CME Japanese Yen Future June 2014

Trading Metrics calculated at close of trading on 07-Jan-2014

Day Change Summary
	Previous	Current
	06-Jan-2014	07-Jan-2014	Change	Change %	Previous Week
Open	0.9558	0.9601	0.0043	0.4%	0.9495
High	0.9631	0.9606	-0.0025	-0.3%	0.9612
Low	0.9551	0.9566	0.0015	0.2%	0.9495
Close	0.9599	0.9578	-0.0021	-0.2%	0.9563
Range	0.0080	0.0040	-0.0040	-50.0%	0.0117
ATR	0.0054	0.0053	-0.0001	-1.9%	0.0000
Volume	148	102	-46	-31.1%	314

Daily Pivots for day following 07-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9703	0.9681	0.9600
R3	0.9663	0.9641	0.9589
R2	0.9623	0.9623	0.9585
R1	0.9601	0.9601	0.9582	0.9592
PP	0.9583	0.9583	0.9583	0.9579
S1	0.9561	0.9561	0.9574	0.9552
S2	0.9543	0.9543	0.9571
S3	0.9503	0.9521	0.9567
S4	0.9463	0.9481	0.9556

Weekly Pivots for week ending 03-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9908	0.9852	0.9627
R3	0.9791	0.9735	0.9595
R2	0.9674	0.9674	0.9584
R1	0.9618	0.9618	0.9574	0.9646
PP	0.9557	0.9557	0.9557	0.9571
S1	0.9501	0.9501	0.9552	0.9529
S2	0.9440	0.9440	0.9542
S3	0.9323	0.9384	0.9531
S4	0.9206	0.9267	0.9499

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9631	0.9504	0.0127	1.3%	0.0058	0.6%	58%	False	False	101
10	0.9631	0.9495	0.0136	1.4%	0.0039	0.4%	61%	False	False	69
20	0.9788	0.9495	0.0293	3.1%	0.0046	0.5%	28%	False	False	78
40	1.0103	0.9495	0.0608	6.3%	0.0037	0.4%	14%	False	False	41
60	1.0293	0.9495	0.0798	8.3%	0.0026	0.3%	10%	False	False	28
80	1.0343	0.9495	0.0848	8.9%	0.0021	0.2%	10%	False	False	23
100	1.0343	0.9495	0.0848	8.9%	0.0018	0.2%	10%	False	False	20

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0004
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9776
2.618	0.9711
1.618	0.9671
1.000	0.9646
0.618	0.9631
HIGH	0.9606
0.618	0.9591
0.500	0.9586
0.382	0.9581
LOW	0.9566
0.618	0.9541
1.000	0.9526
1.618	0.9501
2.618	0.9461
4.250	0.9396

Fisher Pivots for day following 07-Jan-2014
Pivot	1 day	3 day
R1	0.9586	0.9588
PP	0.9583	0.9584
S1	0.9581	0.9581

Download as Excel Spreadsheet

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

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