CME Japanese Yen Future September 2014


Trading Metrics calculated at close of trading on 29-Jan-2014
Day Change Summary
Previous Current
28-Jan-2014 29-Jan-2014 Change Change % Previous Week
Open 0.9736 0.9683 -0.0053 -0.5% 0.9604
High 0.9736 0.9817 0.0081 0.8% 0.9791
Low 0.9736 0.9683 -0.0053 -0.5% 0.9592
Close 0.9736 0.9817 0.0081 0.8% 0.9791
Range 0.0000 0.0134 0.0134 0.0199
ATR 0.0042 0.0049 0.0007 15.4% 0.0000
Volume 2 2 0 0.0% 4
Daily Pivots for day following 29-Jan-2014
Classic Woodie Camarilla DeMark
R4 1.0174 1.0130 0.9891
R3 1.0040 0.9996 0.9854
R2 0.9906 0.9906 0.9842
R1 0.9862 0.9862 0.9829 0.9884
PP 0.9772 0.9772 0.9772 0.9784
S1 0.9728 0.9728 0.9805 0.9750
S2 0.9638 0.9638 0.9792
S3 0.9504 0.9594 0.9780
S4 0.9370 0.9460 0.9743
Weekly Pivots for week ending 24-Jan-2014
Classic Woodie Camarilla DeMark
R4 1.0322 1.0255 0.9900
R3 1.0123 1.0056 0.9846
R2 0.9924 0.9924 0.9827
R1 0.9857 0.9857 0.9809 0.9891
PP 0.9725 0.9725 0.9725 0.9741
S1 0.9658 0.9658 0.9773 0.9692
S2 0.9526 0.9526 0.9755
S3 0.9327 0.9459 0.9736
S4 0.9128 0.9260 0.9682
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9817 0.9683 0.0134 1.4% 0.0033 0.3% 100% True True 1
10 0.9817 0.9575 0.0242 2.5% 0.0019 0.2% 100% True False 1
20 0.9817 0.9515 0.0302 3.1% 0.0014 0.1% 100% True False 1
40 0.9853 0.9515 0.0338 3.4% 0.0013 0.1% 89% False False 1
60 1.0241 0.9515 0.0726 7.4% 0.0012 0.1% 42% False False 1
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 0.0000
Widest range in 66 trading days
Fibonacci Retracements and Extensions
4.250 1.0387
2.618 1.0168
1.618 1.0034
1.000 0.9951
0.618 0.9900
HIGH 0.9817
0.618 0.9766
0.500 0.9750
0.382 0.9734
LOW 0.9683
0.618 0.9600
1.000 0.9549
1.618 0.9466
2.618 0.9332
4.250 0.9114
Fisher Pivots for day following 29-Jan-2014
Pivot 1 day 3 day
R1 0.9795 0.9795
PP 0.9772 0.9772
S1 0.9750 0.9750

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

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