CME Japanese Yen Future June 2014

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

Day Change Summary
	Previous	Current
	12-Jun-2014	13-Jun-2014	Change	Change %	Previous Week
Open	0.9804	0.9830	0.0026	0.3%	0.9751
High	0.9842	0.9837	-0.0005	-0.1%	0.9842
Low	0.9790	0.9791	0.0001	0.0%	0.9742
Close	0.9837	0.9803	-0.0034	-0.3%	0.9803
Range	0.0052	0.0046	-0.0006	-11.5%	0.0100
ATR	0.0046	0.0046	0.0000	0.0%	0.0000
Volume	146,785	46,084	-100,701	-68.6%	587,453

Daily Pivots for day following 13-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9948	0.9922	0.9828
R3	0.9902	0.9876	0.9816
R2	0.9856	0.9856	0.9811
R1	0.9830	0.9830	0.9807	0.9820
PP	0.9810	0.9810	0.9810	0.9806
S1	0.9784	0.9784	0.9799	0.9774
S2	0.9764	0.9764	0.9795
S3	0.9718	0.9738	0.9790
S4	0.9672	0.9692	0.9778

Weekly Pivots for week ending 13-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0096	1.0049	0.9858
R3	0.9996	0.9949	0.9831
R2	0.9896	0.9896	0.9821
R1	0.9849	0.9849	0.9812	0.9873
PP	0.9796	0.9796	0.9796	0.9807
S1	0.9749	0.9749	0.9794	0.9773
S2	0.9696	0.9696	0.9785
S3	0.9596	0.9649	0.9776
S4	0.9496	0.9549	0.9748

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9842	0.9742	0.0100	1.0%	0.0042	0.4%	61%	False	False	117,490
10	0.9842	0.9728	0.0114	1.2%	0.0044	0.4%	66%	False	False	120,828
20	0.9920	0.9728	0.0192	2.0%	0.0044	0.4%	39%	False	False	113,105
40	0.9920	0.9687	0.0233	2.4%	0.0047	0.5%	50%	False	False	108,233
60	0.9920	0.9598	0.0322	3.3%	0.0052	0.5%	64%	False	False	112,330
80	0.9920	0.9598	0.0322	3.3%	0.0057	0.6%	64%	False	False	95,548
100	0.9930	0.9548	0.0382	3.9%	0.0063	0.6%	67%	False	False	76,514
120	0.9930	0.9495	0.0435	4.4%	0.0061	0.6%	71%	False	False	63,779

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0033
2.618	0.9957
1.618	0.9911
1.000	0.9883
0.618	0.9865
HIGH	0.9837
0.618	0.9819
0.500	0.9814
0.382	0.9809
LOW	0.9791
0.618	0.9763
1.000	0.9745
1.618	0.9717
2.618	0.9671
4.250	0.9596

Fisher Pivots for day following 13-Jun-2014
Pivot	1 day	3 day
R1	0.9814	0.9804
PP	0.9810	0.9804
S1	0.9807	0.9803

Download as Excel Spreadsheet

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

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