CME Japanese Yen Future June 2014

Trading Metrics calculated at close of trading on 17-Dec-2013

Day Change Summary
	Previous	Current
	16-Dec-2013	17-Dec-2013	Change	Change %	Previous Week
Open	0.9733	0.9719	-0.0014	-0.1%	0.9709
High	0.9733	0.9758	0.0025	0.3%	0.9788
Low	0.9711	0.9719	0.0008	0.1%	0.9655
Close	0.9721	0.9751	0.0030	0.3%	0.9702
Range	0.0022	0.0039	0.0017	77.3%	0.0133
ATR	0.0052	0.0051	-0.0001	-1.8%	0.0000
Volume	17	365	348	2,047.1%	180

Daily Pivots for day following 17-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9860	0.9844	0.9772
R3	0.9821	0.9805	0.9762
R2	0.9782	0.9782	0.9758
R1	0.9766	0.9766	0.9755	0.9774
PP	0.9743	0.9743	0.9743	0.9747
S1	0.9727	0.9727	0.9747	0.9735
S2	0.9704	0.9704	0.9744
S3	0.9665	0.9688	0.9740
S4	0.9626	0.9649	0.9730

Weekly Pivots for week ending 13-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0114	1.0041	0.9775
R3	0.9981	0.9908	0.9739
R2	0.9848	0.9848	0.9726
R1	0.9775	0.9775	0.9714	0.9745
PP	0.9715	0.9715	0.9715	0.9700
S1	0.9642	0.9642	0.9690	0.9612
S2	0.9582	0.9582	0.9678
S3	0.9449	0.9509	0.9665
S4	0.9316	0.9376	0.9629

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9788	0.9655	0.0133	1.4%	0.0043	0.4%	72%	False	False	109
10	0.9846	0.9655	0.0191	2.0%	0.0050	0.5%	50%	False	False	58
20	1.0050	0.9655	0.0395	4.1%	0.0040	0.4%	24%	False	False	32
40	1.0293	0.9655	0.0638	6.5%	0.0024	0.2%	15%	False	False	17
60	1.0343	0.9655	0.0688	7.1%	0.0017	0.2%	14%	False	False	12
80	1.0343	0.9655	0.0688	7.1%	0.0014	0.1%	14%	False	False	11
100	1.0410	0.9655	0.0755	7.7%	0.0012	0.1%	13%	False	False	11

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	False
Stretch	0.0004
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9924
2.618	0.9860
1.618	0.9821
1.000	0.9797
0.618	0.9782
HIGH	0.9758
0.618	0.9743
0.500	0.9739
0.382	0.9734
LOW	0.9719
0.618	0.9695
1.000	0.9680
1.618	0.9656
2.618	0.9617
4.250	0.9553

Fisher Pivots for day following 17-Dec-2013
Pivot	1 day	3 day
R1	0.9747	0.9736
PP	0.9743	0.9721
S1	0.9739	0.9707

Download as Excel Spreadsheet

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

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