CME Japanese Yen Future June 2014

Trading Metrics calculated at close of trading on 21-Jan-2014

Day Change Summary
	Previous	Current
	17-Jan-2014	21-Jan-2014	Change	Change %	Previous Week
Open	0.9590	0.9597	0.0007	0.1%	0.9650
High	0.9602	0.9632	0.0030	0.3%	0.9730
Low	0.9580	0.9558	-0.0022	-0.2%	0.9551
Close	0.9594	0.9598	0.0004	0.0%	0.9594
Range	0.0022	0.0074	0.0052	236.4%	0.0179
ATR	0.0060	0.0061	0.0001	1.7%	0.0000
Volume	64	46	-18	-28.1%	714

Daily Pivots for day following 21-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9818	0.9782	0.9639
R3	0.9744	0.9708	0.9618
R2	0.9670	0.9670	0.9612
R1	0.9634	0.9634	0.9605	0.9652
PP	0.9596	0.9596	0.9596	0.9605
S1	0.9560	0.9560	0.9591	0.9578
S2	0.9522	0.9522	0.9584
S3	0.9448	0.9486	0.9578
S4	0.9374	0.9412	0.9557

Weekly Pivots for week ending 17-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0162	1.0057	0.9692
R3	0.9983	0.9878	0.9643
R2	0.9804	0.9804	0.9627
R1	0.9699	0.9699	0.9610	0.9662
PP	0.9625	0.9625	0.9625	0.9607
S1	0.9520	0.9520	0.9578	0.9483
S2	0.9446	0.9446	0.9561
S3	0.9267	0.9341	0.9545
S4	0.9088	0.9162	0.9496

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9705	0.9551	0.0154	1.6%	0.0059	0.6%	31%	False	False	109
10	0.9730	0.9512	0.0218	2.3%	0.0061	0.6%	39%	False	False	121
20	0.9730	0.9495	0.0235	2.4%	0.0051	0.5%	44%	False	False	99
40	0.9977	0.9495	0.0482	5.0%	0.0049	0.5%	21%	False	False	68
60	1.0290	0.9495	0.0795	8.3%	0.0036	0.4%	13%	False	False	46
80	1.0343	0.9495	0.0848	8.8%	0.0028	0.3%	12%	False	False	35
100	1.0343	0.9495	0.0848	8.8%	0.0023	0.2%	12%	False	False	30
120	1.0410	0.9495	0.0915	9.5%	0.0020	0.2%	11%	False	False	27

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	0.0012
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9947
2.618	0.9826
1.618	0.9752
1.000	0.9706
0.618	0.9678
HIGH	0.9632
0.618	0.9604
0.500	0.9595
0.382	0.9586
LOW	0.9558
0.618	0.9512
1.000	0.9484
1.618	0.9438
2.618	0.9364
4.250	0.9244

Fisher Pivots for day following 21-Jan-2014
Pivot	1 day	3 day
R1	0.9597	0.9596
PP	0.9596	0.9594
S1	0.9595	0.9592

Download as Excel Spreadsheet

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

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