CME Japanese Yen Future March 2014


Trading Metrics calculated at close of trading on 06-Jan-2014
Day Change Summary
Previous Current
03-Jan-2014 06-Jan-2014 Change Change % Previous Week
Open 0.9544 0.9540 -0.0004 0.0% 0.9502
High 0.9612 0.9629 0.0017 0.2% 0.9612
Low 0.9534 0.9531 -0.0003 0.0% 0.9486
Close 0.9558 0.9594 0.0036 0.4% 0.9558
Range 0.0078 0.0098 0.0020 25.6% 0.0126
ATR 0.0071 0.0073 0.0002 2.8% 0.0000
Volume 93,119 143,725 50,606 54.3% 270,607
Daily Pivots for day following 06-Jan-2014
Classic Woodie Camarilla DeMark
R4 0.9879 0.9834 0.9648
R3 0.9781 0.9736 0.9621
R2 0.9683 0.9683 0.9612
R1 0.9638 0.9638 0.9603 0.9661
PP 0.9585 0.9585 0.9585 0.9596
S1 0.9540 0.9540 0.9585 0.9563
S2 0.9487 0.9487 0.9576
S3 0.9389 0.9442 0.9567
S4 0.9291 0.9344 0.9540
Weekly Pivots for week ending 03-Jan-2014
Classic Woodie Camarilla DeMark
R4 0.9930 0.9870 0.9627
R3 0.9804 0.9744 0.9593
R2 0.9678 0.9678 0.9581
R1 0.9618 0.9618 0.9570 0.9648
PP 0.9552 0.9552 0.9552 0.9567
S1 0.9492 0.9492 0.9546 0.9522
S2 0.9426 0.9426 0.9535
S3 0.9300 0.9366 0.9523
S4 0.9174 0.9240 0.9489
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9629 0.9486 0.0143 1.5% 0.0069 0.7% 76% True False 82,866
10 0.9641 0.9486 0.0155 1.6% 0.0058 0.6% 70% False False 70,685
20 0.9843 0.9486 0.0357 3.7% 0.0074 0.8% 30% False False 84,085
40 1.0250 0.9486 0.0764 8.0% 0.0077 0.8% 14% False False 42,932
60 1.0318 0.9486 0.0832 8.7% 0.0069 0.7% 13% False False 28,654
80 1.0358 0.9486 0.0872 9.1% 0.0069 0.7% 12% False False 21,518
100 1.0358 0.9486 0.0872 9.1% 0.0060 0.6% 12% False False 17,215
120 1.0398 0.9486 0.0912 9.5% 0.0053 0.6% 12% False False 14,347
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1.0046
2.618 0.9886
1.618 0.9788
1.000 0.9727
0.618 0.9690
HIGH 0.9629
0.618 0.9592
0.500 0.9580
0.382 0.9568
LOW 0.9531
0.618 0.9470
1.000 0.9433
1.618 0.9372
2.618 0.9274
4.250 0.9115
Fisher Pivots for day following 06-Jan-2014
Pivot 1 day 3 day
R1 0.9589 0.9582
PP 0.9585 0.9570
S1 0.9580 0.9558

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

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