CME Japanese Yen Future September 2014


Trading Metrics calculated at close of trading on 21-Jul-2014
Day Change Summary
Previous Current
18-Jul-2014 21-Jul-2014 Change Change % Previous Week
Open 0.9889 0.9871 -0.0018 -0.2% 0.9873
High 0.9896 0.9887 -0.0009 -0.1% 0.9896
Low 0.9861 0.9865 0.0004 0.0% 0.9827
Close 0.9870 0.9868 -0.0002 0.0% 0.9870
Range 0.0035 0.0022 -0.0013 -37.1% 0.0069
ATR 0.0041 0.0040 -0.0001 -3.3% 0.0000
Volume 97,354 57,437 -39,917 -41.0% 455,900
Daily Pivots for day following 21-Jul-2014
Classic Woodie Camarilla DeMark
R4 0.9939 0.9926 0.9880
R3 0.9917 0.9904 0.9874
R2 0.9895 0.9895 0.9872
R1 0.9882 0.9882 0.9870 0.9878
PP 0.9873 0.9873 0.9873 0.9871
S1 0.9860 0.9860 0.9866 0.9856
S2 0.9851 0.9851 0.9864
S3 0.9829 0.9838 0.9862
S4 0.9807 0.9816 0.9856
Weekly Pivots for week ending 18-Jul-2014
Classic Woodie Camarilla DeMark
R4 1.0071 1.0040 0.9908
R3 1.0002 0.9971 0.9889
R2 0.9933 0.9933 0.9883
R1 0.9902 0.9902 0.9876 0.9883
PP 0.9864 0.9864 0.9864 0.9855
S1 0.9833 0.9833 0.9864 0.9814
S2 0.9795 0.9795 0.9857
S3 0.9726 0.9764 0.9851
S4 0.9657 0.9695 0.9832
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9896 0.9827 0.0069 0.7% 0.0032 0.3% 59% False False 89,116
10 0.9899 0.9819 0.0080 0.8% 0.0035 0.4% 61% False False 88,534
20 0.9956 0.9768 0.0188 1.9% 0.0042 0.4% 53% False False 93,370
40 0.9956 0.9734 0.0222 2.2% 0.0042 0.4% 60% False False 67,216
60 0.9956 0.9700 0.0256 2.6% 0.0043 0.4% 66% False False 44,935
80 0.9956 0.9595 0.0361 3.7% 0.0045 0.5% 76% False False 33,741
100 0.9956 0.9595 0.0361 3.7% 0.0043 0.4% 76% False False 26,999
120 0.9956 0.9595 0.0361 3.7% 0.0041 0.4% 76% False False 22,499
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0005
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9981
2.618 0.9945
1.618 0.9923
1.000 0.9909
0.618 0.9901
HIGH 0.9887
0.618 0.9879
0.500 0.9876
0.382 0.9873
LOW 0.9865
0.618 0.9851
1.000 0.9843
1.618 0.9829
2.618 0.9807
4.250 0.9772
Fisher Pivots for day following 21-Jul-2014
Pivot 1 day 3 day
R1 0.9876 0.9867
PP 0.9873 0.9867
S1 0.9871 0.9866

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

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