CME Japanese Yen Future June 2014

Trading Metrics calculated at close of trading on 23-May-2014

Day Change Summary
	Previous	Current
	22-May-2014	23-May-2014	Change	Change %	Previous Week
Open	0.9862	0.9830	-0.0032	-0.3%	0.9854
High	0.9867	0.9844	-0.0023	-0.2%	0.9920
Low	0.9823	0.9804	-0.0019	-0.2%	0.9804
Close	0.9824	0.9807	-0.0017	-0.2%	0.9807
Range	0.0044	0.0040	-0.0004	-9.1%	0.0116
ATR	0.0053	0.0052	-0.0001	-1.8%	0.0000
Volume	102,269	84,342	-17,927	-17.5%	540,490

Daily Pivots for day following 23-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9938	0.9913	0.9829
R3	0.9898	0.9873	0.9818
R2	0.9858	0.9858	0.9814
R1	0.9833	0.9833	0.9811	0.9826
PP	0.9818	0.9818	0.9818	0.9815
S1	0.9793	0.9793	0.9803	0.9786
S2	0.9778	0.9778	0.9800
S3	0.9738	0.9753	0.9796
S4	0.9698	0.9713	0.9785

Weekly Pivots for week ending 23-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0192	1.0115	0.9871
R3	1.0076	0.9999	0.9839
R2	0.9960	0.9960	0.9828
R1	0.9883	0.9883	0.9818	0.9864
PP	0.9844	0.9844	0.9844	0.9834
S1	0.9767	0.9767	0.9796	0.9748
S2	0.9728	0.9728	0.9786
S3	0.9612	0.9651	0.9775
S4	0.9496	0.9535	0.9743

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9920	0.9804	0.0116	1.2%	0.0051	0.5%	3%	False	True	108,098
10	0.9920	0.9771	0.0149	1.5%	0.0049	0.5%	24%	False	False	110,472
20	0.9920	0.9687	0.0233	2.4%	0.0051	0.5%	52%	False	False	108,588
40	0.9920	0.9598	0.0322	3.3%	0.0055	0.6%	65%	False	False	111,493
60	0.9920	0.9598	0.0322	3.3%	0.0060	0.6%	65%	False	False	100,288
80	0.9930	0.9598	0.0332	3.4%	0.0064	0.6%	63%	False	False	75,355
100	0.9930	0.9504	0.0426	4.3%	0.0066	0.7%	71%	False	False	60,319
120	0.9930	0.9495	0.0435	4.4%	0.0062	0.6%	72%	False	False	50,275

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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 5 trading days

Fibonacci Retracements and Extensions
4.250	1.0014
2.618	0.9949
1.618	0.9909
1.000	0.9884
0.618	0.9869
HIGH	0.9844
0.618	0.9829
0.500	0.9824
0.382	0.9819
LOW	0.9804
0.618	0.9779
1.000	0.9764
1.618	0.9739
2.618	0.9699
4.250	0.9634

Fisher Pivots for day following 23-May-2014
Pivot	1 day	3 day
R1	0.9824	0.9862
PP	0.9818	0.9844
S1	0.9813	0.9825

Download as Excel Spreadsheet

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

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