CME Japanese Yen Future June 2014

Trading Metrics calculated at close of trading on 25-Apr-2014

Day Change Summary
	Previous	Current
	24-Apr-2014	25-Apr-2014	Change	Change %	Previous Week
Open	0.9757	0.9779	0.0022	0.2%	0.9766
High	0.9798	0.9811	0.0013	0.1%	0.9811
Low	0.9744	0.9758	0.0014	0.1%	0.9737
Close	0.9775	0.9795	0.0020	0.2%	0.9795
Range	0.0054	0.0053	-0.0001	-1.9%	0.0074
ATR	0.0059	0.0059	0.0000	-0.7%	0.0000
Volume	131,763	99,258	-32,505	-24.7%	445,034

Daily Pivots for day following 25-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9947	0.9924	0.9824
R3	0.9894	0.9871	0.9810
R2	0.9841	0.9841	0.9805
R1	0.9818	0.9818	0.9800	0.9830
PP	0.9788	0.9788	0.9788	0.9794
S1	0.9765	0.9765	0.9790	0.9777
S2	0.9735	0.9735	0.9785
S3	0.9682	0.9712	0.9780
S4	0.9629	0.9659	0.9766

Weekly Pivots for week ending 25-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0003	0.9973	0.9836
R3	0.9929	0.9899	0.9815
R2	0.9855	0.9855	0.9809
R1	0.9825	0.9825	0.9802	0.9840
PP	0.9781	0.9781	0.9781	0.9789
S1	0.9751	0.9751	0.9788	0.9766
S2	0.9707	0.9707	0.9781
S3	0.9633	0.9677	0.9775
S4	0.9559	0.9603	0.9754

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9811	0.9737	0.0074	0.8%	0.0044	0.4%	78%	True	False	89,006
10	0.9873	0.9737	0.0136	1.4%	0.0049	0.5%	43%	False	False	98,910
20	0.9873	0.9598	0.0275	2.8%	0.0059	0.6%	72%	False	False	114,398
40	0.9889	0.9598	0.0291	3.0%	0.0064	0.7%	68%	False	False	96,138
60	0.9930	0.9598	0.0332	3.4%	0.0068	0.7%	59%	False	False	64,277
80	0.9930	0.9504	0.0426	4.3%	0.0070	0.7%	68%	False	False	48,251
100	0.9930	0.9495	0.0435	4.4%	0.0065	0.7%	69%	False	False	38,612
120	1.0232	0.9495	0.0737	7.5%	0.0057	0.6%	41%	False	False	32,177

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

Fibonacci Retracements and Extensions
4.250	1.0036
2.618	0.9950
1.618	0.9897
1.000	0.9864
0.618	0.9844
HIGH	0.9811
0.618	0.9791
0.500	0.9785
0.382	0.9778
LOW	0.9758
0.618	0.9725
1.000	0.9705
1.618	0.9672
2.618	0.9619
4.250	0.9533

Fisher Pivots for day following 25-Apr-2014
Pivot	1 day	3 day
R1	0.9792	0.9789
PP	0.9788	0.9782
S1	0.9785	0.9776

Download as Excel Spreadsheet

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

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