CME Japanese Yen Future June 2014


Trading Metrics calculated at close of trading on 28-Aug-2013
Day Change Summary
Previous Current
27-Aug-2013 28-Aug-2013 Change Change % Previous Week
Open 1.0326 1.0300 -0.0026 -0.3% 1.0275
High 1.0326 1.0300 -0.0026 -0.3% 1.0311
Low 1.0326 1.0261 -0.0065 -0.6% 1.0162
Close 1.0326 1.0261 -0.0065 -0.6% 1.0162
Range 0.0000 0.0039 0.0039 0.0149
ATR 0.0056 0.0057 0.0001 1.2% 0.0000
Volume 13 13 0 0.0% 65
Daily Pivots for day following 28-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.0391 1.0365 1.0282
R3 1.0352 1.0326 1.0272
R2 1.0313 1.0313 1.0268
R1 1.0287 1.0287 1.0265 1.0281
PP 1.0274 1.0274 1.0274 1.0271
S1 1.0248 1.0248 1.0257 1.0242
S2 1.0235 1.0235 1.0254
S3 1.0196 1.0209 1.0250
S4 1.0157 1.0170 1.0240
Weekly Pivots for week ending 23-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.0659 1.0559 1.0244
R3 1.0510 1.0410 1.0203
R2 1.0361 1.0361 1.0189
R1 1.0261 1.0261 1.0176 1.0237
PP 1.0212 1.0212 1.0212 1.0199
S1 1.0112 1.0112 1.0148 1.0088
S2 1.0063 1.0063 1.0135
S3 0.9914 0.9963 1.0121
S4 0.9765 0.9814 1.0080
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0326 1.0162 0.0164 1.6% 0.0008 0.1% 60% False False 13
10 1.0326 1.0162 0.0164 1.6% 0.0004 0.0% 60% False False 13
20 1.0410 1.0078 0.0332 3.2% 0.0002 0.0% 55% False False 13
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 0.0000
Widest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 1.0466
2.618 1.0402
1.618 1.0363
1.000 1.0339
0.618 1.0324
HIGH 1.0300
0.618 1.0285
0.500 1.0281
0.382 1.0276
LOW 1.0261
0.618 1.0237
1.000 1.0222
1.618 1.0198
2.618 1.0159
4.250 1.0095
Fisher Pivots for day following 28-Aug-2013
Pivot 1 day 3 day
R1 1.0281 1.0256
PP 1.0274 1.0250
S1 1.0268 1.0245

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

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