1.0139
1.000 1.0076
0.618 1.0037
HIGH 0.9974
0.618 0.9935
0.500 0.9923
0.382 0.9911
LOW 0.9872
0.618 0.9809
1.000 0.9770
1.618 0.9707
2.618 0.9605
4.250 0.9439
Fisher Pivots for day following 21-Nov-2013
Pivot 1 day 3 day
R1 0.9923 0.9961
PP 0.9915 0.9940
S1 0.9906 0.9919

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

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