CME Japanese Yen Future June 2014

Trading Metrics calculated at close of trading on 22-May-2014

Day Change Summary
	Previous	Current
	21-May-2014	22-May-2014	Change	Change %	Previous Week
Open	0.9873	0.9862	-0.0011	-0.1%	0.9821
High	0.9920	0.9867	-0.0053	-0.5%	0.9875
Low	0.9840	0.9823	-0.0017	-0.2%	0.9771
Close	0.9863	0.9824	-0.0039	-0.4%	0.9853
Range	0.0080	0.0044	-0.0036	-45.0%	0.0104
ATR	0.0054	0.0053	-0.0001	-1.3%	0.0000
Volume	145,933	102,269	-43,664	-29.9%	564,236

Daily Pivots for day following 22-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9970	0.9941	0.9848
R3	0.9926	0.9897	0.9836
R2	0.9882	0.9882	0.9832
R1	0.9853	0.9853	0.9828	0.9846
PP	0.9838	0.9838	0.9838	0.9834
S1	0.9809	0.9809	0.9820	0.9802
S2	0.9794	0.9794	0.9816
S3	0.9750	0.9765	0.9812
S4	0.9706	0.9721	0.9800

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	0.9920	0.9823	0.0097	1.0%	0.0049	0.5%	1%	False	True	111,312
10	0.9920	0.9771	0.0149	1.5%	0.0048	0.5%	36%	False	False	110,255
20	0.9920	0.9687	0.0233	2.4%	0.0052	0.5%	59%	False	False	109,333
40	0.9920	0.9598	0.0322	3.3%	0.0056	0.6%	70%	False	False	112,872
60	0.9920	0.9598	0.0322	3.3%	0.0060	0.6%	70%	False	False	98,919
80	0.9930	0.9598	0.0332	3.4%	0.0065	0.7%	68%	False	False	74,302
100	0.9930	0.9495	0.0435	4.4%	0.0066	0.7%	76%	False	False	59,476
120	0.9930	0.9495	0.0435	4.4%	0.0062	0.6%	76%	False	False	49,572

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	0.0013
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0054
2.618	0.9982
1.618	0.9938
1.000	0.9911
0.618	0.9894
HIGH	0.9867
0.618	0.9850
0.500	0.9845
0.382	0.9840
LOW	0.9823
0.618	0.9796
1.000	0.9779
1.618	0.9752
2.618	0.9708
4.250	0.9636

Fisher Pivots for day following 22-May-2014
Pivot	1 day	3 day
R1	0.9845	0.9872
PP	0.9838	0.9856
S1	0.9831	0.9840

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols