CME Japanese Yen Future June 2014

Trading Metrics calculated at close of trading on 20-Feb-2014

Day Change Summary
	Previous	Current
	19-Feb-2014	20-Feb-2014	Change	Change %	Previous Week
Open	0.9773	0.9779	0.0006	0.1%	0.9752
High	0.9839	0.9839	0.0000	0.0%	0.9850
Low	0.9766	0.9770	0.0004	0.0%	0.9744
Close	0.9778	0.9780	0.0002	0.0%	0.9822
Range	0.0073	0.0069	-0.0004	-5.5%	0.0106
ATR	0.0081	0.0080	-0.0001	-1.0%	0.0000
Volume	1,225	491	-734	-59.9%	2,387

Daily Pivots for day following 20-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0003	0.9961	0.9818
R3	0.9934	0.9892	0.9799
R2	0.9865	0.9865	0.9793
R1	0.9823	0.9823	0.9786	0.9844
PP	0.9796	0.9796	0.9796	0.9807
S1	0.9754	0.9754	0.9774	0.9775
S2	0.9727	0.9727	0.9767
S3	0.9658	0.9685	0.9761
S4	0.9589	0.9616	0.9742

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	0.9864	0.9742	0.0122	1.2%	0.0085	0.9%	31%	False	False	586
10	0.9877	0.9742	0.0135	1.4%	0.0076	0.8%	28%	False	False	513
20	0.9930	0.9548	0.0382	3.9%	0.0091	0.9%	61%	False	False	398
40	0.9930	0.9495	0.0435	4.4%	0.0071	0.7%	66%	False	False	247
60	0.9930	0.9495	0.0435	4.4%	0.0062	0.6%	66%	False	False	180
80	1.0289	0.9495	0.0794	8.1%	0.0050	0.5%	36%	False	False	136
100	1.0343	0.9495	0.0848	8.7%	0.0041	0.4%	34%	False	False	109
120	1.0343	0.9495	0.0848	8.7%	0.0035	0.4%	34%	False	False	92

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.0132
2.618	1.0020
1.618	0.9951
1.000	0.9908
0.618	0.9882
HIGH	0.9839
0.618	0.9813
0.500	0.9805
0.382	0.9796
LOW	0.9770
0.618	0.9727
1.000	0.9701
1.618	0.9658
2.618	0.9589
4.250	0.9477

Fisher Pivots for day following 20-Feb-2014
Pivot	1 day	3 day
R1	0.9805	0.9803
PP	0.9796	0.9795
S1	0.9788	0.9788

Download as Excel Spreadsheet

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

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