CME Japanese Yen Future June 2014

Trading Metrics calculated at close of trading on 22-Aug-2013

Day Change Summary
	Previous	Current
	21-Aug-2013	22-Aug-2013	Change	Change %	Previous Week
Open	1.0259	1.0171	-0.0088	-0.9%	1.0372
High	1.0259	1.0171	-0.0088	-0.9%	1.0372
Low	1.0259	1.0171	-0.0088	-0.9%	1.0209
Close	1.0259	1.0171	-0.0088	-0.9%	1.0276
Range
ATR	0.0052	0.0055	0.0003	4.9%	0.0000
Volume	13	13	0	0.0%	65

Daily Pivots for day following 22-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0171	1.0171	1.0171
R3	1.0171	1.0171	1.0171
R2	1.0171	1.0171	1.0171
R1	1.0171	1.0171	1.0171	1.0171
PP	1.0171	1.0171	1.0171	1.0171
S1	1.0171	1.0171	1.0171	1.0171
S2	1.0171	1.0171	1.0171
S3	1.0171	1.0171	1.0171
S4	1.0171	1.0171	1.0171

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	1.0311	1.0171	0.0140	1.4%	0.0000	0.0%	0%	False	True	13
10	1.0410	1.0171	0.0239	2.3%	0.0000	0.0%	0%	False	True	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	1.0171
2.618	1.0171
1.618	1.0171
1.000	1.0171
0.618	1.0171
HIGH	1.0171
0.618	1.0171
0.500	1.0171
0.382	1.0171
LOW	1.0171
0.618	1.0171
1.000	1.0171
1.618	1.0171
2.618	1.0171
4.250	1.0171

Fisher Pivots for day following 22-Aug-2013
Pivot	1 day	3 day
R1	1.0171	1.0241
PP	1.0171	1.0218
S1	1.0171	1.0194

Download as Excel Spreadsheet

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

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