CME Japanese Yen Future June 2014

Trading Metrics calculated at close of trading on 14-Feb-2014

Day Change Summary
	Previous	Current
	13-Feb-2014	14-Feb-2014	Change	Change %	Previous Week
Open	0.9759	0.9789	0.0030	0.3%	0.9752
High	0.9838	0.9850	0.0012	0.1%	0.9850
Low	0.9759	0.9770	0.0011	0.1%	0.9744
Close	0.9782	0.9822	0.0040	0.4%	0.9822
Range	0.0079	0.0080	0.0001	1.3%	0.0106
ATR	0.0078	0.0078	0.0000	0.2%	0.0000
Volume	391	377	-14	-3.6%	2,387

Daily Pivots for day following 14-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0054	1.0018	0.9866
R3	0.9974	0.9938	0.9844
R2	0.9894	0.9894	0.9837
R1	0.9858	0.9858	0.9829	0.9876
PP	0.9814	0.9814	0.9814	0.9823
S1	0.9778	0.9778	0.9815	0.9796
S2	0.9734	0.9734	0.9807
S3	0.9654	0.9698	0.9800
S4	0.9574	0.9618	0.9778

Weekly Pivots for week ending 14-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0123	1.0079	0.9880
R3	1.0017	0.9973	0.9851
R2	0.9911	0.9911	0.9841
R1	0.9867	0.9867	0.9832	0.9889
PP	0.9805	0.9805	0.9805	0.9817
S1	0.9761	0.9761	0.9812	0.9783
S2	0.9699	0.9699	0.9803
S3	0.9593	0.9655	0.9793
S4	0.9487	0.9549	0.9764

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9850	0.9744	0.0106	1.1%	0.0062	0.6%	74%	True	False	477
10	0.9930	0.9744	0.0186	1.9%	0.0082	0.8%	42%	False	False	365
20	0.9930	0.9548	0.0382	3.9%	0.0085	0.9%	72%	False	False	302
40	0.9930	0.9495	0.0435	4.4%	0.0070	0.7%	75%	False	False	201
60	1.0050	0.9495	0.0555	5.7%	0.0060	0.6%	59%	False	False	144
80	1.0293	0.9495	0.0798	8.1%	0.0047	0.5%	41%	False	False	109
100	1.0343	0.9495	0.0848	8.6%	0.0038	0.4%	39%	False	False	88
120	1.0343	0.9495	0.0848	8.6%	0.0033	0.3%	39%	False	False	74

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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 5 trading days

Fibonacci Retracements and Extensions
4.250	1.0190
2.618	1.0059
1.618	0.9979
1.000	0.9930
0.618	0.9899
HIGH	0.9850
0.618	0.9819
0.500	0.9810
0.382	0.9801
LOW	0.9770
0.618	0.9721
1.000	0.9690
1.618	0.9641
2.618	0.9561
4.250	0.9430

Fisher Pivots for day following 14-Feb-2014
Pivot	1 day	3 day
R1	0.9818	0.9815
PP	0.9814	0.9807
S1	0.9810	0.9800

Download as Excel Spreadsheet

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

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