CME Japanese Yen Future June 2014

Trading Metrics calculated at close of trading on 28-Aug-2013

Day Change Summary
	Previous	Current
	27-Aug-2013	28-Aug-2013	Change	Change %	Previous Week
Open	1.0326	1.0300	-0.0026	-0.3%	1.0275
High	1.0326	1.0300	-0.0026	-0.3%	1.0311
Low	1.0326	1.0261	-0.0065	-0.6%	1.0162
Close	1.0326	1.0261	-0.0065	-0.6%	1.0162
Range	0.0000	0.0039	0.0039		0.0149
ATR	0.0056	0.0057	0.0001	1.2%	0.0000
Volume	13	13	0	0.0%	65

Daily Pivots for day following 28-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0391	1.0365	1.0282
R3	1.0352	1.0326	1.0272
R2	1.0313	1.0313	1.0268
R1	1.0287	1.0287	1.0265	1.0281
PP	1.0274	1.0274	1.0274	1.0271
S1	1.0248	1.0248	1.0257	1.0242
S2	1.0235	1.0235	1.0254
S3	1.0196	1.0209	1.0250
S4	1.0157	1.0170	1.0240

Weekly Pivots for week ending 23-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0659	1.0559	1.0244
R3	1.0510	1.0410	1.0203
R2	1.0361	1.0361	1.0189
R1	1.0261	1.0261	1.0176	1.0237
PP	1.0212	1.0212	1.0212	1.0199
S1	1.0112	1.0112	1.0148	1.0088
S2	1.0063	1.0063	1.0135
S3	0.9914	0.9963	1.0121
S4	0.9765	0.9814	1.0080

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0326	1.0162	0.0164	1.6%	0.0008	0.1%	60%	False	False	13
10	1.0326	1.0162	0.0164	1.6%	0.0004	0.0%	60%	False	False	13
20	1.0410	1.0078	0.0332	3.2%	0.0002	0.0%	55%	False	False	13

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0000
Widest range in 24 trading days

Fibonacci Retracements and Extensions
4.250	1.0466
2.618	1.0402
1.618	1.0363
1.000	1.0339
0.618	1.0324
HIGH	1.0300
0.618	1.0285
0.500	1.0281
0.382	1.0276
LOW	1.0261
0.618	1.0237
1.000	1.0222
1.618	1.0198
2.618	1.0159
4.250	1.0095

Fisher Pivots for day following 28-Aug-2013
Pivot	1 day	3 day
R1	1.0281	1.0256
PP	1.0274	1.0250
S1	1.0268	1.0245

Download as Excel Spreadsheet

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

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