CME Japanese Yen Future June 2014

Trading Metrics calculated at close of trading on 08-Apr-2014

Day Change Summary
	Previous	Current
	07-Apr-2014	08-Apr-2014	Change	Change %	Previous Week
Open	0.9681	0.9706	0.0025	0.3%	0.9725
High	0.9713	0.9852	0.0139	1.4%	0.9732
Low	0.9675	0.9701	0.0026	0.3%	0.9598
Close	0.9700	0.9842	0.0142	1.5%	0.9689
Range	0.0038	0.0151	0.0113	297.4%	0.0134
ATR	0.0064	0.0071	0.0006	9.8%	0.0000
Volume	100,584	205,262	104,678	104.1%	577,391

Daily Pivots for day following 08-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0251	1.0198	0.9925
R3	1.0100	1.0047	0.9884
R2	0.9949	0.9949	0.9870
R1	0.9896	0.9896	0.9856	0.9923
PP	0.9798	0.9798	0.9798	0.9812
S1	0.9745	0.9745	0.9828	0.9772
S2	0.9647	0.9647	0.9814
S3	0.9496	0.9594	0.9800
S4	0.9345	0.9443	0.9759

Weekly Pivots for week ending 04-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0075	1.0016	0.9763
R3	0.9941	0.9882	0.9726
R2	0.9807	0.9807	0.9714
R1	0.9748	0.9748	0.9701	0.9711
PP	0.9673	0.9673	0.9673	0.9654
S1	0.9614	0.9614	0.9677	0.9577
S2	0.9539	0.9539	0.9664
S3	0.9405	0.9480	0.9652
S4	0.9271	0.9346	0.9615

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9852	0.9598	0.0254	2.6%	0.0072	0.7%	96%	True	False	129,553
10	0.9852	0.9598	0.0254	2.6%	0.0071	0.7%	96%	True	False	126,987
20	0.9886	0.9598	0.0288	2.9%	0.0069	0.7%	85%	False	False	123,651
40	0.9889	0.9598	0.0291	3.0%	0.0069	0.7%	84%	False	False	64,673
60	0.9930	0.9548	0.0382	3.9%	0.0075	0.8%	77%	False	False	43,197
80	0.9930	0.9495	0.0435	4.4%	0.0068	0.7%	80%	False	False	32,421
100	1.0078	0.9495	0.0583	5.9%	0.0061	0.6%	60%	False	False	25,938
120	1.0293	0.9495	0.0798	8.1%	0.0052	0.5%	43%	False	False	21,616

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	0.0016
Widest range in 52 trading days

Fibonacci Retracements and Extensions
4.250	1.0494
2.618	1.0247
1.618	1.0096
1.000	1.0003
0.618	0.9945
HIGH	0.9852
0.618	0.9794
0.500	0.9777
0.382	0.9759
LOW	0.9701
0.618	0.9608
1.000	0.9550
1.618	0.9457
2.618	0.9306
4.250	0.9059

Fisher Pivots for day following 08-Apr-2014
Pivot	1 day	3 day
R1	0.9820	0.9803
PP	0.9798	0.9765
S1	0.9777	0.9726

Download as Excel Spreadsheet

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

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