CME Japanese Yen Future September 2014


Trading Metrics calculated at close of trading on 27-Dec-2013
Day Change Summary
Previous Current
26-Dec-2013 27-Dec-2013 Change Change % Previous Week
Open 0.9555 0.9554 -0.0001 0.0% 0.9623
High 0.9566 0.9554 -0.0012 -0.1% 0.9634
Low 0.9555 0.9528 -0.0027 -0.3% 0.9528
Close 0.9566 0.9528 -0.0038 -0.4% 0.9528
Range 0.0011 0.0026 0.0015 136.4% 0.0106
ATR 0.0042 0.0041 0.0000 -0.6% 0.0000
Volume 3 1 -2 -66.7% 8
Daily Pivots for day following 27-Dec-2013
Classic Woodie Camarilla DeMark
R4 0.9615 0.9597 0.9542
R3 0.9589 0.9571 0.9535
R2 0.9563 0.9563 0.9533
R1 0.9545 0.9545 0.9530 0.9541
PP 0.9537 0.9537 0.9537 0.9535
S1 0.9519 0.9519 0.9526 0.9515
S2 0.9511 0.9511 0.9523
S3 0.9485 0.9493 0.9521
S4 0.9459 0.9467 0.9514
Weekly Pivots for week ending 27-Dec-2013
Classic Woodie Camarilla DeMark
R4 0.9881 0.9811 0.9586
R3 0.9775 0.9705 0.9557
R2 0.9669 0.9669 0.9547
R1 0.9599 0.9599 0.9538 0.9581
PP 0.9563 0.9563 0.9563 0.9555
S1 0.9493 0.9493 0.9518 0.9475
S2 0.9457 0.9457 0.9509
S3 0.9351 0.9387 0.9499
S4 0.9245 0.9281 0.9470
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9634 0.9528 0.0106 1.1% 0.0010 0.1% 0% False True 2
10 0.9758 0.9528 0.0230 2.4% 0.0007 0.1% 0% False True 3
20 0.9853 0.9528 0.0325 3.4% 0.0013 0.1% 0% False True 2
40 1.0241 0.9528 0.0713 7.5% 0.0011 0.1% 0% False True 2
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 11 trading days
Fibonacci Retracements and Extensions
4.250 0.9665
2.618 0.9622
1.618 0.9596
1.000 0.9580
0.618 0.9570
HIGH 0.9554
0.618 0.9544
0.500 0.9541
0.382 0.9538
LOW 0.9528
0.618 0.9512
1.000 0.9502
1.618 0.9486
2.618 0.9460
4.250 0.9418
Fisher Pivots for day following 27-Dec-2013
Pivot 1 day 3 day
R1 0.9541 0.9568
PP 0.9537 0.9555
S1 0.9532 0.9541

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

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