CME Japanese Yen Future June 2014

Trading Metrics calculated at close of trading on 04-Apr-2014

Day Change Summary
	Previous	Current
	03-Apr-2014	04-Apr-2014	Change	Change %	Previous Week
Open	0.9630	0.9625	-0.0005	-0.1%	0.9725
High	0.9640	0.9694	0.0054	0.6%	0.9732
Low	0.9598	0.9600	0.0002	0.0%	0.9598
Close	0.9626	0.9689	0.0063	0.7%	0.9689
Range	0.0042	0.0094	0.0052	123.8%	0.0134
ATR	0.0064	0.0066	0.0002	3.3%	0.0000
Volume	104,268	141,110	36,842	35.3%	577,391

Daily Pivots for day following 04-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9943	0.9910	0.9741
R3	0.9849	0.9816	0.9715
R2	0.9755	0.9755	0.9706
R1	0.9722	0.9722	0.9698	0.9739
PP	0.9661	0.9661	0.9661	0.9669
S1	0.9628	0.9628	0.9680	0.9645
S2	0.9567	0.9567	0.9672
S3	0.9473	0.9534	0.9663
S4	0.9379	0.9440	0.9637

Weekly Pivots for week ending 04-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0075	1.0016	0.9763
R3	0.9941	0.9882	0.9726
R2	0.9807	0.9807	0.9714
R1	0.9748	0.9748	0.9701	0.9711
PP	0.9673	0.9673	0.9673	0.9654
S1	0.9614	0.9614	0.9677	0.9577
S2	0.9539	0.9539	0.9664
S3	0.9405	0.9480	0.9652
S4	0.9271	0.9346	0.9615

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9732	0.9598	0.0134	1.4%	0.0058	0.6%	68%	False	False	115,478
10	0.9836	0.9598	0.0238	2.5%	0.0061	0.6%	38%	False	False	117,819
20	0.9886	0.9598	0.0288	3.0%	0.0064	0.7%	32%	False	False	111,895
40	0.9889	0.9598	0.0291	3.0%	0.0068	0.7%	31%	False	False	57,047
60	0.9930	0.9512	0.0418	4.3%	0.0074	0.8%	42%	False	False	38,105
80	0.9930	0.9495	0.0435	4.5%	0.0067	0.7%	45%	False	False	28,599
100	1.0103	0.9495	0.0608	6.3%	0.0059	0.6%	32%	False	False	22,880
120	1.0293	0.9495	0.0798	8.2%	0.0050	0.5%	24%	False	False	19,067

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	0.0017
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	1.0094
2.618	0.9940
1.618	0.9846
1.000	0.9788
0.618	0.9752
HIGH	0.9694
0.618	0.9658
0.500	0.9647
0.382	0.9636
LOW	0.9600
0.618	0.9542
1.000	0.9506
1.618	0.9448
2.618	0.9354
4.250	0.9201

Fisher Pivots for day following 04-Apr-2014
Pivot	1 day	3 day
R1	0.9675	0.9675
PP	0.9661	0.9660
S1	0.9647	0.9646

Download as Excel Spreadsheet

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

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