CME Japanese Yen Future March 2014


Trading Metrics calculated at close of trading on 03-Mar-2014
Day Change Summary
Previous Current
28-Feb-2014 03-Mar-2014 Change Change % Previous Week
Open 0.9787 0.9840 0.0053 0.5% 0.9752
High 0.9848 0.9882 0.0034 0.3% 0.9848
Low 0.9776 0.9840 0.0064 0.7% 0.9740
Close 0.9825 0.9859 0.0034 0.3% 0.9825
Range 0.0072 0.0042 -0.0030 -41.7% 0.0108
ATR 0.0077 0.0076 -0.0001 -1.9% 0.0000
Volume 169,384 149,582 -19,802 -11.7% 649,920
Daily Pivots for day following 03-Mar-2014
Classic Woodie Camarilla DeMark
R4 0.9986 0.9965 0.9882
R3 0.9944 0.9923 0.9871
R2 0.9902 0.9902 0.9867
R1 0.9881 0.9881 0.9863 0.9892
PP 0.9860 0.9860 0.9860 0.9866
S1 0.9839 0.9839 0.9855 0.9850
S2 0.9818 0.9818 0.9851
S3 0.9776 0.9797 0.9847
S4 0.9734 0.9755 0.9836
Weekly Pivots for week ending 28-Feb-2014
Classic Woodie Camarilla DeMark
R4 1.0128 1.0085 0.9884
R3 1.0020 0.9977 0.9855
R2 0.9912 0.9912 0.9845
R1 0.9869 0.9869 0.9835 0.9891
PP 0.9804 0.9804 0.9804 0.9815
S1 0.9761 0.9761 0.9815 0.9783
S2 0.9696 0.9696 0.9805
S3 0.9588 0.9653 0.9795
S4 0.9480 0.9545 0.9766
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9882 0.9744 0.0138 1.4% 0.0060 0.6% 83% True False 141,769
10 0.9882 0.9725 0.0157 1.6% 0.0067 0.7% 85% True False 139,647
20 0.9927 0.9725 0.0202 2.0% 0.0077 0.8% 66% False False 150,009
40 0.9927 0.9490 0.0437 4.4% 0.0084 0.9% 84% False False 156,147
60 0.9927 0.9486 0.0441 4.5% 0.0081 0.8% 85% False False 128,391
80 1.0250 0.9486 0.0764 7.7% 0.0079 0.8% 49% False False 96,584
100 1.0358 0.9486 0.0872 8.8% 0.0075 0.8% 43% False False 77,287
120 1.0358 0.9486 0.0872 8.8% 0.0074 0.7% 43% False False 64,421
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 1.0061
2.618 0.9992
1.618 0.9950
1.000 0.9924
0.618 0.9908
HIGH 0.9882
0.618 0.9866
0.500 0.9861
0.382 0.9856
LOW 0.9840
0.618 0.9814
1.000 0.9798
1.618 0.9772
2.618 0.9730
4.250 0.9662
Fisher Pivots for day following 03-Mar-2014
Pivot 1 day 3 day
R1 0.9861 0.9846
PP 0.9860 0.9834
S1 0.9860 0.9821

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

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