CME Japanese Yen Future June 2014

Trading Metrics calculated at close of trading on 24-Jan-2014

Day Change Summary
	Previous	Current
	23-Jan-2014	24-Jan-2014	Change	Change %	Previous Week
Open	0.9574	0.9684	0.0110	1.1%	0.9597
High	0.9715	0.9812	0.0097	1.0%	0.9812
Low	0.9548	0.9662	0.0114	1.2%	0.9548
Close	0.9700	0.9782	0.0082	0.8%	0.9782
Range	0.0167	0.0150	-0.0017	-10.2%	0.0264
ATR	0.0068	0.0073	0.0006	8.7%	0.0000
Volume	113	574	461	408.0%	874

Daily Pivots for day following 24-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0202	1.0142	0.9865
R3	1.0052	0.9992	0.9823
R2	0.9902	0.9902	0.9810
R1	0.9842	0.9842	0.9796	0.9872
PP	0.9752	0.9752	0.9752	0.9767
S1	0.9692	0.9692	0.9768	0.9722
S2	0.9602	0.9602	0.9755
S3	0.9452	0.9542	0.9741
S4	0.9302	0.9392	0.9700

Weekly Pivots for week ending 24-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0506	1.0408	0.9927
R3	1.0242	1.0144	0.9855
R2	0.9978	0.9978	0.9830
R1	0.9880	0.9880	0.9806	0.9929
PP	0.9714	0.9714	0.9714	0.9739
S1	0.9616	0.9616	0.9758	0.9665
S2	0.9450	0.9450	0.9734
S3	0.9186	0.9352	0.9709
S4	0.8922	0.9088	0.9637

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9812	0.9548	0.0264	2.7%	0.0092	0.9%	89%	True	False	187
10	0.9812	0.9512	0.0300	3.1%	0.0087	0.9%	90%	True	False	170
20	0.9812	0.9495	0.0317	3.2%	0.0065	0.7%	91%	True	False	126
40	0.9891	0.9495	0.0396	4.0%	0.0055	0.6%	72%	False	False	89
60	1.0232	0.9495	0.0737	7.5%	0.0042	0.4%	39%	False	False	60
80	1.0343	0.9495	0.0848	8.7%	0.0032	0.3%	34%	False	False	46
100	1.0343	0.9495	0.0848	8.7%	0.0027	0.3%	34%	False	False	38
120	1.0410	0.9495	0.0915	9.4%	0.0023	0.2%	31%	False	False	33

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	0.0016
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0450
2.618	1.0205
1.618	1.0055
1.000	0.9962
0.618	0.9905
HIGH	0.9812
0.618	0.9755
0.500	0.9737
0.382	0.9719
LOW	0.9662
0.618	0.9569
1.000	0.9512
1.618	0.9419
2.618	0.9269
4.250	0.9025

Fisher Pivots for day following 24-Jan-2014
Pivot	1 day	3 day
R1	0.9767	0.9748
PP	0.9752	0.9714
S1	0.9737	0.9680

Download as Excel Spreadsheet

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

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