CME Japanese Yen Future June 2014

Trading Metrics calculated at close of trading on 15-Aug-2013

Day Change Summary
	Previous	Current
	14-Aug-2013	15-Aug-2013	Change	Change %	Previous Week
Open	1.0217	1.0296	0.0079	0.8%	1.0200
High	1.0217	1.0296	0.0079	0.8%	1.0410
Low	1.0217	1.0296	0.0079	0.8%	1.0200
Close	1.0217	1.0296	0.0079	0.8%	1.0410
Range
ATR	0.0059	0.0060	0.0001	2.5%	0.0000
Volume	13	13	0	0.0%	65

Daily Pivots for day following 15-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0296	1.0296	1.0296
R3	1.0296	1.0296	1.0296
R2	1.0296	1.0296	1.0296
R1	1.0296	1.0296	1.0296	1.0296
PP	1.0296	1.0296	1.0296	1.0296
S1	1.0296	1.0296	1.0296	1.0296
S2	1.0296	1.0296	1.0296
S3	1.0296	1.0296	1.0296
S4	1.0296	1.0296	1.0296

Weekly Pivots for week ending 09-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0970	1.0900	1.0526
R3	1.0760	1.0690	1.0468
R2	1.0550	1.0550	1.0449
R1	1.0480	1.0480	1.0429	1.0515
PP	1.0340	1.0340	1.0340	1.0358
S1	1.0270	1.0270	1.0391	1.0305
S2	1.0130	1.0130	1.0372
S3	0.9920	1.0060	1.0352
S4	0.9710	0.9850	1.0295

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0410	1.0209	0.0201	2.0%	0.0000	0.0%	43%	False	False	13
10	1.0410	1.0142	0.0268	2.6%	0.0000	0.0%	57%	False	False	13

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	False
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	0.0000

Fibonacci Retracements and Extensions
4.250	1.0296
2.618	1.0296
1.618	1.0296
1.000	1.0296
0.618	1.0296
HIGH	1.0296
0.618	1.0296
0.500	1.0296
0.382	1.0296
LOW	1.0296
0.618	1.0296
1.000	1.0296
1.618	1.0296
2.618	1.0296
4.250	1.0296

Fisher Pivots for day following 15-Aug-2013
Pivot	1 day	3 day
R1	1.0296	1.0282
PP	1.0296	1.0267
S1	1.0296	1.0253

Download as Excel Spreadsheet

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

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