CME Japanese Yen Future June 2014

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

Day Change Summary
	Previous	Current
	25-Mar-2014	26-Mar-2014	Change	Change %	Previous Week
Open	0.9787	0.9783	-0.0004	0.0%	0.9867
High	0.9799	0.9820	0.0021	0.2%	0.9881
Low	0.9760	0.9750	-0.0010	-0.1%	0.9742
Close	0.9783	0.9802	0.0019	0.2%	0.9787
Range	0.0039	0.0070	0.0031	79.5%	0.0139
ATR	0.0068	0.0068	0.0000	0.3%	0.0000
Volume	99,242	109,819	10,577	10.7%	576,728

Daily Pivots for day following 26-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0001	0.9971	0.9841
R3	0.9931	0.9901	0.9821
R2	0.9861	0.9861	0.9815
R1	0.9831	0.9831	0.9808	0.9846
PP	0.9791	0.9791	0.9791	0.9798
S1	0.9761	0.9761	0.9796	0.9776
S2	0.9721	0.9721	0.9789
S3	0.9651	0.9691	0.9783
S4	0.9581	0.9621	0.9764

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	0.9820	0.9746	0.0074	0.8%	0.0047	0.5%	76%	True	False	103,882
10	0.9886	0.9726	0.0160	1.6%	0.0069	0.7%	48%	False	False	122,263
20	0.9889	0.9641	0.0248	2.5%	0.0068	0.7%	65%	False	False	71,015
40	0.9930	0.9641	0.0289	2.9%	0.0074	0.8%	56%	False	False	35,733
60	0.9930	0.9495	0.0435	4.4%	0.0072	0.7%	71%	False	False	23,878
80	0.9930	0.9495	0.0435	4.4%	0.0065	0.7%	71%	False	False	17,922
100	1.0232	0.9495	0.0737	7.5%	0.0056	0.6%	42%	False	False	14,338
120	1.0343	0.9495	0.0848	8.7%	0.0047	0.5%	36%	False	False	11,949

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.0118
2.618	1.0003
1.618	0.9933
1.000	0.9890
0.618	0.9863
HIGH	0.9820
0.618	0.9793
0.500	0.9785
0.382	0.9777
LOW	0.9750
0.618	0.9707
1.000	0.9680
1.618	0.9637
2.618	0.9567
4.250	0.9453

Fisher Pivots for day following 26-Mar-2014
Pivot	1 day	3 day
R1	0.9796	0.9796
PP	0.9791	0.9789
S1	0.9785	0.9783

Download as Excel Spreadsheet

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

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