CME Japanese Yen Future June 2014

Trading Metrics calculated at close of trading on 28-Jan-2014

Day Change Summary
	Previous	Current
	27-Jan-2014	28-Jan-2014	Change	Change %	Previous Week
Open	0.9805	0.9751	-0.0054	-0.6%	0.9597
High	0.9817	0.9757	-0.0060	-0.6%	0.9812
Low	0.9737	0.9700	-0.0037	-0.4%	0.9548
Close	0.9738	0.9729	-0.0009	-0.1%	0.9782
Range	0.0080	0.0057	-0.0023	-28.8%	0.0264
ATR	0.0074	0.0073	-0.0001	-1.6%	0.0000
Volume	664	248	-416	-62.7%	874

Daily Pivots for day following 28-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9900	0.9871	0.9760
R3	0.9843	0.9814	0.9745
R2	0.9786	0.9786	0.9739
R1	0.9757	0.9757	0.9734	0.9743
PP	0.9729	0.9729	0.9729	0.9722
S1	0.9700	0.9700	0.9724	0.9686
S2	0.9672	0.9672	0.9719
S3	0.9615	0.9643	0.9713
S4	0.9558	0.9586	0.9698

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	0.9817	0.9548	0.0269	2.8%	0.0101	1.0%	67%	False	False	348
10	0.9817	0.9548	0.0269	2.8%	0.0080	0.8%	67%	False	False	228
20	0.9817	0.9495	0.0322	3.3%	0.0070	0.7%	73%	False	False	170
40	0.9846	0.9495	0.0351	3.6%	0.0057	0.6%	67%	False	False	111
60	1.0232	0.9495	0.0737	7.6%	0.0044	0.5%	32%	False	False	75
80	1.0343	0.9495	0.0848	8.7%	0.0034	0.4%	28%	False	False	57
100	1.0343	0.9495	0.0848	8.7%	0.0028	0.3%	28%	False	False	47
120	1.0410	0.9495	0.0915	9.4%	0.0024	0.2%	26%	False	False	41

Crabel Price Patterns
NR	True
NR4	True
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	0.0015
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9999
2.618	0.9906
1.618	0.9849
1.000	0.9814
0.618	0.9792
HIGH	0.9757
0.618	0.9735
0.500	0.9729
0.382	0.9722
LOW	0.9700
0.618	0.9665
1.000	0.9643
1.618	0.9608
2.618	0.9551
4.250	0.9458

Fisher Pivots for day following 28-Jan-2014
Pivot	1 day	3 day
R1	0.9729	0.9740
PP	0.9729	0.9736
S1	0.9729	0.9733

Download as Excel Spreadsheet

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

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