CME Japanese Yen Future June 2014

Trading Metrics calculated at close of trading on 16-May-2014

Day Change Summary
	Previous	Current
	15-May-2014	16-May-2014	Change	Change %	Previous Week
Open	0.9820	0.9848	0.0028	0.3%	0.9821
High	0.9875	0.9868	-0.0007	-0.1%	0.9875
Low	0.9794	0.9837	0.0043	0.4%	0.9771
Close	0.9851	0.9853	0.0002	0.0%	0.9853
Range	0.0081	0.0031	-0.0050	-61.7%	0.0104
ATR	0.0055	0.0053	-0.0002	-3.1%	0.0000
Volume	186,881	100,415	-86,466	-46.3%	564,236

Daily Pivots for day following 16-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9946	0.9930	0.9870
R3	0.9915	0.9899	0.9862
R2	0.9884	0.9884	0.9859
R1	0.9868	0.9868	0.9856	0.9876
PP	0.9853	0.9853	0.9853	0.9857
S1	0.9837	0.9837	0.9850	0.9845
S2	0.9822	0.9822	0.9847
S3	0.9791	0.9806	0.9844
S4	0.9760	0.9775	0.9836

Weekly Pivots for week ending 16-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0145	1.0103	0.9910
R3	1.0041	0.9999	0.9882
R2	0.9937	0.9937	0.9872
R1	0.9895	0.9895	0.9863	0.9916
PP	0.9833	0.9833	0.9833	0.9844
S1	0.9791	0.9791	0.9843	0.9812
S2	0.9729	0.9729	0.9834
S3	0.9625	0.9687	0.9824
S4	0.9521	0.9583	0.9796

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9875	0.9771	0.0104	1.1%	0.0047	0.5%	79%	False	False	112,847
10	0.9875	0.9771	0.0104	1.1%	0.0048	0.5%	79%	False	False	108,160
20	0.9875	0.9687	0.0188	1.9%	0.0049	0.5%	88%	False	False	103,815
40	0.9875	0.9598	0.0277	2.8%	0.0056	0.6%	92%	False	False	111,635
60	0.9889	0.9598	0.0291	3.0%	0.0060	0.6%	88%	False	False	91,361
80	0.9930	0.9548	0.0382	3.9%	0.0068	0.7%	80%	False	False	68,620
100	0.9930	0.9495	0.0435	4.4%	0.0064	0.7%	82%	False	False	54,916
120	0.9930	0.9495	0.0435	4.4%	0.0061	0.6%	82%	False	False	45,771

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

Fibonacci Retracements and Extensions
4.250	1.0000
2.618	0.9949
1.618	0.9918
1.000	0.9899
0.618	0.9887
HIGH	0.9868
0.618	0.9856
0.500	0.9853
0.382	0.9849
LOW	0.9837
0.618	0.9818
1.000	0.9806
1.618	0.9787
2.618	0.9756
4.250	0.9705

Fisher Pivots for day following 16-May-2014
Pivot	1 day	3 day
R1	0.9853	0.9844
PP	0.9853	0.9835
S1	0.9853	0.9826

Download as Excel Spreadsheet

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

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