CME Japanese Yen Future September 2014


Trading Metrics calculated at close of trading on 11-Feb-2014
Day Change Summary
Previous Current
10-Feb-2014 11-Feb-2014 Change Change % Previous Week
Open 0.9797 0.9770 -0.0027 -0.3% 0.9900
High 0.9797 0.9770 -0.0027 -0.3% 0.9931
Low 0.9797 0.9756 -0.0041 -0.4% 0.9788
Close 0.9797 0.9756 -0.0041 -0.4% 0.9788
Range 0.0000 0.0014 0.0014 0.0143
ATR 0.0051 0.0051 -0.0001 -1.4% 0.0000
Volume 4 4 0 0.0% 13
Daily Pivots for day following 11-Feb-2014
Classic Woodie Camarilla DeMark
R4 0.9803 0.9793 0.9764
R3 0.9789 0.9779 0.9760
R2 0.9775 0.9775 0.9759
R1 0.9765 0.9765 0.9757 0.9763
PP 0.9761 0.9761 0.9761 0.9760
S1 0.9751 0.9751 0.9755 0.9749
S2 0.9747 0.9747 0.9753
S3 0.9733 0.9737 0.9752
S4 0.9719 0.9723 0.9748
Weekly Pivots for week ending 07-Feb-2014
Classic Woodie Camarilla DeMark
R4 1.0265 1.0169 0.9867
R3 1.0122 1.0026 0.9827
R2 0.9979 0.9979 0.9814
R1 0.9883 0.9883 0.9801 0.9860
PP 0.9836 0.9836 0.9836 0.9824
S1 0.9740 0.9740 0.9775 0.9717
S2 0.9693 0.9693 0.9762
S3 0.9550 0.9597 0.9749
S4 0.9407 0.9454 0.9709
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9885 0.9756 0.0129 1.3% 0.0019 0.2% 0% False True 3
10 0.9931 0.9683 0.0248 2.5% 0.0030 0.3% 29% False False 2
20 0.9931 0.9575 0.0356 3.6% 0.0018 0.2% 51% False False 1
40 0.9931 0.9515 0.0416 4.3% 0.0013 0.1% 58% False False 1
60 1.0018 0.9515 0.0503 5.2% 0.0012 0.1% 48% 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 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9830
2.618 0.9807
1.618 0.9793
1.000 0.9784
0.618 0.9779
HIGH 0.9770
0.618 0.9765
0.500 0.9763
0.382 0.9761
LOW 0.9756
0.618 0.9747
1.000 0.9742
1.618 0.9733
2.618 0.9719
4.250 0.9697
Fisher Pivots for day following 11-Feb-2014
Pivot 1 day 3 day
R1 0.9763 0.9783
PP 0.9761 0.9774
S1 0.9758 0.9765

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

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