CME Japanese Yen Future June 2014

Trading Metrics calculated at close of trading on 22-Jan-2014

Day Change Summary
	Previous	Current
	21-Jan-2014	22-Jan-2014	Change	Change %	Previous Week
Open	0.9597	0.9593	-0.0004	0.0%	0.9650
High	0.9632	0.9624	-0.0008	-0.1%	0.9730
Low	0.9558	0.9575	0.0017	0.2%	0.9551
Close	0.9598	0.9586	-0.0012	-0.1%	0.9594
Range	0.0074	0.0049	-0.0025	-33.8%	0.0179
ATR	0.0061	0.0060	-0.0001	-1.4%	0.0000
Volume	46	141	95	206.5%	714

Daily Pivots for day following 22-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9742	0.9713	0.9613
R3	0.9693	0.9664	0.9599
R2	0.9644	0.9644	0.9595
R1	0.9615	0.9615	0.9590	0.9605
PP	0.9595	0.9595	0.9595	0.9590
S1	0.9566	0.9566	0.9582	0.9556
S2	0.9546	0.9546	0.9577
S3	0.9497	0.9517	0.9573
S4	0.9448	0.9468	0.9559

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	0.9632	0.9551	0.0081	0.8%	0.0047	0.5%	43%	False	False	99
10	0.9730	0.9512	0.0218	2.3%	0.0062	0.6%	34%	False	False	125
20	0.9730	0.9495	0.0235	2.5%	0.0050	0.5%	39%	False	False	97
40	0.9902	0.9495	0.0407	4.2%	0.0048	0.5%	22%	False	False	72
60	1.0289	0.9495	0.0794	8.3%	0.0037	0.4%	11%	False	False	48
80	1.0343	0.9495	0.0848	8.8%	0.0028	0.3%	11%	False	False	37
100	1.0343	0.9495	0.0848	8.8%	0.0024	0.2%	11%	False	False	31
120	1.0410	0.9495	0.0915	9.5%	0.0020	0.2%	10%	False	False	28

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9832
2.618	0.9752
1.618	0.9703
1.000	0.9673
0.618	0.9654
HIGH	0.9624
0.618	0.9605
0.500	0.9600
0.382	0.9594
LOW	0.9575
0.618	0.9545
1.000	0.9526
1.618	0.9496
2.618	0.9447
4.250	0.9367

Fisher Pivots for day following 22-Jan-2014
Pivot	1 day	3 day
R1	0.9600	0.9595
PP	0.9595	0.9592
S1	0.9591	0.9589

Download as Excel Spreadsheet

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

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