CME Japanese Yen Future March 2014


Trading Metrics calculated at close of trading on 27-Nov-2013
Day Change Summary
Previous Current
26-Nov-2013 27-Nov-2013 Change Change % Previous Week
Open 0.9853 0.9881 0.0028 0.3% 0.9974
High 0.9890 0.9883 -0.0007 -0.1% 1.0050
Low 0.9845 0.9777 -0.0068 -0.7% 0.9872
Close 0.9885 0.9799 -0.0086 -0.9% 0.9877
Range 0.0045 0.0106 0.0061 135.6% 0.0178
ATR 0.0066 0.0069 0.0003 4.5% 0.0000
Volume 1,149 920 -229 -19.9% 2,481
Daily Pivots for day following 27-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.0138 1.0074 0.9857
R3 1.0032 0.9968 0.9828
R2 0.9926 0.9926 0.9818
R1 0.9862 0.9862 0.9809 0.9841
PP 0.9820 0.9820 0.9820 0.9809
S1 0.9756 0.9756 0.9789 0.9735
S2 0.9714 0.9714 0.9780
S3 0.9608 0.9650 0.9770
S4 0.9502 0.9544 0.9741
Weekly Pivots for week ending 22-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.0467 1.0350 0.9975
R3 1.0289 1.0172 0.9926
R2 1.0111 1.0111 0.9910
R1 0.9994 0.9994 0.9893 0.9964
PP 0.9933 0.9933 0.9933 0.9918
S1 0.9816 0.9816 0.9861 0.9786
S2 0.9755 0.9755 0.9844
S3 0.9577 0.9638 0.9828
S4 0.9399 0.9460 0.9779
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9974 0.9777 0.0197 2.0% 0.0072 0.7% 11% False True 1,786
10 1.0093 0.9777 0.0316 3.2% 0.0066 0.7% 7% False True 1,107
20 1.0250 0.9777 0.0473 4.8% 0.0068 0.7% 5% False True 682
40 1.0358 0.9777 0.0581 5.9% 0.0063 0.6% 4% False True 393
60 1.0358 0.9777 0.0581 5.9% 0.0063 0.6% 4% False True 288
80 1.0398 0.9777 0.0621 6.3% 0.0052 0.5% 4% False True 216
100 1.0398 0.9777 0.0621 6.3% 0.0045 0.5% 4% False True 175
120 1.0643 0.9777 0.0866 8.8% 0.0044 0.5% 3% False True 147
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 13 trading days
Fibonacci Retracements and Extensions
4.250 1.0334
2.618 1.0161
1.618 1.0055
1.000 0.9989
0.618 0.9949
HIGH 0.9883
0.618 0.9843
0.500 0.9830
0.382 0.9817
LOW 0.9777
0.618 0.9711
1.000 0.9671
1.618 0.9605
2.618 0.9499
4.250 0.9327
Fisher Pivots for day following 27-Nov-2013
Pivot 1 day 3 day
R1 0.9830 0.9834
PP 0.9820 0.9822
S1 0.9809 0.9811

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

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