CME Japanese Yen Future March 2014


Trading Metrics calculated at close of trading on 10-Jan-2014
Day Change Summary
Previous Current
09-Jan-2014 10-Jan-2014 Change Change % Previous Week
Open 0.9539 0.9541 0.0002 0.0% 0.9540
High 0.9565 0.9635 0.0070 0.7% 0.9635
Low 0.9521 0.9490 -0.0031 -0.3% 0.9490
Close 0.9549 0.9615 0.0066 0.7% 0.9615
Range 0.0044 0.0145 0.0101 229.5% 0.0145
ATR 0.0068 0.0074 0.0005 8.0% 0.0000
Volume 103,058 198,524 95,466 92.6% 693,523
Daily Pivots for day following 10-Jan-2014
Classic Woodie Camarilla DeMark
R4 1.0015 0.9960 0.9695
R3 0.9870 0.9815 0.9655
R2 0.9725 0.9725 0.9642
R1 0.9670 0.9670 0.9628 0.9698
PP 0.9580 0.9580 0.9580 0.9594
S1 0.9525 0.9525 0.9602 0.9553
S2 0.9435 0.9435 0.9588
S3 0.9290 0.9380 0.9575
S4 0.9145 0.9235 0.9535
Weekly Pivots for week ending 10-Jan-2014
Classic Woodie Camarilla DeMark
R4 1.0015 0.9960 0.9695
R3 0.9870 0.9815 0.9655
R2 0.9725 0.9725 0.9642
R1 0.9670 0.9670 0.9628 0.9698
PP 0.9580 0.9580 0.9580 0.9594
S1 0.9525 0.9525 0.9602 0.9553
S2 0.9435 0.9435 0.9588
S3 0.9290 0.9380 0.9575
S4 0.9145 0.9235 0.9535
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9635 0.9490 0.0145 1.5% 0.0079 0.8% 86% True True 138,704
10 0.9635 0.9486 0.0149 1.5% 0.0069 0.7% 87% True False 103,803
20 0.9793 0.9486 0.0307 3.2% 0.0074 0.8% 42% False False 101,547
40 1.0106 0.9486 0.0620 6.4% 0.0074 0.8% 21% False False 56,635
60 1.0318 0.9486 0.0832 8.7% 0.0070 0.7% 16% False False 37,809
80 1.0358 0.9486 0.0872 9.1% 0.0071 0.7% 15% False False 28,389
100 1.0358 0.9486 0.0872 9.1% 0.0063 0.7% 15% False False 22,713
120 1.0398 0.9486 0.0912 9.5% 0.0054 0.6% 14% False False 18,928
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 False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 1.0251
2.618 1.0015
1.618 0.9870
1.000 0.9780
0.618 0.9725
HIGH 0.9635
0.618 0.9580
0.500 0.9563
0.382 0.9545
LOW 0.9490
0.618 0.9400
1.000 0.9345
1.618 0.9255
2.618 0.9110
4.250 0.8874
Fisher Pivots for day following 10-Jan-2014
Pivot 1 day 3 day
R1 0.9598 0.9598
PP 0.9580 0.9580
S1 0.9563 0.9563

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

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