CME Japanese Yen Future June 2014

Trading Metrics calculated at close of trading on 19-Dec-2013

Day Change Summary
	Previous	Current
	18-Dec-2013	19-Dec-2013	Change	Change %	Previous Week
Open	0.9728	0.9598	-0.0130	-1.3%	0.9709
High	0.9770	0.9625	-0.0145	-1.5%	0.9788
Low	0.9620	0.9596	-0.0024	-0.2%	0.9655
Close	0.9671	0.9611	-0.0060	-0.6%	0.9702
Range	0.0150	0.0029	-0.0121	-80.7%	0.0133
ATR	0.0058	0.0059	0.0001	2.1%	0.0000
Volume	17	108	91	535.3%	180

Daily Pivots for day following 19-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9698	0.9683	0.9627
R3	0.9669	0.9654	0.9619
R2	0.9640	0.9640	0.9616
R1	0.9625	0.9625	0.9614	0.9633
PP	0.9611	0.9611	0.9611	0.9614
S1	0.9596	0.9596	0.9608	0.9604
S2	0.9582	0.9582	0.9606
S3	0.9553	0.9567	0.9603
S4	0.9524	0.9538	0.9595

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	0.9770	0.9596	0.0174	1.8%	0.0059	0.6%	9%	False	True	112
10	0.9828	0.9596	0.0232	2.4%	0.0058	0.6%	6%	False	True	69
20	0.9977	0.9596	0.0381	4.0%	0.0046	0.5%	4%	False	True	38
40	1.0290	0.9596	0.0694	7.2%	0.0028	0.3%	2%	False	True	20
60	1.0343	0.9596	0.0747	7.8%	0.0020	0.2%	2%	False	True	14
80	1.0343	0.9596	0.0747	7.8%	0.0017	0.2%	2%	False	True	12
100	1.0410	0.9596	0.0814	8.5%	0.0013	0.1%	2%	False	True	12

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	False
Bull Hook	False
Stretch	0.0008
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9748
2.618	0.9701
1.618	0.9672
1.000	0.9654
0.618	0.9643
HIGH	0.9625
0.618	0.9614
0.500	0.9611
0.382	0.9607
LOW	0.9596
0.618	0.9578
1.000	0.9567
1.618	0.9549
2.618	0.9520
4.250	0.9473

Fisher Pivots for day following 19-Dec-2013
Pivot	1 day	3 day
R1	0.9611	0.9683
PP	0.9611	0.9659
S1	0.9611	0.9635

Download as Excel Spreadsheet

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

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