CME Japanese Yen Future June 2014

Trading Metrics calculated at close of trading on 22-Apr-2014

Day Change Summary
	Previous	Current
	21-Apr-2014	22-Apr-2014	Change	Change %	Previous Week
Open	0.9766	0.9746	-0.0020	-0.2%	0.9845
High	0.9770	0.9767	-0.0003	0.0%	0.9864
Low	0.9739	0.9737	-0.0002	0.0%	0.9762
Close	0.9746	0.9746	0.0000	0.0%	0.9769
Range	0.0031	0.0030	-0.0001	-3.2%	0.0102
ATR	0.0063	0.0060	-0.0002	-3.7%	0.0000
Volume	42,260	78,351	36,091	85.4%	417,641

Daily Pivots for day following 22-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9840	0.9823	0.9763
R3	0.9810	0.9793	0.9754
R2	0.9780	0.9780	0.9752
R1	0.9763	0.9763	0.9749	0.9761
PP	0.9750	0.9750	0.9750	0.9749
S1	0.9733	0.9733	0.9743	0.9731
S2	0.9720	0.9720	0.9741
S3	0.9690	0.9703	0.9738
S4	0.9660	0.9673	0.9730

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	0.9856	0.9737	0.0119	1.2%	0.0044	0.5%	8%	False	True	88,706
10	0.9873	0.9701	0.0172	1.8%	0.0061	0.6%	26%	False	False	114,825
20	0.9873	0.9598	0.0275	2.8%	0.0061	0.6%	54%	False	False	115,605
40	0.9889	0.9598	0.0291	3.0%	0.0065	0.7%	51%	False	False	88,116
60	0.9930	0.9598	0.0332	3.4%	0.0070	0.7%	45%	False	False	58,887
80	0.9930	0.9495	0.0435	4.5%	0.0069	0.7%	58%	False	False	44,197
100	0.9930	0.9495	0.0435	4.5%	0.0064	0.7%	58%	False	False	35,368
120	1.0232	0.9495	0.0737	7.6%	0.0056	0.6%	34%	False	False	29,474

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Narrowest range in 64 trading days

Fibonacci Retracements and Extensions
4.250	0.9895
2.618	0.9846
1.618	0.9816
1.000	0.9797
0.618	0.9786
HIGH	0.9767
0.618	0.9756
0.500	0.9752
0.382	0.9748
LOW	0.9737
0.618	0.9718
1.000	0.9707
1.618	0.9688
2.618	0.9658
4.250	0.9610

Fisher Pivots for day following 22-Apr-2014
Pivot	1 day	3 day
R1	0.9752	0.9779
PP	0.9750	0.9768
S1	0.9748	0.9757

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols