CME Japanese Yen Future June 2014

Trading Metrics calculated at close of trading on 27-Dec-2013

Day Change Summary
	Previous	Current
	26-Dec-2013	27-Dec-2013	Change	Change %	Previous Week
Open	0.9554	0.9536	-0.0018	-0.2%	0.9618
High	0.9559	0.9560	0.0001	0.0%	0.9631
Low	0.9554	0.9518	-0.0036	-0.4%	0.9518
Close	0.9559	0.9521	-0.0038	-0.4%	0.9521
Range	0.0005	0.0042	0.0037	740.0%	0.0113
ATR	0.0053	0.0052	-0.0001	-1.5%	0.0000
Volume	14	4	-10	-71.4%	131

Daily Pivots for day following 27-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9659	0.9632	0.9544
R3	0.9617	0.9590	0.9533
R2	0.9575	0.9575	0.9529
R1	0.9548	0.9548	0.9525	0.9541
PP	0.9533	0.9533	0.9533	0.9529
S1	0.9506	0.9506	0.9517	0.9499
S2	0.9491	0.9491	0.9513
S3	0.9449	0.9464	0.9509
S4	0.9407	0.9422	0.9498

Weekly Pivots for week ending 27-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9896	0.9821	0.9583
R3	0.9783	0.9708	0.9552
R2	0.9670	0.9670	0.9542
R1	0.9595	0.9595	0.9531	0.9576
PP	0.9557	0.9557	0.9557	0.9547
S1	0.9482	0.9482	0.9511	0.9463
S2	0.9444	0.9444	0.9500
S3	0.9331	0.9369	0.9490
S4	0.9218	0.9256	0.9459

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9631	0.9518	0.0113	1.2%	0.0025	0.3%	3%	False	True	62
10	0.9770	0.9518	0.0252	2.6%	0.0042	0.4%	1%	False	True	87
20	0.9846	0.9518	0.0328	3.4%	0.0044	0.5%	1%	False	True	52
40	1.0232	0.9518	0.0714	7.5%	0.0031	0.3%	0%	False	True	27
60	1.0343	0.9518	0.0825	8.7%	0.0022	0.2%	0%	False	True	19
80	1.0343	0.9518	0.0825	8.7%	0.0017	0.2%	0%	False	True	16
100	1.0410	0.9518	0.0892	9.4%	0.0015	0.2%	0%	False	True	15

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9739
2.618	0.9670
1.618	0.9628
1.000	0.9602
0.618	0.9586
HIGH	0.9560
0.618	0.9544
0.500	0.9539
0.382	0.9534
LOW	0.9518
0.618	0.9492
1.000	0.9476
1.618	0.9450
2.618	0.9408
4.250	0.9340

Fisher Pivots for day following 27-Dec-2013
Pivot	1 day	3 day
R1	0.9539	0.9560
PP	0.9533	0.9547
S1	0.9527	0.9534

Download as Excel Spreadsheet

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

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