CME Japanese Yen Future June 2014

Trading Metrics calculated at close of trading on 19-May-2014

Day Change Summary
	Previous	Current
	16-May-2014	19-May-2014	Change	Change %	Previous Week
Open	0.9848	0.9854	0.0006	0.1%	0.9821
High	0.9868	0.9893	0.0025	0.3%	0.9875
Low	0.9837	0.9845	0.0008	0.1%	0.9771
Close	0.9853	0.9872	0.0019	0.2%	0.9853
Range	0.0031	0.0048	0.0017	54.8%	0.0104
ATR	0.0053	0.0053	0.0000	-0.7%	0.0000
Volume	100,415	115,175	14,760	14.7%	564,236

Daily Pivots for day following 19-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0014	0.9991	0.9898
R3	0.9966	0.9943	0.9885
R2	0.9918	0.9918	0.9881
R1	0.9895	0.9895	0.9876	0.9907
PP	0.9870	0.9870	0.9870	0.9876
S1	0.9847	0.9847	0.9868	0.9859
S2	0.9822	0.9822	0.9863
S3	0.9774	0.9799	0.9859
S4	0.9726	0.9751	0.9846

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	0.9893	0.9771	0.0122	1.2%	0.0049	0.5%	83%	True	False	119,677
10	0.9893	0.9771	0.0122	1.2%	0.0049	0.5%	83%	True	False	113,256
20	0.9893	0.9687	0.0206	2.1%	0.0050	0.5%	90%	True	False	107,460
40	0.9893	0.9598	0.0295	3.0%	0.0056	0.6%	93%	True	False	112,447
60	0.9893	0.9598	0.0295	3.0%	0.0060	0.6%	93%	True	False	93,264
80	0.9930	0.9598	0.0332	3.4%	0.0066	0.7%	83%	False	False	70,059
100	0.9930	0.9495	0.0435	4.4%	0.0065	0.7%	87%	False	False	56,067
120	0.9930	0.9495	0.0435	4.4%	0.0062	0.6%	87%	False	False	46,731

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

Fibonacci Retracements and Extensions
4.250	1.0097
2.618	1.0019
1.618	0.9971
1.000	0.9941
0.618	0.9923
HIGH	0.9893
0.618	0.9875
0.500	0.9869
0.382	0.9863
LOW	0.9845
0.618	0.9815
1.000	0.9797
1.618	0.9767
2.618	0.9719
4.250	0.9641

Fisher Pivots for day following 19-May-2014
Pivot	1 day	3 day
R1	0.9871	0.9863
PP	0.9870	0.9853
S1	0.9869	0.9844

Download as Excel Spreadsheet

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

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