CME Japanese Yen Future June 2014

Trading Metrics calculated at close of trading on 14-Apr-2014

Day Change Summary
	Previous	Current
	11-Apr-2014	14-Apr-2014	Change	Change %	Previous Week
Open	0.9860	0.9845	-0.0015	-0.2%	0.9681
High	0.9873	0.9864	-0.0009	-0.1%	0.9873
Low	0.9819	0.9806	-0.0013	-0.1%	0.9675
Close	0.9848	0.9835	-0.0013	-0.1%	0.9848
Range	0.0054	0.0058	0.0004	7.4%	0.0198
ATR	0.0069	0.0068	-0.0001	-1.1%	0.0000
Volume	126,425	94,719	-31,706	-25.1%	710,583

Daily Pivots for day following 14-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0009	0.9980	0.9867
R3	0.9951	0.9922	0.9851
R2	0.9893	0.9893	0.9846
R1	0.9864	0.9864	0.9840	0.9850
PP	0.9835	0.9835	0.9835	0.9828
S1	0.9806	0.9806	0.9830	0.9792
S2	0.9777	0.9777	0.9824
S3	0.9719	0.9748	0.9819
S4	0.9661	0.9690	0.9803

Weekly Pivots for week ending 11-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0393	1.0318	0.9957
R3	1.0195	1.0120	0.9902
R2	0.9997	0.9997	0.9884
R1	0.9922	0.9922	0.9866	0.9960
PP	0.9799	0.9799	0.9799	0.9817
S1	0.9724	0.9724	0.9830	0.9762
S2	0.9601	0.9601	0.9812
S3	0.9403	0.9526	0.9794
S4	0.9205	0.9328	0.9739

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9873	0.9701	0.0172	1.7%	0.0078	0.8%	78%	False	False	140,943
10	0.9873	0.9598	0.0275	2.8%	0.0066	0.7%	86%	False	False	124,993
20	0.9881	0.9598	0.0283	2.9%	0.0066	0.7%	84%	False	False	122,679
40	0.9889	0.9598	0.0291	3.0%	0.0068	0.7%	81%	False	False	77,115
60	0.9930	0.9548	0.0382	3.9%	0.0074	0.8%	75%	False	False	51,511
80	0.9930	0.9495	0.0435	4.4%	0.0069	0.7%	78%	False	False	38,658
100	1.0050	0.9495	0.0555	5.6%	0.0063	0.6%	61%	False	False	30,933
120	1.0293	0.9495	0.0798	8.1%	0.0054	0.5%	43%	False	False	25,778

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0111
2.618	1.0016
1.618	0.9958
1.000	0.9922
0.618	0.9900
HIGH	0.9864
0.618	0.9842
0.500	0.9835
0.382	0.9828
LOW	0.9806
0.618	0.9770
1.000	0.9748
1.618	0.9712
2.618	0.9654
4.250	0.9560

Fisher Pivots for day following 14-Apr-2014
Pivot	1 day	3 day
R1	0.9835	0.9835
PP	0.9835	0.9834
S1	0.9835	0.9834

Download as Excel Spreadsheet

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

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