CME Japanese Yen Future June 2014

Trading Metrics calculated at close of trading on 13-Feb-2014

Day Change Summary
	Previous	Current
	12-Feb-2014	13-Feb-2014	Change	Change %	Previous Week
Open	0.9756	0.9759	0.0003	0.0%	0.9789
High	0.9788	0.9838	0.0050	0.5%	0.9930
Low	0.9749	0.9759	0.0010	0.1%	0.9758
Close	0.9765	0.9782	0.0017	0.2%	0.9782
Range	0.0039	0.0079	0.0040	102.6%	0.0172
ATR	0.0078	0.0078	0.0000	0.1%	0.0000
Volume	826	391	-435	-52.7%	1,271

Daily Pivots for day following 13-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0030	0.9985	0.9825
R3	0.9951	0.9906	0.9804
R2	0.9872	0.9872	0.9796
R1	0.9827	0.9827	0.9789	0.9850
PP	0.9793	0.9793	0.9793	0.9804
S1	0.9748	0.9748	0.9775	0.9771
S2	0.9714	0.9714	0.9768
S3	0.9635	0.9669	0.9760
S4	0.9556	0.9590	0.9739

Weekly Pivots for week ending 07-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0339	1.0233	0.9877
R3	1.0167	1.0061	0.9829
R2	0.9995	0.9995	0.9814
R1	0.9889	0.9889	0.9798	0.9856
PP	0.9823	0.9823	0.9823	0.9807
S1	0.9717	0.9717	0.9766	0.9684
S2	0.9651	0.9651	0.9750
S3	0.9479	0.9545	0.9735
S4	0.9307	0.9373	0.9687

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9862	0.9744	0.0118	1.2%	0.0067	0.7%	32%	False	False	441
10	0.9930	0.9739	0.0191	2.0%	0.0081	0.8%	23%	False	False	337
20	0.9930	0.9548	0.0382	3.9%	0.0084	0.9%	61%	False	False	289
40	0.9930	0.9495	0.0435	4.4%	0.0069	0.7%	66%	False	False	201
60	1.0050	0.9495	0.0555	5.7%	0.0059	0.6%	52%	False	False	138
80	1.0293	0.9495	0.0798	8.2%	0.0046	0.5%	36%	False	False	104
100	1.0343	0.9495	0.0848	8.7%	0.0038	0.4%	34%	False	False	84
120	1.0343	0.9495	0.0848	8.7%	0.0032	0.3%	34%	False	False	71

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.0174
2.618	1.0045
1.618	0.9966
1.000	0.9917
0.618	0.9887
HIGH	0.9838
0.618	0.9808
0.500	0.9799
0.382	0.9789
LOW	0.9759
0.618	0.9710
1.000	0.9680
1.618	0.9631
2.618	0.9552
4.250	0.9423

Fisher Pivots for day following 13-Feb-2014
Pivot	1 day	3 day
R1	0.9799	0.9791
PP	0.9793	0.9788
S1	0.9788	0.9785

Download as Excel Spreadsheet

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

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