CME Japanese Yen Future June 2014

Trading Metrics calculated at close of trading on 31-Jan-2014

Day Change Summary
	Previous	Current
	30-Jan-2014	31-Jan-2014	Change	Change %	Previous Week
Open	0.9786	0.9750	-0.0036	-0.4%	0.9805
High	0.9797	0.9808	0.0011	0.1%	0.9826
Low	0.9730	0.9739	0.0009	0.1%	0.9680
Close	0.9743	0.9780	0.0037	0.4%	0.9780
Range	0.0067	0.0069	0.0002	3.0%	0.0146
ATR	0.0078	0.0077	-0.0001	-0.8%	0.0000
Volume	331	95	-236	-71.3%	1,455

Daily Pivots for day following 31-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9983	0.9950	0.9818
R3	0.9914	0.9881	0.9799
R2	0.9845	0.9845	0.9793
R1	0.9812	0.9812	0.9786	0.9829
PP	0.9776	0.9776	0.9776	0.9784
S1	0.9743	0.9743	0.9774	0.9760
S2	0.9707	0.9707	0.9767
S3	0.9638	0.9674	0.9761
S4	0.9569	0.9605	0.9742

Weekly Pivots for week ending 31-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0200	1.0136	0.9860
R3	1.0054	0.9990	0.9820
R2	0.9908	0.9908	0.9807
R1	0.9844	0.9844	0.9793	0.9803
PP	0.9762	0.9762	0.9762	0.9742
S1	0.9698	0.9698	0.9767	0.9657
S2	0.9616	0.9616	0.9753
S3	0.9470	0.9552	0.9740
S4	0.9324	0.9406	0.9700

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9826	0.9680	0.0146	1.5%	0.0084	0.9%	68%	False	False	291
10	0.9826	0.9548	0.0278	2.8%	0.0088	0.9%	83%	False	False	239
20	0.9826	0.9512	0.0314	3.2%	0.0077	0.8%	85%	False	False	189
40	0.9846	0.9495	0.0351	3.6%	0.0062	0.6%	81%	False	False	124
60	1.0232	0.9495	0.0737	7.5%	0.0049	0.5%	39%	False	False	84
80	1.0336	0.9495	0.0841	8.6%	0.0038	0.4%	34%	False	False	64
100	1.0343	0.9495	0.0848	8.7%	0.0030	0.3%	34%	False	False	52
120	1.0372	0.9495	0.0877	9.0%	0.0026	0.3%	32%	False	False	45

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	0.0015
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0101
2.618	0.9989
1.618	0.9920
1.000	0.9877
0.618	0.9851
HIGH	0.9808
0.618	0.9782
0.500	0.9774
0.382	0.9765
LOW	0.9739
0.618	0.9696
1.000	0.9670
1.618	0.9627
2.618	0.9558
4.250	0.9446

Fisher Pivots for day following 31-Jan-2014
Pivot	1 day	3 day
R1	0.9778	0.9771
PP	0.9776	0.9762
S1	0.9774	0.9753

Download as Excel Spreadsheet

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

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