CME Japanese Yen Future December 2014


Trading Metrics calculated at close of trading on 24-Apr-2014
Day Change Summary
Previous Current
23-Apr-2014 24-Apr-2014 Change Change % Previous Week
Open 0.9779 0.9805 0.0026 0.3% 0.9830
High 0.9779 0.9805 0.0026 0.3% 0.9847
Low 0.9779 0.9787 0.0008 0.1% 0.9781
Close 0.9779 0.9787 0.0008 0.1% 0.9781
Range 0.0000 0.0018 0.0018 0.0066
ATR 0.0033 0.0032 0.0000 -1.5% 0.0000
Volume 1 1 0 0.0% 14
Daily Pivots for day following 24-Apr-2014
Classic Woodie Camarilla DeMark
R4 0.9847 0.9835 0.9797
R3 0.9829 0.9817 0.9792
R2 0.9811 0.9811 0.9790
R1 0.9799 0.9799 0.9789 0.9796
PP 0.9793 0.9793 0.9793 0.9792
S1 0.9781 0.9781 0.9785 0.9778
S2 0.9775 0.9775 0.9784
S3 0.9757 0.9763 0.9782
S4 0.9739 0.9745 0.9777
Weekly Pivots for week ending 18-Apr-2014
Classic Woodie Camarilla DeMark
R4 1.0001 0.9957 0.9817
R3 0.9935 0.9891 0.9799
R2 0.9869 0.9869 0.9793
R1 0.9825 0.9825 0.9787 0.9814
PP 0.9803 0.9803 0.9803 0.9798
S1 0.9759 0.9759 0.9775 0.9748
S2 0.9737 0.9737 0.9769
S3 0.9671 0.9693 0.9763
S4 0.9605 0.9627 0.9745
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9805 0.9758 0.0047 0.5% 0.0009 0.1% 62% True False 1
10 0.9872 0.9758 0.0114 1.2% 0.0008 0.1% 25% False False 2
20 0.9872 0.9618 0.0254 2.6% 0.0015 0.2% 67% False False 3
40 0.9892 0.9618 0.0274 2.8% 0.0017 0.2% 62% False False 4
60 0.9941 0.9618 0.0323 3.3% 0.0018 0.2% 52% False False 5
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.9882
2.618 0.9852
1.618 0.9834
1.000 0.9823
0.618 0.9816
HIGH 0.9805
0.618 0.9798
0.500 0.9796
0.382 0.9794
LOW 0.9787
0.618 0.9776
1.000 0.9769
1.618 0.9758
2.618 0.9740
4.250 0.9711
Fisher Pivots for day following 24-Apr-2014
Pivot 1 day 3 day
R1 0.9796 0.9785
PP 0.9793 0.9783
S1 0.9790 0.9782

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

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