CME Japanese Yen Future December 2014


Trading Metrics calculated at close of trading on 21-May-2014
Day Change Summary
Previous Current
20-May-2014 21-May-2014 Change Change % Previous Week
Open 0.9857 0.9879 0.0022 0.2% 0.9806
High 0.9889 0.9930 0.0041 0.4% 0.9891
Low 0.9856 0.9876 0.0020 0.2% 0.9790
Close 0.9889 0.9876 -0.0013 -0.1% 0.9867
Range 0.0033 0.0054 0.0021 63.6% 0.0101
ATR 0.0034 0.0035 0.0001 4.3% 0.0000
Volume 3 6 3 100.0% 64
Daily Pivots for day following 21-May-2014
Classic Woodie Camarilla DeMark
R4 1.0056 1.0020 0.9906
R3 1.0002 0.9966 0.9891
R2 0.9948 0.9948 0.9886
R1 0.9912 0.9912 0.9881 0.9903
PP 0.9894 0.9894 0.9894 0.9890
S1 0.9858 0.9858 0.9871 0.9849
S2 0.9840 0.9840 0.9866
S3 0.9786 0.9804 0.9861
S4 0.9732 0.9750 0.9846
Weekly Pivots for week ending 16-May-2014
Classic Woodie Camarilla DeMark
R4 1.0152 1.0111 0.9923
R3 1.0051 1.0010 0.9895
R2 0.9950 0.9950 0.9886
R1 0.9909 0.9909 0.9876 0.9930
PP 0.9849 0.9849 0.9849 0.9860
S1 0.9808 0.9808 0.9858 0.9829
S2 0.9748 0.9748 0.9848
S3 0.9647 0.9707 0.9839
S4 0.9546 0.9606 0.9811
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9930 0.9839 0.0091 0.9% 0.0033 0.3% 41% True False 17
10 0.9930 0.9790 0.0140 1.4% 0.0022 0.2% 61% True False 11
20 0.9930 0.9735 0.0195 2.0% 0.0022 0.2% 72% True False 7
40 0.9930 0.9618 0.0312 3.2% 0.0018 0.2% 83% True False 5
60 0.9930 0.9618 0.0312 3.2% 0.0019 0.2% 83% True 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 13 trading days
Fibonacci Retracements and Extensions
4.250 1.0160
2.618 1.0071
1.618 1.0017
1.000 0.9984
0.618 0.9963
HIGH 0.9930
0.618 0.9909
0.500 0.9903
0.382 0.9897
LOW 0.9876
0.618 0.9843
1.000 0.9822
1.618 0.9789
2.618 0.9735
4.250 0.9647
Fisher Pivots for day following 21-May-2014
Pivot 1 day 3 day
R1 0.9903 0.9893
PP 0.9894 0.9887
S1 0.9885 0.9882

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

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