CME Japanese Yen Future June 2014

Trading Metrics calculated at close of trading on 25-Feb-2014

Day Change Summary
	Previous	Current
	24-Feb-2014	25-Feb-2014	Change	Change %	Previous Week
Open	0.9758	0.9760	0.0002	0.0%	0.9826
High	0.9793	0.9826	0.0033	0.3%	0.9864
Low	0.9746	0.9750	0.0004	0.0%	0.9731
Close	0.9762	0.9794	0.0032	0.3%	0.9760
Range	0.0047	0.0076	0.0029	61.7%	0.0133
ATR	0.0075	0.0075	0.0000	0.1%	0.0000
Volume	333	559	226	67.9%	3,184

Daily Pivots for day following 25-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0018	0.9982	0.9836
R3	0.9942	0.9906	0.9815
R2	0.9866	0.9866	0.9808
R1	0.9830	0.9830	0.9801	0.9848
PP	0.9790	0.9790	0.9790	0.9799
S1	0.9754	0.9754	0.9787	0.9772
S2	0.9714	0.9714	0.9780
S3	0.9638	0.9678	0.9773
S4	0.9562	0.9602	0.9752

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	0.9839	0.9731	0.0108	1.1%	0.0062	0.6%	58%	False	False	725
10	0.9864	0.9731	0.0133	1.4%	0.0069	0.7%	47%	False	False	582
20	0.9930	0.9680	0.0250	2.6%	0.0080	0.8%	46%	False	False	426
40	0.9930	0.9495	0.0435	4.4%	0.0074	0.8%	69%	False	False	292
60	0.9930	0.9495	0.0435	4.4%	0.0064	0.7%	69%	False	False	212
80	1.0232	0.9495	0.0737	7.5%	0.0052	0.5%	41%	False	False	160
100	1.0343	0.9495	0.0848	8.7%	0.0043	0.4%	35%	False	False	128
120	1.0343	0.9495	0.0848	8.7%	0.0036	0.4%	35%	False	False	108

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	0.0011
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.0149
2.618	1.0025
1.618	0.9949
1.000	0.9902
0.618	0.9873
HIGH	0.9826
0.618	0.9797
0.500	0.9788
0.382	0.9779
LOW	0.9750
0.618	0.9703
1.000	0.9674
1.618	0.9627
2.618	0.9551
4.250	0.9427

Fisher Pivots for day following 25-Feb-2014
Pivot	1 day	3 day
R1	0.9792	0.9789
PP	0.9790	0.9784
S1	0.9788	0.9779

Download as Excel Spreadsheet

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

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