CME Japanese Yen Future June 2014

Trading Metrics calculated at close of trading on 16-Aug-2013

Day Change Summary
	Previous	Current
	15-Aug-2013	16-Aug-2013	Change	Change %	Previous Week
Open	1.0296	1.0276	-0.0020	-0.2%	1.0372
High	1.0296	1.0276	-0.0020	-0.2%	1.0372
Low	1.0296	1.0276	-0.0020	-0.2%	1.0209
Close	1.0296	1.0276	-0.0020	-0.2%	1.0276
Range
ATR	0.0060	0.0057	-0.0003	-4.8%	0.0000
Volume	13	13	0	0.0%	65

Daily Pivots for day following 16-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0276	1.0276	1.0276
R3	1.0276	1.0276	1.0276
R2	1.0276	1.0276	1.0276
R1	1.0276	1.0276	1.0276	1.0276
PP	1.0276	1.0276	1.0276	1.0276
S1	1.0276	1.0276	1.0276	1.0276
S2	1.0276	1.0276	1.0276
S3	1.0276	1.0276	1.0276
S4	1.0276	1.0276	1.0276

Weekly Pivots for week ending 16-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0775	1.0688	1.0366
R3	1.0612	1.0525	1.0321
R2	1.0449	1.0449	1.0306
R1	1.0362	1.0362	1.0291	1.0324
PP	1.0286	1.0286	1.0286	1.0267
S1	1.0199	1.0199	1.0261	1.0161
S2	1.0123	1.0123	1.0246
S3	0.9960	1.0036	1.0231
S4	0.9797	0.9873	1.0186

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0372	1.0209	0.0163	1.6%	0.0000	0.0%	41%	False	False	13
10	1.0410	1.0200	0.0210	2.0%	0.0000	0.0%	36%	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	1.0276
2.618	1.0276
1.618	1.0276
1.000	1.0276
0.618	1.0276
HIGH	1.0276
0.618	1.0276
0.500	1.0276
0.382	1.0276
LOW	1.0276
0.618	1.0276
1.000	1.0276
1.618	1.0276
2.618	1.0276
4.250	1.0276

Fisher Pivots for day following 16-Aug-2013
Pivot	1 day	3 day
R1	1.0276	1.0270
PP	1.0276	1.0263
S1	1.0276	1.0257

Download as Excel Spreadsheet

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

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