CME Japanese Yen Future June 2014


Trading Metrics calculated at close of trading on 07-Nov-2013
Day Change Summary
Previous Current
06-Nov-2013 07-Nov-2013 Change Change % Previous Week
Open 1.0150 1.0130 -0.0020 -0.2% 1.0255
High 1.0150 1.0232 0.0082 0.8% 1.0255
Low 1.0149 1.0124 -0.0025 -0.2% 1.0141
Close 1.0149 1.0232 0.0083 0.8% 1.0141
Range 0.0001 0.0108 0.0107 10,700.0% 0.0114
ATR 0.0033 0.0038 0.0005 16.6% 0.0000
Volume 1 2 1 100.0% 13
Daily Pivots for day following 07-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.0520 1.0484 1.0291
R3 1.0412 1.0376 1.0262
R2 1.0304 1.0304 1.0252
R1 1.0268 1.0268 1.0242 1.0286
PP 1.0196 1.0196 1.0196 1.0205
S1 1.0160 1.0160 1.0222 1.0178
S2 1.0088 1.0088 1.0212
S3 0.9980 1.0052 1.0202
S4 0.9872 0.9944 1.0173
Weekly Pivots for week ending 01-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.0521 1.0445 1.0204
R3 1.0407 1.0331 1.0172
R2 1.0293 1.0293 1.0162
R1 1.0217 1.0217 1.0151 1.0198
PP 1.0179 1.0179 1.0179 1.0170
S1 1.0103 1.0103 1.0131 1.0084
S2 1.0065 1.0065 1.0120
S3 0.9951 0.9989 1.0110
S4 0.9837 0.9875 1.0078
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0232 1.0124 0.0108 1.1% 0.0022 0.2% 100% True True 1
10 1.0289 1.0124 0.0165 1.6% 0.0011 0.1% 65% False True 2
20 1.0293 1.0124 0.0169 1.7% 0.0006 0.1% 64% False True 2
40 1.0343 1.0086 0.0257 2.5% 0.0005 0.0% 57% False False 4
60 1.0343 0.9986 0.0357 3.5% 0.0005 0.1% 69% False False 5
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 0.0001
Widest range in 74 trading days
Fibonacci Retracements and Extensions
4.250 1.0691
2.618 1.0515
1.618 1.0407
1.000 1.0340
0.618 1.0299
HIGH 1.0232
0.618 1.0191
0.500 1.0178
0.382 1.0165
LOW 1.0124
0.618 1.0057
1.000 1.0016
1.618 0.9949
2.618 0.9841
4.250 0.9665
Fisher Pivots for day following 07-Nov-2013
Pivot 1 day 3 day
R1 1.0214 1.0214
PP 1.0196 1.0196
S1 1.0178 1.0178

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

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