CME Japanese Yen Future June 2014

Trading Metrics calculated at close of trading on 30-Apr-2014

Day Change Summary
	Previous	Current
	29-Apr-2014	30-Apr-2014	Change	Change %	Previous Week
Open	0.9758	0.9745	-0.0013	-0.1%	0.9766
High	0.9766	0.9804	0.0038	0.4%	0.9811
Low	0.9732	0.9743	0.0011	0.1%	0.9737
Close	0.9752	0.9795	0.0043	0.4%	0.9795
Range	0.0034	0.0061	0.0027	79.4%	0.0074
ATR	0.0057	0.0057	0.0000	0.5%	0.0000
Volume	70,577	130,222	59,645	84.5%	445,034

Daily Pivots for day following 30-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9964	0.9940	0.9829
R3	0.9903	0.9879	0.9812
R2	0.9842	0.9842	0.9806
R1	0.9818	0.9818	0.9801	0.9830
PP	0.9781	0.9781	0.9781	0.9787
S1	0.9757	0.9757	0.9789	0.9769
S2	0.9720	0.9720	0.9784
S3	0.9659	0.9696	0.9778
S4	0.9598	0.9635	0.9761

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	0.9732	0.0079	0.8%	0.0052	0.5%	80%	False	False	108,898
10	0.9826	0.9732	0.0094	1.0%	0.0048	0.5%	67%	False	False	94,566
20	0.9873	0.9598	0.0275	2.8%	0.0056	0.6%	72%	False	False	111,432
40	0.9886	0.9598	0.0288	2.9%	0.0062	0.6%	68%	False	False	103,756
60	0.9930	0.9598	0.0332	3.4%	0.0066	0.7%	59%	False	False	69,493
80	0.9930	0.9512	0.0418	4.3%	0.0069	0.7%	68%	False	False	52,167
100	0.9930	0.9495	0.0435	4.4%	0.0065	0.7%	69%	False	False	41,746
120	1.0232	0.9495	0.0737	7.5%	0.0058	0.6%	41%	False	False	34,789

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	1.0063
2.618	0.9964
1.618	0.9903
1.000	0.9865
0.618	0.9842
HIGH	0.9804
0.618	0.9781
0.500	0.9774
0.382	0.9766
LOW	0.9743
0.618	0.9705
1.000	0.9682
1.618	0.9644
2.618	0.9583
4.250	0.9484

Fisher Pivots for day following 30-Apr-2014
Pivot	1 day	3 day
R1	0.9788	0.9786
PP	0.9781	0.9777
S1	0.9774	0.9768

Download as Excel Spreadsheet

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

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