CME Japanese Yen Future June 2014

Trading Metrics calculated at close of trading on 20-Mar-2014

Day Change Summary
	Previous	Current
	19-Mar-2014	20-Mar-2014	Change	Change %	Previous Week
Open	0.9863	0.9769	-0.0094	-1.0%	0.9699
High	0.9877	0.9788	-0.0089	-0.9%	0.9886
Low	0.9742	0.9756	0.0014	0.1%	0.9673
Close	0.9761	0.9764	0.0003	0.0%	0.9879
Range	0.0135	0.0032	-0.0103	-76.3%	0.0213
ATR	0.0077	0.0073	-0.0003	-4.2%	0.0000
Volume	144,170	112,741	-31,429	-21.8%	482,980

Daily Pivots for day following 20-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9865	0.9847	0.9782
R3	0.9833	0.9815	0.9773
R2	0.9801	0.9801	0.9770
R1	0.9783	0.9783	0.9767	0.9776
PP	0.9769	0.9769	0.9769	0.9766
S1	0.9751	0.9751	0.9761	0.9744
S2	0.9737	0.9737	0.9758
S3	0.9705	0.9719	0.9755
S4	0.9673	0.9687	0.9746

Weekly Pivots for week ending 14-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0452	1.0378	0.9996
R3	1.0239	1.0165	0.9938
R2	1.0026	1.0026	0.9918
R1	0.9952	0.9952	0.9899	0.9989
PP	0.9813	0.9813	0.9813	0.9831
S1	0.9739	0.9739	0.9859	0.9776
S2	0.9600	0.9600	0.9840
S3	0.9387	0.9526	0.9820
S4	0.9174	0.9313	0.9762

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9886	0.9742	0.0144	1.5%	0.0071	0.7%	15%	False	False	138,825
10	0.9886	0.9641	0.0245	2.5%	0.0072	0.7%	50%	False	False	98,467
20	0.9889	0.9641	0.0248	2.5%	0.0069	0.7%	50%	False	False	50,814
40	0.9930	0.9548	0.0382	3.9%	0.0080	0.8%	57%	False	False	25,606
60	0.9930	0.9495	0.0435	4.5%	0.0070	0.7%	62%	False	False	17,103
80	0.9930	0.9495	0.0435	4.5%	0.0064	0.7%	62%	False	False	12,839
100	1.0289	0.9495	0.0794	8.1%	0.0054	0.6%	34%	False	False	10,271
120	1.0343	0.9495	0.0848	8.7%	0.0046	0.5%	32%	False	False	8,560

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Narrowest range in 42 trading days

Fibonacci Retracements and Extensions
4.250	0.9924
2.618	0.9872
1.618	0.9840
1.000	0.9820
0.618	0.9808
HIGH	0.9788
0.618	0.9776
0.500	0.9772
0.382	0.9768
LOW	0.9756
0.618	0.9736
1.000	0.9724
1.618	0.9704
2.618	0.9672
4.250	0.9620

Fisher Pivots for day following 20-Mar-2014
Pivot	1 day	3 day
R1	0.9772	0.9812
PP	0.9769	0.9796
S1	0.9767	0.9780

Download as Excel Spreadsheet

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

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