CME Japanese Yen Future September 2014


Trading Metrics calculated at close of trading on 03-Feb-2014
Day Change Summary
Previous Current
31-Jan-2014 03-Feb-2014 Change Change % Previous Week
Open 0.9772 0.9900 0.0128 1.3% 0.9746
High 0.9788 0.9931 0.0143 1.5% 0.9817
Low 0.9770 0.9900 0.0130 1.3% 0.9683
Close 0.9788 0.9931 0.0143 1.5% 0.9788
Range 0.0018 0.0031 0.0013 72.2% 0.0134
ATR 0.0049 0.0056 0.0007 13.6% 0.0000
Volume 1 5 4 400.0% 8
Daily Pivots for day following 03-Feb-2014
Classic Woodie Camarilla DeMark
R4 1.0014 1.0003 0.9948
R3 0.9983 0.9972 0.9940
R2 0.9952 0.9952 0.9937
R1 0.9941 0.9941 0.9934 0.9947
PP 0.9921 0.9921 0.9921 0.9923
S1 0.9910 0.9910 0.9928 0.9916
S2 0.9890 0.9890 0.9925
S3 0.9859 0.9879 0.9922
S4 0.9828 0.9848 0.9914
Weekly Pivots for week ending 31-Jan-2014
Classic Woodie Camarilla DeMark
R4 1.0165 1.0110 0.9862
R3 1.0031 0.9976 0.9825
R2 0.9897 0.9897 0.9813
R1 0.9842 0.9842 0.9800 0.9870
PP 0.9763 0.9763 0.9763 0.9776
S1 0.9708 0.9708 0.9776 0.9736
S2 0.9629 0.9629 0.9763
S3 0.9495 0.9574 0.9751
S4 0.9361 0.9440 0.9714
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9931 0.9683 0.0248 2.5% 0.0037 0.4% 100% True False 2
10 0.9931 0.9592 0.0339 3.4% 0.0021 0.2% 100% True False 1
20 0.9931 0.9555 0.0376 3.8% 0.0015 0.2% 100% True False 1
40 0.9931 0.9515 0.0416 4.2% 0.0013 0.1% 100% True False 1
60 1.0241 0.9515 0.0726 7.3% 0.0013 0.1% 57% False False 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
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 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0063
2.618 1.0012
1.618 0.9981
1.000 0.9962
0.618 0.9950
HIGH 0.9931
0.618 0.9919
0.500 0.9916
0.382 0.9912
LOW 0.9900
0.618 0.9881
1.000 0.9869
1.618 0.9850
2.618 0.9819
4.250 0.9768
Fisher Pivots for day following 03-Feb-2014
Pivot 1 day 3 day
R1 0.9926 0.9901
PP 0.9921 0.9871
S1 0.9916 0.9841

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

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