CME Japanese Yen Future March 2014


Trading Metrics calculated at close of trading on 30-Jan-2014
Day Change Summary
Previous Current
29-Jan-2014 30-Jan-2014 Change Change % Previous Week
Open 0.9673 0.9791 0.0118 1.2% 0.9591
High 0.9822 0.9804 -0.0018 -0.2% 0.9806
Low 0.9672 0.9721 0.0049 0.5% 0.9541
Close 0.9804 0.9738 -0.0066 -0.7% 0.9777
Range 0.0150 0.0083 -0.0067 -44.7% 0.0265
ATR 0.0090 0.0090 -0.0001 -0.6% 0.0000
Volume 244,854 187,276 -57,578 -23.5% 829,259
Daily Pivots for day following 30-Jan-2014
Classic Woodie Camarilla DeMark
R4 1.0003 0.9954 0.9784
R3 0.9920 0.9871 0.9761
R2 0.9837 0.9837 0.9753
R1 0.9788 0.9788 0.9746 0.9771
PP 0.9754 0.9754 0.9754 0.9746
S1 0.9705 0.9705 0.9730 0.9688
S2 0.9671 0.9671 0.9723
S3 0.9588 0.9622 0.9715
S4 0.9505 0.9539 0.9692
Weekly Pivots for week ending 24-Jan-2014
Classic Woodie Camarilla DeMark
R4 1.0503 1.0405 0.9923
R3 1.0238 1.0140 0.9850
R2 0.9973 0.9973 0.9826
R1 0.9875 0.9875 0.9801 0.9924
PP 0.9708 0.9708 0.9708 0.9733
S1 0.9610 0.9610 0.9753 0.9659
S2 0.9443 0.9443 0.9728
S3 0.9178 0.9345 0.9704
S4 0.8913 0.9080 0.9631
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9822 0.9656 0.0166 1.7% 0.0110 1.1% 49% False False 218,068
10 0.9822 0.9533 0.0289 3.0% 0.0097 1.0% 71% False False 182,211
20 0.9822 0.9486 0.0336 3.5% 0.0091 0.9% 75% False False 155,804
40 0.9845 0.9486 0.0359 3.7% 0.0084 0.9% 70% False False 112,305
60 1.0250 0.9486 0.0764 7.8% 0.0079 0.8% 33% False False 75,193
80 1.0358 0.9486 0.0872 9.0% 0.0074 0.8% 29% False False 56,420
100 1.0358 0.9486 0.0872 9.0% 0.0072 0.7% 29% False False 45,153
120 1.0398 0.9486 0.0912 9.4% 0.0064 0.7% 28% False False 37,628
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0021
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0157
2.618 1.0021
1.618 0.9938
1.000 0.9887
0.618 0.9855
HIGH 0.9804
0.618 0.9772
0.500 0.9763
0.382 0.9753
LOW 0.9721
0.618 0.9670
1.000 0.9638
1.618 0.9587
2.618 0.9504
4.250 0.9368
Fisher Pivots for day following 30-Jan-2014
Pivot 1 day 3 day
R1 0.9763 0.9747
PP 0.9754 0.9744
S1 0.9746 0.9741

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

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