CME Japanese Yen Future March 2014


Trading Metrics calculated at close of trading on 04-Mar-2014
Day Change Summary
Previous Current
03-Mar-2014 04-Mar-2014 Change Change % Previous Week
Open 0.9840 0.9859 0.0019 0.2% 0.9752
High 0.9882 0.9862 -0.0020 -0.2% 0.9848
Low 0.9840 0.9776 -0.0064 -0.7% 0.9740
Close 0.9859 0.9780 -0.0079 -0.8% 0.9825
Range 0.0042 0.0086 0.0044 104.8% 0.0108
ATR 0.0076 0.0077 0.0001 1.0% 0.0000
Volume 149,582 137,063 -12,519 -8.4% 649,920
Daily Pivots for day following 04-Mar-2014
Classic Woodie Camarilla DeMark
R4 1.0064 1.0008 0.9827
R3 0.9978 0.9922 0.9804
R2 0.9892 0.9892 0.9796
R1 0.9836 0.9836 0.9788 0.9821
PP 0.9806 0.9806 0.9806 0.9799
S1 0.9750 0.9750 0.9772 0.9735
S2 0.9720 0.9720 0.9764
S3 0.9634 0.9664 0.9756
S4 0.9548 0.9578 0.9733
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 0.9746 0.0136 1.4% 0.0064 0.7% 25% False False 148,082
10 0.9882 0.9725 0.0157 1.6% 0.0062 0.6% 35% False False 133,004
20 0.9927 0.9725 0.0202 2.1% 0.0073 0.7% 27% False False 144,275
40 0.9927 0.9490 0.0437 4.5% 0.0085 0.9% 66% False False 157,245
60 0.9927 0.9486 0.0441 4.5% 0.0081 0.8% 67% False False 130,577
80 1.0250 0.9486 0.0764 7.8% 0.0080 0.8% 38% False False 98,296
100 1.0318 0.9486 0.0832 8.5% 0.0075 0.8% 35% False False 78,657
120 1.0358 0.9486 0.0872 8.9% 0.0074 0.8% 34% False False 65,563
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 0.0008
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.0228
2.618 1.0087
1.618 1.0001
1.000 0.9948
0.618 0.9915
HIGH 0.9862
0.618 0.9829
0.500 0.9819
0.382 0.9809
LOW 0.9776
0.618 0.9723
1.000 0.9690
1.618 0.9637
2.618 0.9551
4.250 0.9411
Fisher Pivots for day following 04-Mar-2014
Pivot 1 day 3 day
R1 0.9819 0.9829
PP 0.9806 0.9813
S1 0.9793 0.9796

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

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