CME Japanese Yen Future June 2014

Trading Metrics calculated at close of trading on 02-Jan-2014

Day Change Summary
	Previous	Current
	31-Dec-2013	02-Jan-2014	Change	Change %	Previous Week
Open	0.9538	0.9504	-0.0034	-0.4%	0.9618
High	0.9540	0.9568	0.0028	0.3%	0.9631
Low	0.9504	0.9504	0.0000	0.0%	0.9518
Close	0.9508	0.9560	0.0052	0.5%	0.9521
Range	0.0036	0.0064	0.0028	77.8%	0.0113
ATR	0.0050	0.0051	0.0001	2.0%	0.0000
Volume	39	60	21	53.8%	131

Daily Pivots for day following 02-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9736	0.9712	0.9595
R3	0.9672	0.9648	0.9578
R2	0.9608	0.9608	0.9572
R1	0.9584	0.9584	0.9566	0.9596
PP	0.9544	0.9544	0.9544	0.9550
S1	0.9520	0.9520	0.9554	0.9532
S2	0.9480	0.9480	0.9548
S3	0.9416	0.9456	0.9542
S4	0.9352	0.9392	0.9525

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	0.9568	0.9495	0.0073	0.8%	0.0036	0.4%	89%	True	False	35
10	0.9770	0.9495	0.0275	2.9%	0.0044	0.5%	24%	False	False	59
20	0.9846	0.9495	0.0351	3.7%	0.0047	0.5%	19%	False	False	58
40	1.0232	0.9495	0.0737	7.7%	0.0035	0.4%	9%	False	False	31
60	1.0336	0.9495	0.0841	8.8%	0.0024	0.3%	8%	False	False	22
80	1.0343	0.9495	0.0848	8.9%	0.0018	0.2%	8%	False	False	18
100	1.0372	0.9495	0.0877	9.2%	0.0016	0.2%	7%	False	False	16

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	0.0009
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	0.9840
2.618	0.9736
1.618	0.9672
1.000	0.9632
0.618	0.9608
HIGH	0.9568
0.618	0.9544
0.500	0.9536
0.382	0.9528
LOW	0.9504
0.618	0.9464
1.000	0.9440
1.618	0.9400
2.618	0.9336
4.250	0.9232

Fisher Pivots for day following 02-Jan-2014
Pivot	1 day	3 day
R1	0.9552	0.9551
PP	0.9544	0.9541
S1	0.9536	0.9532

Download as Excel Spreadsheet

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

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