CME Japanese Yen Future June 2014

Trading Metrics calculated at close of trading on 21-Mar-2014

Day Change Summary
	Previous	Current
	20-Mar-2014	21-Mar-2014	Change	Change %	Previous Week
Open	0.9769	0.9768	-0.0001	0.0%	0.9867
High	0.9788	0.9807	0.0019	0.2%	0.9881
Low	0.9756	0.9764	0.0008	0.1%	0.9742
Close	0.9764	0.9787	0.0023	0.2%	0.9787
Range	0.0032	0.0043	0.0011	34.4%	0.0139
ATR	0.0073	0.0071	-0.0002	-3.0%	0.0000
Volume	112,741	82,680	-30,061	-26.7%	576,728

Daily Pivots for day following 21-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9915	0.9894	0.9811
R3	0.9872	0.9851	0.9799
R2	0.9829	0.9829	0.9795
R1	0.9808	0.9808	0.9791	0.9819
PP	0.9786	0.9786	0.9786	0.9791
S1	0.9765	0.9765	0.9783	0.9776
S2	0.9743	0.9743	0.9779
S3	0.9700	0.9722	0.9775
S4	0.9657	0.9679	0.9763

Weekly Pivots for week ending 21-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0220	1.0143	0.9863
R3	1.0081	1.0004	0.9825
R2	0.9942	0.9942	0.9812
R1	0.9865	0.9865	0.9800	0.9834
PP	0.9803	0.9803	0.9803	0.9788
S1	0.9726	0.9726	0.9774	0.9695
S2	0.9664	0.9664	0.9762
S3	0.9525	0.9587	0.9749
S4	0.9386	0.9448	0.9711

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9881	0.9742	0.0139	1.4%	0.0067	0.7%	32%	False	False	115,345
10	0.9886	0.9673	0.0213	2.2%	0.0068	0.7%	54%	False	False	105,970
20	0.9889	0.9641	0.0248	2.5%	0.0069	0.7%	59%	False	False	54,897
40	0.9930	0.9641	0.0289	3.0%	0.0077	0.8%	51%	False	False	27,670
60	0.9930	0.9495	0.0435	4.4%	0.0071	0.7%	67%	False	False	18,480
80	0.9930	0.9495	0.0435	4.4%	0.0064	0.7%	67%	False	False	13,872
100	1.0255	0.9495	0.0760	7.8%	0.0054	0.6%	38%	False	False	11,098
120	1.0343	0.9495	0.0848	8.7%	0.0046	0.5%	34%	False	False	9,249

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9990
2.618	0.9920
1.618	0.9877
1.000	0.9850
0.618	0.9834
HIGH	0.9807
0.618	0.9791
0.500	0.9786
0.382	0.9780
LOW	0.9764
0.618	0.9737
1.000	0.9721
1.618	0.9694
2.618	0.9651
4.250	0.9581

Fisher Pivots for day following 21-Mar-2014
Pivot	1 day	3 day
R1	0.9787	0.9810
PP	0.9786	0.9802
S1	0.9786	0.9795

Download as Excel Spreadsheet

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

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