CME Japanese Yen Future December 2014


Trading Metrics calculated at close of trading on 28-Jul-2014
Day Change Summary
Previous Current
25-Jul-2014 28-Jul-2014 Change Change % Previous Week
Open 0.9836 0.9837 0.0001 0.0% 0.9882
High 0.9836 0.9837 0.0001 0.0% 0.9886
Low 0.9821 0.9826 0.0005 0.1% 0.9821
Close 0.9833 0.9826 -0.0007 -0.1% 0.9833
Range 0.0015 0.0011 -0.0004 -26.7% 0.0065
ATR 0.0028 0.0027 -0.0001 -4.3% 0.0000
Volume 353 338 -15 -4.2% 1,144
Daily Pivots for day following 28-Jul-2014
Classic Woodie Camarilla DeMark
R4 0.9863 0.9855 0.9832
R3 0.9852 0.9844 0.9829
R2 0.9841 0.9841 0.9828
R1 0.9833 0.9833 0.9827 0.9832
PP 0.9830 0.9830 0.9830 0.9829
S1 0.9822 0.9822 0.9825 0.9821
S2 0.9819 0.9819 0.9824
S3 0.9808 0.9811 0.9823
S4 0.9797 0.9800 0.9820
Weekly Pivots for week ending 25-Jul-2014
Classic Woodie Camarilla DeMark
R4 1.0042 1.0002 0.9869
R3 0.9977 0.9937 0.9851
R2 0.9912 0.9912 0.9845
R1 0.9872 0.9872 0.9839 0.9860
PP 0.9847 0.9847 0.9847 0.9840
S1 0.9807 0.9807 0.9827 0.9795
S2 0.9782 0.9782 0.9821
S3 0.9717 0.9742 0.9815
S4 0.9652 0.9677 0.9797
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9877 0.9821 0.0056 0.6% 0.0021 0.2% 9% False False 275
10 0.9900 0.9821 0.0079 0.8% 0.0021 0.2% 6% False False 185
20 0.9902 0.9791 0.0111 1.1% 0.0023 0.2% 32% False False 149
40 0.9902 0.9744 0.0158 1.6% 0.0024 0.2% 52% False False 108
60 0.9930 0.9735 0.0195 2.0% 0.0024 0.2% 47% False False 75
80 0.9930 0.9618 0.0312 3.2% 0.0022 0.2% 67% False False 57
100 0.9930 0.9618 0.0312 3.2% 0.0022 0.2% 67% False False 47
120 0.9930 0.9618 0.0312 3.2% 0.0019 0.2% 67% False False 39
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook True
Stretch 0.0004
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.9884
2.618 0.9866
1.618 0.9855
1.000 0.9848
0.618 0.9844
HIGH 0.9837
0.618 0.9833
0.500 0.9832
0.382 0.9830
LOW 0.9826
0.618 0.9819
1.000 0.9815
1.618 0.9808
2.618 0.9797
4.250 0.9779
Fisher Pivots for day following 28-Jul-2014
Pivot 1 day 3 day
R1 0.9832 0.9845
PP 0.9830 0.9839
S1 0.9828 0.9832

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

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