CME Japanese Yen Future June 2014

Trading Metrics calculated at close of trading on 28-Apr-2014

Day Change Summary
	Previous	Current
	25-Apr-2014	28-Apr-2014	Change	Change %	Previous Week
Open	0.9779	0.9794	0.0015	0.2%	0.9766
High	0.9811	0.9803	-0.0008	-0.1%	0.9811
Low	0.9758	0.9745	-0.0013	-0.1%	0.9737
Close	0.9795	0.9766	-0.0029	-0.3%	0.9795
Range	0.0053	0.0058	0.0005	9.4%	0.0074
ATR	0.0059	0.0059	0.0000	-0.1%	0.0000
Volume	99,258	112,672	13,414	13.5%	445,034

Daily Pivots for day following 28-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9945	0.9914	0.9798
R3	0.9887	0.9856	0.9782
R2	0.9829	0.9829	0.9777
R1	0.9798	0.9798	0.9771	0.9785
PP	0.9771	0.9771	0.9771	0.9765
S1	0.9740	0.9740	0.9761	0.9727
S2	0.9713	0.9713	0.9755
S3	0.9655	0.9682	0.9750
S4	0.9597	0.9624	0.9734

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%	0.0049	0.5%	39%	False	False	103,089
10	0.9864	0.9737	0.0127	1.3%	0.0050	0.5%	23%	False	False	97,534
20	0.9873	0.9598	0.0275	2.8%	0.0058	0.6%	61%	False	False	113,166
40	0.9889	0.9598	0.0291	3.0%	0.0064	0.7%	58%	False	False	98,872
60	0.9930	0.9598	0.0332	3.4%	0.0068	0.7%	51%	False	False	66,150
80	0.9930	0.9504	0.0426	4.4%	0.0070	0.7%	62%	False	False	49,659
100	0.9930	0.9495	0.0435	4.5%	0.0065	0.7%	62%	False	False	39,739
120	1.0232	0.9495	0.0737	7.5%	0.0058	0.6%	37%	False	False	33,116

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.0050
2.618	0.9955
1.618	0.9897
1.000	0.9861
0.618	0.9839
HIGH	0.9803
0.618	0.9781
0.500	0.9774
0.382	0.9767
LOW	0.9745
0.618	0.9709
1.000	0.9687
1.618	0.9651
2.618	0.9593
4.250	0.9499

Fisher Pivots for day following 28-Apr-2014
Pivot	1 day	3 day
R1	0.9774	0.9778
PP	0.9771	0.9774
S1	0.9769	0.9770

Download as Excel Spreadsheet

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

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