CME Japanese Yen Future June 2014

Trading Metrics calculated at close of trading on 28-Feb-2014

Day Change Summary
	Previous	Current
	27-Feb-2014	28-Feb-2014	Change	Change %	Previous Week
Open	0.9774	0.9793	0.0019	0.2%	0.9758
High	0.9834	0.9851	0.0017	0.2%	0.9851
Low	0.9765	0.9780	0.0015	0.2%	0.9746
Close	0.9803	0.9830	0.0027	0.3%	0.9830
Range	0.0069	0.0071	0.0002	2.9%	0.0105
ATR	0.0073	0.0073	0.0000	-0.2%	0.0000
Volume	2,256	3,297	1,041	46.1%	7,178

Daily Pivots for day following 28-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0033	1.0003	0.9869
R3	0.9962	0.9932	0.9850
R2	0.9891	0.9891	0.9843
R1	0.9861	0.9861	0.9837	0.9876
PP	0.9820	0.9820	0.9820	0.9828
S1	0.9790	0.9790	0.9823	0.9805
S2	0.9749	0.9749	0.9817
S3	0.9678	0.9719	0.9810
S4	0.9607	0.9648	0.9791

Weekly Pivots for week ending 28-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0124	1.0082	0.9888
R3	1.0019	0.9977	0.9859
R2	0.9914	0.9914	0.9849
R1	0.9872	0.9872	0.9840	0.9893
PP	0.9809	0.9809	0.9809	0.9820
S1	0.9767	0.9767	0.9820	0.9788
S2	0.9704	0.9704	0.9811
S3	0.9599	0.9662	0.9801
S4	0.9494	0.9557	0.9772

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9851	0.9746	0.0105	1.1%	0.0062	0.6%	80%	True	False	1,435
10	0.9864	0.9731	0.0133	1.4%	0.0070	0.7%	74%	False	False	1,073
20	0.9930	0.9731	0.0199	2.0%	0.0076	0.8%	50%	False	False	705
40	0.9930	0.9504	0.0426	4.3%	0.0076	0.8%	77%	False	False	446
60	0.9930	0.9495	0.0435	4.4%	0.0066	0.7%	77%	False	False	316
80	1.0232	0.9495	0.0737	7.5%	0.0055	0.6%	45%	False	False	238
100	1.0343	0.9495	0.0848	8.6%	0.0045	0.5%	40%	False	False	191
120	1.0343	0.9495	0.0848	8.6%	0.0037	0.4%	40%	False	False	160

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0153
2.618	1.0037
1.618	0.9966
1.000	0.9922
0.618	0.9895
HIGH	0.9851
0.618	0.9824
0.500	0.9816
0.382	0.9807
LOW	0.9780
0.618	0.9736
1.000	0.9709
1.618	0.9665
2.618	0.9594
4.250	0.9478

Fisher Pivots for day following 28-Feb-2014
Pivot	1 day	3 day
R1	0.9825	0.9820
PP	0.9820	0.9811
S1	0.9816	0.9801

Download as Excel Spreadsheet

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

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