CME Japanese Yen Future June 2014

Trading Metrics calculated at close of trading on 21-Apr-2014

Day Change Summary
	Previous	Current
	17-Apr-2014	21-Apr-2014	Change	Change %	Previous Week
Open	0.9784	0.9766	-0.0018	-0.2%	0.9845
High	0.9821	0.9770	-0.0051	-0.5%	0.9864
Low	0.9762	0.9739	-0.0023	-0.2%	0.9762
Close	0.9769	0.9746	-0.0023	-0.2%	0.9769
Range	0.0059	0.0031	-0.0028	-47.5%	0.0102
ATR	0.0065	0.0063	-0.0002	-3.7%	0.0000
Volume	91,327	42,260	-49,067	-53.7%	417,641

Daily Pivots for day following 21-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9845	0.9826	0.9763
R3	0.9814	0.9795	0.9755
R2	0.9783	0.9783	0.9752
R1	0.9764	0.9764	0.9749	0.9758
PP	0.9752	0.9752	0.9752	0.9749
S1	0.9733	0.9733	0.9743	0.9727
S2	0.9721	0.9721	0.9740
S3	0.9690	0.9702	0.9737
S4	0.9659	0.9671	0.9729

Weekly Pivots for week ending 18-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0104	1.0039	0.9825
R3	1.0002	0.9937	0.9797
R2	0.9900	0.9900	0.9788
R1	0.9835	0.9835	0.9778	0.9817
PP	0.9798	0.9798	0.9798	0.9789
S1	0.9733	0.9733	0.9760	0.9715
S2	0.9696	0.9696	0.9750
S3	0.9594	0.9631	0.9741
S4	0.9492	0.9529	0.9713

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9864	0.9739	0.0125	1.3%	0.0050	0.5%	6%	False	True	91,980
10	0.9873	0.9675	0.0198	2.0%	0.0062	0.6%	36%	False	False	117,048
20	0.9873	0.9598	0.0275	2.8%	0.0062	0.6%	54%	False	False	117,434
40	0.9889	0.9598	0.0291	3.0%	0.0065	0.7%	51%	False	False	86,165
60	0.9930	0.9598	0.0332	3.4%	0.0072	0.7%	45%	False	False	57,591
80	0.9930	0.9495	0.0435	4.5%	0.0068	0.7%	58%	False	False	43,218
100	0.9930	0.9495	0.0435	4.5%	0.0064	0.7%	58%	False	False	34,585
120	1.0255	0.9495	0.0760	7.8%	0.0056	0.6%	33%	False	False	28,821

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
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	0.0012
Narrowest range in 63 trading days

Fibonacci Retracements and Extensions
4.250	0.9902
2.618	0.9851
1.618	0.9820
1.000	0.9801
0.618	0.9789
HIGH	0.9770
0.618	0.9758
0.500	0.9755
0.382	0.9751
LOW	0.9739
0.618	0.9720
1.000	0.9708
1.618	0.9689
2.618	0.9658
4.250	0.9607

Fisher Pivots for day following 21-Apr-2014
Pivot	1 day	3 day
R1	0.9755	0.9783
PP	0.9752	0.9770
S1	0.9749	0.9758

Download as Excel Spreadsheet

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

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