CME Japanese Yen Future June 2014

Trading Metrics calculated at close of trading on 01-May-2014

Day Change Summary
	Previous	Current
	30-Apr-2014	01-May-2014	Change	Change %	Previous Week
Open	0.9745	0.9785	0.0040	0.4%	0.9766
High	0.9804	0.9795	-0.0009	-0.1%	0.9811
Low	0.9743	0.9768	0.0025	0.3%	0.9737
Close	0.9795	0.9777	-0.0018	-0.2%	0.9795
Range	0.0061	0.0027	-0.0034	-55.7%	0.0074
ATR	0.0057	0.0055	-0.0002	-3.8%	0.0000
Volume	130,222	57,037	-73,185	-56.2%	445,034

Daily Pivots for day following 01-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9861	0.9846	0.9792
R3	0.9834	0.9819	0.9784
R2	0.9807	0.9807	0.9782
R1	0.9792	0.9792	0.9779	0.9786
PP	0.9780	0.9780	0.9780	0.9777
S1	0.9765	0.9765	0.9775	0.9759
S2	0.9753	0.9753	0.9772
S3	0.9726	0.9738	0.9770
S4	0.9699	0.9711	0.9762

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%	0.0047	0.5%	57%	False	False	93,953
10	0.9821	0.9732	0.0089	0.9%	0.0046	0.5%	51%	False	False	90,686
20	0.9873	0.9598	0.0275	2.8%	0.0056	0.6%	65%	False	False	109,457
40	0.9886	0.9598	0.0288	2.9%	0.0062	0.6%	62%	False	False	105,099
60	0.9925	0.9598	0.0327	3.3%	0.0065	0.7%	55%	False	False	70,437
80	0.9930	0.9512	0.0418	4.3%	0.0069	0.7%	63%	False	False	52,878
100	0.9930	0.9495	0.0435	4.4%	0.0065	0.7%	65%	False	False	42,317
120	1.0232	0.9495	0.0737	7.5%	0.0059	0.6%	38%	False	False	35,265

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Narrowest range in 71 trading days

Fibonacci Retracements and Extensions
4.250	0.9910
2.618	0.9866
1.618	0.9839
1.000	0.9822
0.618	0.9812
HIGH	0.9795
0.618	0.9785
0.500	0.9782
0.382	0.9778
LOW	0.9768
0.618	0.9751
1.000	0.9741
1.618	0.9724
2.618	0.9697
4.250	0.9653

Fisher Pivots for day following 01-May-2014
Pivot	1 day	3 day
R1	0.9782	0.9774
PP	0.9780	0.9771
S1	0.9779	0.9768

Download as Excel Spreadsheet

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

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