CME Japanese Yen Future September 2014


Trading Metrics calculated at close of trading on 14-May-2014
Day Change Summary
Previous Current
13-May-2014 14-May-2014 Change Change % Previous Week
Open 0.9795 0.9797 0.0002 0.0% 0.9794
High 0.9803 0.9836 0.0033 0.3% 0.9865
Low 0.9778 0.9791 0.0013 0.1% 0.9794
Close 0.9783 0.9833 0.0050 0.5% 0.9832
Range 0.0025 0.0045 0.0020 80.0% 0.0071
ATR 0.0047 0.0047 0.0000 1.0% 0.0000
Volume 93 215 122 131.2% 2,879
Daily Pivots for day following 14-May-2014
Classic Woodie Camarilla DeMark
R4 0.9955 0.9939 0.9858
R3 0.9910 0.9894 0.9845
R2 0.9865 0.9865 0.9841
R1 0.9849 0.9849 0.9837 0.9857
PP 0.9820 0.9820 0.9820 0.9824
S1 0.9804 0.9804 0.9829 0.9812
S2 0.9775 0.9775 0.9825
S3 0.9730 0.9759 0.9821
S4 0.9685 0.9714 0.9808
Weekly Pivots for week ending 09-May-2014
Classic Woodie Camarilla DeMark
R4 1.0043 1.0009 0.9871
R3 0.9972 0.9938 0.9852
R2 0.9901 0.9901 0.9845
R1 0.9867 0.9867 0.9839 0.9884
PP 0.9830 0.9830 0.9830 0.9839
S1 0.9796 0.9796 0.9825 0.9813
S2 0.9759 0.9759 0.9819
S3 0.9688 0.9725 0.9812
S4 0.9617 0.9654 0.9793
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9862 0.9778 0.0084 0.9% 0.0032 0.3% 65% False False 347
10 0.9865 0.9700 0.0165 1.7% 0.0043 0.4% 81% False False 390
20 0.9865 0.9700 0.0165 1.7% 0.0042 0.4% 81% False False 274
40 0.9875 0.9595 0.0280 2.8% 0.0047 0.5% 85% False False 204
60 0.9892 0.9595 0.0297 3.0% 0.0042 0.4% 80% False False 140
80 0.9931 0.9592 0.0339 3.4% 0.0038 0.4% 71% False False 105
100 0.9931 0.9515 0.0416 4.2% 0.0032 0.3% 76% False False 84
120 1.0012 0.9515 0.0497 5.1% 0.0028 0.3% 64% False False 71
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0027
2.618 0.9954
1.618 0.9909
1.000 0.9881
0.618 0.9864
HIGH 0.9836
0.618 0.9819
0.500 0.9814
0.382 0.9808
LOW 0.9791
0.618 0.9763
1.000 0.9746
1.618 0.9718
2.618 0.9673
4.250 0.9600
Fisher Pivots for day following 14-May-2014
Pivot 1 day 3 day
R1 0.9827 0.9824
PP 0.9820 0.9816
S1 0.9814 0.9807

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

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