CME Japanese Yen Future June 2014

Trading Metrics calculated at close of trading on 13-Jan-2014

Day Change Summary
	Previous	Current
	10-Jan-2014	13-Jan-2014	Change	Change %	Previous Week
Open	0.9545	0.9650	0.0105	1.1%	0.9558
High	0.9638	0.9730	0.0092	1.0%	0.9638
Low	0.9512	0.9650	0.0138	1.5%	0.9512
Close	0.9620	0.9724	0.0104	1.1%	0.9620
Range	0.0126	0.0080	-0.0046	-36.5%	0.0126
ATR	0.0057	0.0061	0.0004	6.7%	0.0000
Volume	112	211	99	88.4%	600

Daily Pivots for day following 13-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9941	0.9913	0.9768
R3	0.9861	0.9833	0.9746
R2	0.9781	0.9781	0.9739
R1	0.9753	0.9753	0.9731	0.9767
PP	0.9701	0.9701	0.9701	0.9709
S1	0.9673	0.9673	0.9717	0.9687
S2	0.9621	0.9621	0.9709
S3	0.9541	0.9593	0.9702
S4	0.9461	0.9513	0.9680

Weekly Pivots for week ending 10-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9968	0.9920	0.9689
R3	0.9842	0.9794	0.9655
R2	0.9716	0.9716	0.9643
R1	0.9668	0.9668	0.9632	0.9692
PP	0.9590	0.9590	0.9590	0.9602
S1	0.9542	0.9542	0.9608	0.9566
S2	0.9464	0.9464	0.9597
S3	0.9338	0.9416	0.9585
S4	0.9212	0.9290	0.9551

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9730	0.9512	0.0218	2.2%	0.0063	0.6%	97%	True	False	132
10	0.9730	0.9495	0.0235	2.4%	0.0060	0.6%	97%	True	False	112
20	0.9770	0.9495	0.0275	2.8%	0.0051	0.5%	83%	False	False	99
40	1.0050	0.9495	0.0555	5.7%	0.0043	0.4%	41%	False	False	55
60	1.0293	0.9495	0.0798	8.2%	0.0031	0.3%	29%	False	False	37
80	1.0343	0.9495	0.0848	8.7%	0.0024	0.2%	27%	False	False	29
100	1.0343	0.9495	0.0848	8.7%	0.0021	0.2%	27%	False	False	25

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	0.0006
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0070
2.618	0.9939
1.618	0.9859
1.000	0.9810
0.618	0.9779
HIGH	0.9730
0.618	0.9699
0.500	0.9690
0.382	0.9681
LOW	0.9650
0.618	0.9601
1.000	0.9570
1.618	0.9521
2.618	0.9441
4.250	0.9310

Fisher Pivots for day following 13-Jan-2014
Pivot	1 day	3 day
R1	0.9713	0.9690
PP	0.9701	0.9655
S1	0.9690	0.9621

Download as Excel Spreadsheet

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

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