CME Japanese Yen Future June 2014

Trading Metrics calculated at close of trading on 23-Apr-2014

Day Change Summary
	Previous	Current
	22-Apr-2014	23-Apr-2014	Change	Change %	Previous Week
Open	0.9746	0.9749	0.0003	0.0%	0.9845
High	0.9767	0.9790	0.0023	0.2%	0.9864
Low	0.9737	0.9740	0.0003	0.0%	0.9762
Close	0.9746	0.9767	0.0021	0.2%	0.9769
Range	0.0030	0.0050	0.0020	66.7%	0.0102
ATR	0.0060	0.0060	-0.0001	-1.2%	0.0000
Volume	78,351	93,402	15,051	19.2%	417,641

Daily Pivots for day following 23-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9916	0.9891	0.9795
R3	0.9866	0.9841	0.9781
R2	0.9816	0.9816	0.9776
R1	0.9791	0.9791	0.9772	0.9804
PP	0.9766	0.9766	0.9766	0.9772
S1	0.9741	0.9741	0.9762	0.9754
S2	0.9716	0.9716	0.9758
S3	0.9666	0.9691	0.9753
S4	0.9616	0.9641	0.9740

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	0.9826	0.9737	0.0089	0.9%	0.0045	0.5%	34%	False	False	80,235
10	0.9873	0.9737	0.0136	1.4%	0.0051	0.5%	22%	False	False	103,639
20	0.9873	0.9598	0.0275	2.8%	0.0061	0.6%	61%	False	False	115,313
40	0.9889	0.9598	0.0291	3.0%	0.0064	0.7%	58%	False	False	90,437
60	0.9930	0.9598	0.0332	3.4%	0.0069	0.7%	51%	False	False	60,433
80	0.9930	0.9495	0.0435	4.5%	0.0069	0.7%	63%	False	False	45,364
100	0.9930	0.9495	0.0435	4.5%	0.0064	0.7%	63%	False	False	36,302
120	1.0232	0.9495	0.0737	7.5%	0.0056	0.6%	37%	False	False	30,252

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0003
2.618	0.9921
1.618	0.9871
1.000	0.9840
0.618	0.9821
HIGH	0.9790
0.618	0.9771
0.500	0.9765
0.382	0.9759
LOW	0.9740
0.618	0.9709
1.000	0.9690
1.618	0.9659
2.618	0.9609
4.250	0.9528

Fisher Pivots for day following 23-Apr-2014
Pivot	1 day	3 day
R1	0.9766	0.9766
PP	0.9766	0.9765
S1	0.9765	0.9764

Download as Excel Spreadsheet

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

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