CME Japanese Yen Future June 2014

Trading Metrics calculated at close of trading on 14-May-2014

Day Change Summary
	Previous	Current
	13-May-2014	14-May-2014	Change	Change %	Previous Week
Open	0.9791	0.9780	-0.0011	-0.1%	0.9783
High	0.9800	0.9833	0.0033	0.3%	0.9861
Low	0.9771	0.9777	0.0006	0.1%	0.9782
Close	0.9777	0.9827	0.0050	0.5%	0.9826
Range	0.0029	0.0056	0.0027	93.1%	0.0079
ATR	0.0052	0.0053	0.0000	0.5%	0.0000
Volume	93,645	102,270	8,625	9.2%	517,364

Daily Pivots for day following 14-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9980	0.9960	0.9858
R3	0.9924	0.9904	0.9842
R2	0.9868	0.9868	0.9837
R1	0.9848	0.9848	0.9832	0.9858
PP	0.9812	0.9812	0.9812	0.9818
S1	0.9792	0.9792	0.9822	0.9802
S2	0.9756	0.9756	0.9817
S3	0.9700	0.9736	0.9812
S4	0.9644	0.9680	0.9796

Weekly Pivots for week ending 09-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0060	1.0022	0.9869
R3	0.9981	0.9943	0.9848
R2	0.9902	0.9902	0.9840
R1	0.9864	0.9864	0.9833	0.9883
PP	0.9823	0.9823	0.9823	0.9833
S1	0.9785	0.9785	0.9819	0.9804
S2	0.9744	0.9744	0.9812
S3	0.9665	0.9706	0.9804
S4	0.9586	0.9627	0.9783

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9858	0.9771	0.0087	0.9%	0.0041	0.4%	64%	False	False	95,444
10	0.9861	0.9687	0.0174	1.8%	0.0050	0.5%	80%	False	False	103,050
20	0.9861	0.9687	0.0174	1.8%	0.0049	0.5%	80%	False	False	98,808
40	0.9877	0.9598	0.0279	2.8%	0.0057	0.6%	82%	False	False	110,875
60	0.9889	0.9598	0.0291	3.0%	0.0061	0.6%	79%	False	False	86,601
80	0.9930	0.9548	0.0382	3.9%	0.0068	0.7%	73%	False	False	65,031
100	0.9930	0.9495	0.0435	4.4%	0.0064	0.7%	76%	False	False	52,045
120	1.0005	0.9495	0.0510	5.2%	0.0061	0.6%	65%	False	False	43,377

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.0071
2.618	0.9980
1.618	0.9924
1.000	0.9889
0.618	0.9868
HIGH	0.9833
0.618	0.9812
0.500	0.9805
0.382	0.9798
LOW	0.9777
0.618	0.9742
1.000	0.9721
1.618	0.9686
2.618	0.9630
4.250	0.9539

Fisher Pivots for day following 14-May-2014
Pivot	1 day	3 day
R1	0.9820	0.9819
PP	0.9812	0.9810
S1	0.9805	0.9802

Download as Excel Spreadsheet

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

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