CME Japanese Yen Future June 2014

Trading Metrics calculated at close of trading on 26-Feb-2014

Day Change Summary
	Previous	Current
	25-Feb-2014	26-Feb-2014	Change	Change %	Previous Week
Open	0.9760	0.9788	0.0028	0.3%	0.9826
High	0.9826	0.9799	-0.0027	-0.3%	0.9864
Low	0.9750	0.9751	0.0001	0.0%	0.9731
Close	0.9794	0.9765	-0.0029	-0.3%	0.9760
Range	0.0076	0.0048	-0.0028	-36.8%	0.0133
ATR	0.0075	0.0073	-0.0002	-2.6%	0.0000
Volume	559	733	174	31.1%	3,184

Daily Pivots for day following 26-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9916	0.9888	0.9791
R3	0.9868	0.9840	0.9778
R2	0.9820	0.9820	0.9774
R1	0.9792	0.9792	0.9769	0.9782
PP	0.9772	0.9772	0.9772	0.9767
S1	0.9744	0.9744	0.9761	0.9734
S2	0.9724	0.9724	0.9756
S3	0.9676	0.9696	0.9752
S4	0.9628	0.9648	0.9739

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%	0.0057	0.6%	31%	False	False	627
10	0.9864	0.9731	0.0133	1.4%	0.0068	0.7%	26%	False	False	640
20	0.9930	0.9680	0.0250	2.6%	0.0079	0.8%	34%	False	False	450
40	0.9930	0.9495	0.0435	4.5%	0.0074	0.8%	62%	False	False	310
60	0.9930	0.9495	0.0435	4.5%	0.0064	0.7%	62%	False	False	224
80	1.0232	0.9495	0.0737	7.5%	0.0053	0.5%	37%	False	False	169
100	1.0343	0.9495	0.0848	8.7%	0.0043	0.4%	32%	False	False	136
120	1.0343	0.9495	0.0848	8.7%	0.0036	0.4%	32%	False	False	114

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0003
2.618	0.9925
1.618	0.9877
1.000	0.9847
0.618	0.9829
HIGH	0.9799
0.618	0.9781
0.500	0.9775
0.382	0.9769
LOW	0.9751
0.618	0.9721
1.000	0.9703
1.618	0.9673
2.618	0.9625
4.250	0.9547

Fisher Pivots for day following 26-Feb-2014
Pivot	1 day	3 day
R1	0.9775	0.9786
PP	0.9772	0.9779
S1	0.9768	0.9772

Download as Excel Spreadsheet

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

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