CME Japanese Yen Future June 2014

Trading Metrics calculated at close of trading on 24-Feb-2014

Day Change Summary
	Previous	Current
	21-Feb-2014	24-Feb-2014	Change	Change %	Previous Week
Open	0.9777	0.9758	-0.0019	-0.2%	0.9826
High	0.9777	0.9793	0.0016	0.2%	0.9864
Low	0.9731	0.9746	0.0015	0.2%	0.9731
Close	0.9760	0.9762	0.0002	0.0%	0.9760
Range	0.0046	0.0047	0.0001	2.2%	0.0133
ATR	0.0078	0.0075	-0.0002	-2.8%	0.0000
Volume	1,020	333	-687	-67.4%	3,184

Daily Pivots for day following 24-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9908	0.9882	0.9788
R3	0.9861	0.9835	0.9775
R2	0.9814	0.9814	0.9771
R1	0.9788	0.9788	0.9766	0.9801
PP	0.9767	0.9767	0.9767	0.9774
S1	0.9741	0.9741	0.9758	0.9754
S2	0.9720	0.9720	0.9753
S3	0.9673	0.9694	0.9749
S4	0.9626	0.9647	0.9736

Weekly Pivots for week ending 21-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0184	1.0105	0.9833
R3	1.0051	0.9972	0.9797
R2	0.9918	0.9918	0.9784
R1	0.9839	0.9839	0.9772	0.9812
PP	0.9785	0.9785	0.9785	0.9772
S1	0.9706	0.9706	0.9748	0.9679
S2	0.9652	0.9652	0.9736
S3	0.9519	0.9573	0.9723
S4	0.9386	0.9440	0.9687

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9864	0.9731	0.0133	1.4%	0.0071	0.7%	23%	False	False	703
10	0.9864	0.9731	0.0133	1.4%	0.0067	0.7%	23%	False	False	590
20	0.9930	0.9680	0.0250	2.6%	0.0080	0.8%	33%	False	False	431
40	0.9930	0.9495	0.0435	4.5%	0.0073	0.7%	61%	False	False	278
60	0.9930	0.9495	0.0435	4.5%	0.0063	0.6%	61%	False	False	203
80	1.0232	0.9495	0.0737	7.5%	0.0051	0.5%	36%	False	False	153
100	1.0343	0.9495	0.0848	8.7%	0.0042	0.4%	31%	False	False	123
120	1.0343	0.9495	0.0848	8.7%	0.0036	0.4%	31%	False	False	103

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	0.0011
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9993
2.618	0.9916
1.618	0.9869
1.000	0.9840
0.618	0.9822
HIGH	0.9793
0.618	0.9775
0.500	0.9770
0.382	0.9764
LOW	0.9746
0.618	0.9717
1.000	0.9699
1.618	0.9670
2.618	0.9623
4.250	0.9546

Fisher Pivots for day following 24-Feb-2014
Pivot	1 day	3 day
R1	0.9770	0.9785
PP	0.9767	0.9777
S1	0.9765	0.9770

Download as Excel Spreadsheet

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

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