CME Japanese Yen Future June 2014

Trading Metrics calculated at close of trading on 16-Jan-2014

Day Change Summary
	Previous	Current
	15-Jan-2014	16-Jan-2014	Change	Change %	Previous Week
Open	0.9604	0.9569	-0.0035	-0.4%	0.9558
High	0.9604	0.9603	-0.0001	0.0%	0.9638
Low	0.9565	0.9551	-0.0014	-0.1%	0.9512
Close	0.9569	0.9595	0.0026	0.3%	0.9620
Range	0.0039	0.0052	0.0013	33.3%	0.0126
ATR	0.0063	0.0063	-0.0001	-1.3%	0.0000
Volume	124	121	-3	-2.4%	600

Daily Pivots for day following 16-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9739	0.9719	0.9624
R3	0.9687	0.9667	0.9609
R2	0.9635	0.9635	0.9605
R1	0.9615	0.9615	0.9600	0.9625
PP	0.9583	0.9583	0.9583	0.9588
S1	0.9563	0.9563	0.9590	0.9573
S2	0.9531	0.9531	0.9585
S3	0.9479	0.9511	0.9581
S4	0.9427	0.9459	0.9566

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	2.3%	0.0081	0.8%	38%	False	False	152
10	0.9730	0.9512	0.0218	2.3%	0.0066	0.7%	38%	False	False	140
20	0.9770	0.9495	0.0275	2.9%	0.0055	0.6%	36%	False	False	100
40	1.0050	0.9495	0.0555	5.8%	0.0048	0.5%	18%	False	False	66
60	1.0293	0.9495	0.0798	8.3%	0.0034	0.4%	13%	False	False	44
80	1.0343	0.9495	0.0848	8.8%	0.0027	0.3%	12%	False	False	34
100	1.0343	0.9495	0.0848	8.8%	0.0023	0.2%	12%	False	False	29
120	1.0410	0.9495	0.0915	9.5%	0.0019	0.2%	11%	False	False	26

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	0.0008
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9824
2.618	0.9739
1.618	0.9687
1.000	0.9655
0.618	0.9635
HIGH	0.9603
0.618	0.9583
0.500	0.9577
0.382	0.9571
LOW	0.9551
0.618	0.9519
1.000	0.9499
1.618	0.9467
2.618	0.9415
4.250	0.9330

Fisher Pivots for day following 16-Jan-2014
Pivot	1 day	3 day
R1	0.9589	0.9628
PP	0.9583	0.9617
S1	0.9577	0.9606

Download as Excel Spreadsheet

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

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