CME Japanese Yen Future June 2014

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

Day Change Summary
	Previous	Current
	27-Mar-2014	28-Mar-2014	Change	Change %	Previous Week
Open	0.9803	0.9787	-0.0016	-0.2%	0.9785
High	0.9836	0.9805	-0.0031	-0.3%	0.9836
Low	0.9766	0.9714	-0.0052	-0.5%	0.9714
Close	0.9791	0.9731	-0.0060	-0.6%	0.9731
Range	0.0070	0.0091	0.0021	30.0%	0.0122
ATR	0.0068	0.0070	0.0002	2.4%	0.0000
Volume	139,488	137,330	-2,158	-1.5%	600,807

Daily Pivots for day following 28-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0023	0.9968	0.9781
R3	0.9932	0.9877	0.9756
R2	0.9841	0.9841	0.9748
R1	0.9786	0.9786	0.9739	0.9768
PP	0.9750	0.9750	0.9750	0.9741
S1	0.9695	0.9695	0.9723	0.9677
S2	0.9659	0.9659	0.9714
S3	0.9568	0.9604	0.9706
S4	0.9477	0.9513	0.9681

Weekly Pivots for week ending 28-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0126	1.0051	0.9798
R3	1.0004	0.9929	0.9765
R2	0.9882	0.9882	0.9753
R1	0.9807	0.9807	0.9742	0.9784
PP	0.9760	0.9760	0.9760	0.9749
S1	0.9685	0.9685	0.9720	0.9662
S2	0.9638	0.9638	0.9709
S3	0.9516	0.9563	0.9697
S4	0.9394	0.9441	0.9664

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9836	0.9714	0.0122	1.3%	0.0064	0.7%	14%	False	True	120,161
10	0.9881	0.9714	0.0167	1.7%	0.0065	0.7%	10%	False	True	117,753
20	0.9889	0.9641	0.0248	2.5%	0.0070	0.7%	36%	False	False	84,578
40	0.9930	0.9641	0.0289	3.0%	0.0073	0.7%	31%	False	False	42,642
60	0.9930	0.9504	0.0426	4.4%	0.0074	0.8%	53%	False	False	28,490
80	0.9930	0.9495	0.0435	4.5%	0.0067	0.7%	54%	False	False	21,382
100	1.0232	0.9495	0.0737	7.6%	0.0058	0.6%	32%	False	False	17,106
120	1.0343	0.9495	0.0848	8.7%	0.0049	0.5%	28%	False	False	14,256

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1.0192
2.618	1.0043
1.618	0.9952
1.000	0.9896
0.618	0.9861
HIGH	0.9805
0.618	0.9770
0.500	0.9760
0.382	0.9749
LOW	0.9714
0.618	0.9658
1.000	0.9623
1.618	0.9567
2.618	0.9476
4.250	0.9327

Fisher Pivots for day following 28-Mar-2014
Pivot	1 day	3 day
R1	0.9760	0.9775
PP	0.9750	0.9760
S1	0.9741	0.9746

Download as Excel Spreadsheet

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

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