CME Japanese Yen Future September 2014


Trading Metrics calculated at close of trading on 07-May-2014
Day Change Summary
Previous Current
06-May-2014 07-May-2014 Change Change % Previous Week
Open 0.9795 0.9850 0.0055 0.6% 0.9796
High 0.9860 0.9865 0.0005 0.1% 0.9808
Low 0.9795 0.9812 0.0017 0.2% 0.9700
Close 0.9853 0.9833 -0.0020 -0.2% 0.9790
Range 0.0065 0.0053 -0.0012 -18.5% 0.0108
ATR 0.0051 0.0051 0.0000 0.3% 0.0000
Volume 321 656 335 104.4% 975
Daily Pivots for day following 07-May-2014
Classic Woodie Camarilla DeMark
R4 0.9996 0.9967 0.9862
R3 0.9943 0.9914 0.9848
R2 0.9890 0.9890 0.9843
R1 0.9861 0.9861 0.9838 0.9849
PP 0.9837 0.9837 0.9837 0.9831
S1 0.9808 0.9808 0.9828 0.9796
S2 0.9784 0.9784 0.9823
S3 0.9731 0.9755 0.9818
S4 0.9678 0.9702 0.9804
Weekly Pivots for week ending 02-May-2014
Classic Woodie Camarilla DeMark
R4 1.0090 1.0048 0.9849
R3 0.9982 0.9940 0.9820
R2 0.9874 0.9874 0.9810
R1 0.9832 0.9832 0.9800 0.9799
PP 0.9766 0.9766 0.9766 0.9750
S1 0.9724 0.9724 0.9780 0.9691
S2 0.9658 0.9658 0.9770
S3 0.9550 0.9616 0.9760
S4 0.9442 0.9508 0.9731
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9865 0.9700 0.0165 1.7% 0.0054 0.5% 81% True False 433
10 0.9865 0.9700 0.0165 1.7% 0.0051 0.5% 81% True False 303
20 0.9875 0.9700 0.0175 1.8% 0.0045 0.5% 76% False False 246
40 0.9892 0.9595 0.0297 3.0% 0.0049 0.5% 80% False False 163
60 0.9892 0.9595 0.0297 3.0% 0.0042 0.4% 80% False False 111
80 0.9931 0.9575 0.0356 3.6% 0.0036 0.4% 72% False False 84
100 0.9931 0.9515 0.0416 4.2% 0.0030 0.3% 76% False False 67
120 1.0087 0.9515 0.0572 5.8% 0.0027 0.3% 56% False False 56
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0090
2.618 1.0004
1.618 0.9951
1.000 0.9918
0.618 0.9898
HIGH 0.9865
0.618 0.9845
0.500 0.9839
0.382 0.9832
LOW 0.9812
0.618 0.9779
1.000 0.9759
1.618 0.9726
2.618 0.9673
4.250 0.9587
Fisher Pivots for day following 07-May-2014
Pivot 1 day 3 day
R1 0.9839 0.9832
PP 0.9837 0.9831
S1 0.9835 0.9830

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

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