CME Japanese Yen Future June 2014

Trading Metrics calculated at close of trading on 13-Dec-2013

Day Change Summary
	Previous	Current
	12-Dec-2013	13-Dec-2013	Change	Change %	Previous Week
Open	0.9758	0.9668	-0.0090	-0.9%	0.9709
High	0.9763	0.9711	-0.0052	-0.5%	0.9788
Low	0.9694	0.9655	-0.0039	-0.4%	0.9655
Close	0.9695	0.9702	0.0007	0.1%	0.9702
Range	0.0069	0.0056	-0.0013	-18.8%	0.0133
ATR	0.0054	0.0054	0.0000	0.3%	0.0000
Volume	36	54	18	50.0%	180

Daily Pivots for day following 13-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9857	0.9836	0.9733
R3	0.9801	0.9780	0.9717
R2	0.9745	0.9745	0.9712
R1	0.9724	0.9724	0.9707	0.9735
PP	0.9689	0.9689	0.9689	0.9695
S1	0.9668	0.9668	0.9697	0.9679
S2	0.9633	0.9633	0.9692
S3	0.9577	0.9612	0.9687
S4	0.9521	0.9556	0.9671

Weekly Pivots for week ending 13-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0114	1.0041	0.9775
R3	0.9981	0.9908	0.9739
R2	0.9848	0.9848	0.9726
R1	0.9775	0.9775	0.9714	0.9745
PP	0.9715	0.9715	0.9715	0.9700
S1	0.9642	0.9642	0.9690	0.9612
S2	0.9582	0.9582	0.9678
S3	0.9449	0.9509	0.9665
S4	0.9316	0.9376	0.9629

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9788	0.9655	0.0133	1.4%	0.0048	0.5%	35%	False	True	36
10	0.9846	0.9655	0.0191	2.0%	0.0050	0.5%	25%	False	True	21
20	1.0050	0.9655	0.0395	4.1%	0.0038	0.4%	12%	False	True	13
40	1.0293	0.9655	0.0638	6.6%	0.0022	0.2%	7%	False	True	8
60	1.0343	0.9655	0.0688	7.1%	0.0016	0.2%	7%	False	True	6
80	1.0343	0.9655	0.0688	7.1%	0.0014	0.1%	7%	False	True	7

Crabel Price Patterns
NR	True
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	True
Bull Hook	False
Stretch	0.0004
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9949
2.618	0.9858
1.618	0.9802
1.000	0.9767
0.618	0.9746
HIGH	0.9711
0.618	0.9690
0.500	0.9683
0.382	0.9676
LOW	0.9655
0.618	0.9620
1.000	0.9599
1.618	0.9564
2.618	0.9508
4.250	0.9417

Fisher Pivots for day following 13-Dec-2013
Pivot	1 day	3 day
R1	0.9696	0.9722
PP	0.9689	0.9715
S1	0.9683	0.9709

Download as Excel Spreadsheet

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

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