CME Japanese Yen Future June 2014

Trading Metrics calculated at close of trading on 20-Dec-2013

Day Change Summary
	Previous	Current
	19-Dec-2013	20-Dec-2013	Change	Change %	Previous Week
Open	0.9598	0.9588	-0.0010	-0.1%	0.9733
High	0.9625	0.9624	-0.0001	0.0%	0.9770
Low	0.9596	0.9568	-0.0028	-0.3%	0.9568
Close	0.9611	0.9622	0.0011	0.1%	0.9622
Range	0.0029	0.0056	0.0027	93.1%	0.0202
ATR	0.0059	0.0059	0.0000	-0.4%	0.0000
Volume	108	181	73	67.6%	688

Daily Pivots for day following 20-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9773	0.9753	0.9653
R3	0.9717	0.9697	0.9637
R2	0.9661	0.9661	0.9632
R1	0.9641	0.9641	0.9627	0.9651
PP	0.9605	0.9605	0.9605	0.9610
S1	0.9585	0.9585	0.9617	0.9595
S2	0.9549	0.9549	0.9612
S3	0.9493	0.9529	0.9607
S4	0.9437	0.9473	0.9591

Weekly Pivots for week ending 20-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0259	1.0143	0.9733
R3	1.0057	0.9941	0.9678
R2	0.9855	0.9855	0.9659
R1	0.9739	0.9739	0.9641	0.9696
PP	0.9653	0.9653	0.9653	0.9632
S1	0.9537	0.9537	0.9603	0.9494
S2	0.9451	0.9451	0.9585
S3	0.9249	0.9335	0.9566
S4	0.9047	0.9133	0.9511

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9770	0.9568	0.0202	2.1%	0.0059	0.6%	27%	False	True	137
10	0.9788	0.9568	0.0220	2.3%	0.0054	0.6%	25%	False	True	86
20	0.9902	0.9568	0.0334	3.5%	0.0046	0.5%	16%	False	True	47
40	1.0289	0.9568	0.0721	7.5%	0.0030	0.3%	7%	False	True	24
60	1.0343	0.9568	0.0775	8.1%	0.0021	0.2%	7%	False	True	17
80	1.0343	0.9568	0.0775	8.1%	0.0017	0.2%	7%	False	True	14
100	1.0410	0.9568	0.0842	8.8%	0.0014	0.1%	6%	False	True	14

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0010
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9862
2.618	0.9771
1.618	0.9715
1.000	0.9680
0.618	0.9659
HIGH	0.9624
0.618	0.9603
0.500	0.9596
0.382	0.9589
LOW	0.9568
0.618	0.9533
1.000	0.9512
1.618	0.9477
2.618	0.9421
4.250	0.9330

Fisher Pivots for day following 20-Dec-2013
Pivot	1 day	3 day
R1	0.9613	0.9669
PP	0.9605	0.9653
S1	0.9596	0.9638

Download as Excel Spreadsheet

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

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