CME Japanese Yen Future June 2014

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

Day Change Summary
	Previous	Current
	21-Mar-2014	24-Mar-2014	Change	Change %	Previous Week
Open	0.9768	0.9785	0.0017	0.2%	0.9867
High	0.9807	0.9796	-0.0011	-0.1%	0.9881
Low	0.9764	0.9746	-0.0018	-0.2%	0.9742
Close	0.9787	0.9785	-0.0002	0.0%	0.9787
Range	0.0043	0.0050	0.0007	16.3%	0.0139
ATR	0.0071	0.0070	-0.0002	-2.1%	0.0000
Volume	82,680	114,928	32,248	39.0%	576,728

Daily Pivots for day following 24-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9926	0.9905	0.9813
R3	0.9876	0.9855	0.9799
R2	0.9826	0.9826	0.9794
R1	0.9805	0.9805	0.9790	0.9810
PP	0.9776	0.9776	0.9776	0.9778
S1	0.9755	0.9755	0.9780	0.9760
S2	0.9726	0.9726	0.9776
S3	0.9676	0.9705	0.9771
S4	0.9626	0.9655	0.9758

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%	0.0065	0.7%	31%	False	False	117,004
10	0.9886	0.9673	0.0213	2.2%	0.0069	0.7%	53%	False	False	115,109
20	0.9889	0.9641	0.0248	2.5%	0.0069	0.7%	58%	False	False	60,627
40	0.9930	0.9641	0.0289	3.0%	0.0075	0.8%	50%	False	False	30,529
60	0.9930	0.9495	0.0435	4.4%	0.0071	0.7%	67%	False	False	20,394
80	0.9930	0.9495	0.0435	4.4%	0.0065	0.7%	67%	False	False	15,309
100	1.0232	0.9495	0.0737	7.5%	0.0055	0.6%	39%	False	False	12,247
120	1.0343	0.9495	0.0848	8.7%	0.0046	0.5%	34%	False	False	10,207

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0009
2.618	0.9927
1.618	0.9877
1.000	0.9846
0.618	0.9827
HIGH	0.9796
0.618	0.9777
0.500	0.9771
0.382	0.9765
LOW	0.9746
0.618	0.9715
1.000	0.9696
1.618	0.9665
2.618	0.9615
4.250	0.9534

Fisher Pivots for day following 24-Mar-2014
Pivot	1 day	3 day
R1	0.9780	0.9782
PP	0.9776	0.9779
S1	0.9771	0.9777

Download as Excel Spreadsheet

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

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