CME Japanese Yen Future December 2014

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

Day Change Summary
	Previous	Current
	19-Jun-2014	20-Jun-2014	Change	Change %	Previous Week
Open	0.9818	0.9814	-0.0004	0.0%	0.9832
High	0.9829	0.9814	-0.0015	-0.2%	0.9832
Low	0.9818	0.9802	-0.0016	-0.2%	0.9788
Close	0.9822	0.9805	-0.0017	-0.2%	0.9805
Range	0.0011	0.0012	0.0001	9.1%	0.0044
ATR	0.0031	0.0030	-0.0001	-2.5%	0.0000
Volume	18	23	5	27.8%	83

Daily Pivots for day following 20-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9843	0.9836	0.9812
R3	0.9831	0.9824	0.9808
R2	0.9819	0.9819	0.9807
R1	0.9812	0.9812	0.9806	0.9810
PP	0.9807	0.9807	0.9807	0.9806
S1	0.9800	0.9800	0.9804	0.9798
S2	0.9795	0.9795	0.9803
S3	0.9783	0.9788	0.9802
S4	0.9771	0.9776	0.9798

Weekly Pivots for week ending 20-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9940	0.9917	0.9829
R3	0.9896	0.9873	0.9817
R2	0.9852	0.9852	0.9813
R1	0.9829	0.9829	0.9809	0.9819
PP	0.9808	0.9808	0.9808	0.9803
S1	0.9785	0.9785	0.9801	0.9775
S2	0.9764	0.9764	0.9797
S3	0.9720	0.9741	0.9793
S4	0.9676	0.9697	0.9781

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9832	0.9788	0.0044	0.4%	0.0010	0.1%	39%	False	False	16
10	0.9848	0.9765	0.0083	0.8%	0.0016	0.2%	48%	False	False	25
20	0.9863	0.9744	0.0119	1.2%	0.0020	0.2%	51%	False	False	22
40	0.9930	0.9735	0.0195	2.0%	0.0022	0.2%	36%	False	False	15
60	0.9930	0.9618	0.0312	3.2%	0.0020	0.2%	60%	False	False	11
80	0.9930	0.9618	0.0312	3.2%	0.0019	0.2%	60%	False	False	9
100	0.9941	0.9618	0.0323	3.3%	0.0019	0.2%	58%	False	False	9

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
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	0.0002
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9865
2.618	0.9845
1.618	0.9833
1.000	0.9826
0.618	0.9821
HIGH	0.9814
0.618	0.9809
0.500	0.9808
0.382	0.9807
LOW	0.9802
0.618	0.9795
1.000	0.9790
1.618	0.9783
2.618	0.9771
4.250	0.9751

Fisher Pivots for day following 20-Jun-2014
Pivot	1 day	3 day
R1	0.9808	0.9809
PP	0.9807	0.9807
S1	0.9806	0.9806

Download as Excel Spreadsheet

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

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