CME Japanese Yen Future June 2014

Trading Metrics calculated at close of trading on 15-Apr-2014

Day Change Summary
	Previous	Current
	14-Apr-2014	15-Apr-2014	Change	Change %	Previous Week
Open	0.9845	0.9821	-0.0024	-0.2%	0.9681
High	0.9864	0.9856	-0.0008	-0.1%	0.9873
Low	0.9806	0.9808	0.0002	0.0%	0.9675
Close	0.9835	0.9824	-0.0011	-0.1%	0.9848
Range	0.0058	0.0048	-0.0010	-17.2%	0.0198
ATR	0.0068	0.0066	-0.0001	-2.1%	0.0000
Volume	94,719	135,758	41,039	43.3%	710,583

Daily Pivots for day following 15-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9973	0.9947	0.9850
R3	0.9925	0.9899	0.9837
R2	0.9877	0.9877	0.9833
R1	0.9851	0.9851	0.9828	0.9864
PP	0.9829	0.9829	0.9829	0.9836
S1	0.9803	0.9803	0.9820	0.9816
S2	0.9781	0.9781	0.9815
S3	0.9733	0.9755	0.9811
S4	0.9685	0.9707	0.9798

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	0.9793	0.0080	0.8%	0.0057	0.6%	39%	False	False	127,042
10	0.9873	0.9598	0.0275	2.8%	0.0065	0.7%	82%	False	False	128,298
20	0.9877	0.9598	0.0279	2.8%	0.0065	0.7%	81%	False	False	122,942
40	0.9889	0.9598	0.0291	3.0%	0.0066	0.7%	78%	False	False	80,498
60	0.9930	0.9548	0.0382	3.9%	0.0074	0.8%	72%	False	False	53,772
80	0.9930	0.9495	0.0435	4.4%	0.0068	0.7%	76%	False	False	40,355
100	1.0005	0.9495	0.0510	5.2%	0.0063	0.6%	65%	False	False	32,290
120	1.0293	0.9495	0.0798	8.1%	0.0054	0.6%	41%	False	False	26,909

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.0060
2.618	0.9982
1.618	0.9934
1.000	0.9904
0.618	0.9886
HIGH	0.9856
0.618	0.9838
0.500	0.9832
0.382	0.9826
LOW	0.9808
0.618	0.9778
1.000	0.9760
1.618	0.9730
2.618	0.9682
4.250	0.9604

Fisher Pivots for day following 15-Apr-2014
Pivot	1 day	3 day
R1	0.9832	0.9840
PP	0.9829	0.9834
S1	0.9827	0.9829

Download as Excel Spreadsheet

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

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