CME Japanese Yen Future June 2014

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

Day Change Summary
	Previous	Current
	24-Mar-2014	25-Mar-2014	Change	Change %	Previous Week
Open	0.9785	0.9787	0.0002	0.0%	0.9867
High	0.9796	0.9799	0.0003	0.0%	0.9881
Low	0.9746	0.9760	0.0014	0.1%	0.9742
Close	0.9785	0.9783	-0.0002	0.0%	0.9787
Range	0.0050	0.0039	-0.0011	-22.0%	0.0139
ATR	0.0070	0.0068	-0.0002	-3.2%	0.0000
Volume	114,928	99,242	-15,686	-13.6%	576,728

Daily Pivots for day following 25-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9898	0.9879	0.9804
R3	0.9859	0.9840	0.9794
R2	0.9820	0.9820	0.9790
R1	0.9801	0.9801	0.9787	0.9791
PP	0.9781	0.9781	0.9781	0.9776
S1	0.9762	0.9762	0.9779	0.9752
S2	0.9742	0.9742	0.9776
S3	0.9703	0.9723	0.9772
S4	0.9664	0.9684	0.9762

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	0.9877	0.9742	0.0135	1.4%	0.0060	0.6%	30%	False	False	110,752
10	0.9886	0.9704	0.0182	1.9%	0.0067	0.7%	43%	False	False	120,314
20	0.9889	0.9641	0.0248	2.5%	0.0067	0.7%	57%	False	False	65,561
40	0.9930	0.9641	0.0289	3.0%	0.0074	0.8%	49%	False	False	32,993
60	0.9930	0.9495	0.0435	4.4%	0.0072	0.7%	66%	False	False	22,048
80	0.9930	0.9495	0.0435	4.4%	0.0065	0.7%	66%	False	False	16,549
100	1.0232	0.9495	0.0737	7.5%	0.0055	0.6%	39%	False	False	13,240
120	1.0343	0.9495	0.0848	8.7%	0.0047	0.5%	34%	False	False	11,034

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9965
2.618	0.9901
1.618	0.9862
1.000	0.9838
0.618	0.9823
HIGH	0.9799
0.618	0.9784
0.500	0.9780
0.382	0.9775
LOW	0.9760
0.618	0.9736
1.000	0.9721
1.618	0.9697
2.618	0.9658
4.250	0.9594

Fisher Pivots for day following 25-Mar-2014
Pivot	1 day	3 day
R1	0.9782	0.9781
PP	0.9781	0.9779
S1	0.9780	0.9777

Download as Excel Spreadsheet

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

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