CME Japanese Yen Future June 2014

Trading Metrics calculated at close of trading on 06-Feb-2014

Day Change Summary
	Previous	Current
	05-Feb-2014	06-Feb-2014	Change	Change %	Previous Week
Open	0.9852	0.9859	0.0007	0.1%	0.9805
High	0.9925	0.9877	-0.0048	-0.5%	0.9826
Low	0.9835	0.9796	-0.0039	-0.4%	0.9680
Close	0.9878	0.9799	-0.0079	-0.8%	0.9780
Range	0.0090	0.0081	-0.0009	-10.0%	0.0146
ATR	0.0083	0.0083	0.0000	-0.1%	0.0000
Volume	212	386	174	82.1%	1,455

Daily Pivots for day following 06-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0067	1.0014	0.9844
R3	0.9986	0.9933	0.9821
R2	0.9905	0.9905	0.9814
R1	0.9852	0.9852	0.9806	0.9838
PP	0.9824	0.9824	0.9824	0.9817
S1	0.9771	0.9771	0.9792	0.9757
S2	0.9743	0.9743	0.9784
S3	0.9662	0.9690	0.9777
S4	0.9581	0.9609	0.9754

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	0.9930	0.9739	0.0191	1.9%	0.0096	1.0%	31%	False	False	234
10	0.9930	0.9662	0.0268	2.7%	0.0098	1.0%	51%	False	False	310
20	0.9930	0.9512	0.0418	4.3%	0.0086	0.9%	69%	False	False	220
40	0.9930	0.9495	0.0435	4.4%	0.0067	0.7%	70%	False	False	150
60	1.0103	0.9495	0.0608	6.2%	0.0054	0.5%	50%	False	False	102
80	1.0293	0.9495	0.0798	8.1%	0.0042	0.4%	38%	False	False	77
100	1.0343	0.9495	0.0848	8.7%	0.0034	0.3%	36%	False	False	62
120	1.0343	0.9495	0.0848	8.7%	0.0030	0.3%	36%	False	False	53

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	1.0221
2.618	1.0089
1.618	1.0008
1.000	0.9958
0.618	0.9927
HIGH	0.9877
0.618	0.9846
0.500	0.9837
0.382	0.9827
LOW	0.9796
0.618	0.9746
1.000	0.9715
1.618	0.9665
2.618	0.9584
4.250	0.9452

Fisher Pivots for day following 06-Feb-2014
Pivot	1 day	3 day
R1	0.9837	0.9863
PP	0.9824	0.9842
S1	0.9812	0.9820

Download as Excel Spreadsheet

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

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