CME Japanese Yen Future June 2014

Trading Metrics calculated at close of trading on 20-May-2014

Day Change Summary
	Previous	Current
	19-May-2014	20-May-2014	Change	Change %	Previous Week
Open	0.9854	0.9856	0.0002	0.0%	0.9821
High	0.9893	0.9885	-0.0008	-0.1%	0.9875
Low	0.9845	0.9844	-0.0001	0.0%	0.9771
Close	0.9872	0.9876	0.0004	0.0%	0.9853
Range	0.0048	0.0041	-0.0007	-14.6%	0.0104
ATR	0.0053	0.0052	-0.0001	-1.6%	0.0000
Volume	115,175	92,771	-22,404	-19.5%	564,236

Daily Pivots for day following 20-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9991	0.9975	0.9899
R3	0.9950	0.9934	0.9887
R2	0.9909	0.9909	0.9884
R1	0.9893	0.9893	0.9880	0.9901
PP	0.9868	0.9868	0.9868	0.9873
S1	0.9852	0.9852	0.9872	0.9860
S2	0.9827	0.9827	0.9868
S3	0.9786	0.9811	0.9865
S4	0.9745	0.9770	0.9853

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	0.9777	0.0116	1.2%	0.0051	0.5%	85%	False	False	119,502
10	0.9893	0.9771	0.0122	1.2%	0.0046	0.5%	86%	False	False	111,170
20	0.9893	0.9687	0.0206	2.1%	0.0051	0.5%	92%	False	False	108,181
40	0.9893	0.9598	0.0295	3.0%	0.0056	0.6%	94%	False	False	111,893
60	0.9893	0.9598	0.0295	3.0%	0.0060	0.6%	94%	False	False	94,804
80	0.9930	0.9598	0.0332	3.4%	0.0065	0.7%	84%	False	False	71,211
100	0.9930	0.9495	0.0435	4.4%	0.0065	0.7%	88%	False	False	56,994
120	0.9930	0.9495	0.0435	4.4%	0.0062	0.6%	88%	False	False	47,504

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.0012
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0059
2.618	0.9992
1.618	0.9951
1.000	0.9926
0.618	0.9910
HIGH	0.9885
0.618	0.9869
0.500	0.9865
0.382	0.9860
LOW	0.9844
0.618	0.9819
1.000	0.9803
1.618	0.9778
2.618	0.9737
4.250	0.9670

Fisher Pivots for day following 20-May-2014
Pivot	1 day	3 day
R1	0.9872	0.9872
PP	0.9868	0.9869
S1	0.9865	0.9865

Download as Excel Spreadsheet

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

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