CME Japanese Yen Future June 2014

Trading Metrics calculated at close of trading on 11-Feb-2014

Day Change Summary
	Previous	Current
	10-Feb-2014	11-Feb-2014	Change	Change %	Previous Week
Open	0.9752	0.9788	0.0036	0.4%	0.9789
High	0.9805	0.9800	-0.0005	-0.1%	0.9930
Low	0.9750	0.9744	-0.0006	-0.1%	0.9758
Close	0.9791	0.9749	-0.0042	-0.4%	0.9782
Range	0.0055	0.0056	0.0001	1.8%	0.0172
ATR	0.0083	0.0081	-0.0002	-2.3%	0.0000
Volume	636	157	-479	-75.3%	1,271

Daily Pivots for day following 11-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9932	0.9897	0.9780
R3	0.9876	0.9841	0.9764
R2	0.9820	0.9820	0.9759
R1	0.9785	0.9785	0.9754	0.9775
PP	0.9764	0.9764	0.9764	0.9759
S1	0.9729	0.9729	0.9744	0.9719
S2	0.9708	0.9708	0.9739
S3	0.9652	0.9673	0.9734
S4	0.9596	0.9617	0.9718

Weekly Pivots for week ending 07-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0339	1.0233	0.9877
R3	1.0167	1.0061	0.9829
R2	0.9995	0.9995	0.9814
R1	0.9889	0.9889	0.9798	0.9856
PP	0.9823	0.9823	0.9823	0.9807
S1	0.9717	0.9717	0.9766	0.9684
S2	0.9651	0.9651	0.9750
S3	0.9479	0.9545	0.9735
S4	0.9307	0.9373	0.9687

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9925	0.9744	0.0181	1.9%	0.0077	0.8%	3%	False	True	317
10	0.9930	0.9680	0.0250	2.6%	0.0091	0.9%	28%	False	False	260
20	0.9930	0.9548	0.0382	3.9%	0.0085	0.9%	53%	False	False	244
40	0.9930	0.9495	0.0435	4.5%	0.0068	0.7%	58%	False	False	172
60	1.0050	0.9495	0.0555	5.7%	0.0057	0.6%	46%	False	False	118
80	1.0293	0.9495	0.0798	8.2%	0.0044	0.5%	32%	False	False	89
100	1.0343	0.9495	0.0848	8.7%	0.0036	0.4%	30%	False	False	72
120	1.0343	0.9495	0.0848	8.7%	0.0031	0.3%	30%	False	False	61

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	0.0017
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0038
2.618	0.9947
1.618	0.9891
1.000	0.9856
0.618	0.9835
HIGH	0.9800
0.618	0.9779
0.500	0.9772
0.382	0.9765
LOW	0.9744
0.618	0.9709
1.000	0.9688
1.618	0.9653
2.618	0.9597
4.250	0.9506

Fisher Pivots for day following 11-Feb-2014
Pivot	1 day	3 day
R1	0.9772	0.9803
PP	0.9764	0.9785
S1	0.9757	0.9767

Download as Excel Spreadsheet

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

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