CME Japanese Yen Future June 2014

Trading Metrics calculated at close of trading on 29-May-2014

Day Change Summary
	Previous	Current
	28-May-2014	29-May-2014	Change	Change %	Previous Week
Open	0.9804	0.9823	0.0019	0.2%	0.9854
High	0.9840	0.9860	0.0020	0.2%	0.9920
Low	0.9801	0.9819	0.0018	0.2%	0.9804
Close	0.9819	0.9830	0.0011	0.1%	0.9807
Range	0.0039	0.0041	0.0002	5.1%	0.0116
ATR	0.0051	0.0050	-0.0001	-1.4%	0.0000
Volume	93,324	110,827	17,503	18.8%	540,490

Daily Pivots for day following 29-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9959	0.9936	0.9853
R3	0.9918	0.9895	0.9841
R2	0.9877	0.9877	0.9838
R1	0.9854	0.9854	0.9834	0.9866
PP	0.9836	0.9836	0.9836	0.9842
S1	0.9813	0.9813	0.9826	0.9825
S2	0.9795	0.9795	0.9822
S3	0.9754	0.9772	0.9819
S4	0.9713	0.9731	0.9807

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	0.9867	0.9787	0.0080	0.8%	0.0042	0.4%	54%	False	False	100,488
10	0.9920	0.9787	0.0133	1.4%	0.0049	0.5%	32%	False	False	114,361
20	0.9920	0.9687	0.0233	2.4%	0.0049	0.5%	61%	False	False	108,706
40	0.9920	0.9598	0.0322	3.3%	0.0053	0.5%	72%	False	False	110,069
60	0.9920	0.9598	0.0322	3.3%	0.0058	0.6%	72%	False	False	105,406
80	0.9930	0.9598	0.0332	3.4%	0.0062	0.6%	70%	False	False	79,296
100	0.9930	0.9512	0.0418	4.3%	0.0065	0.7%	76%	False	False	63,474
120	0.9930	0.9495	0.0435	4.4%	0.0062	0.6%	77%	False	False	52,906

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	0.0014
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0034
2.618	0.9967
1.618	0.9926
1.000	0.9901
0.618	0.9885
HIGH	0.9860
0.618	0.9844
0.500	0.9840
0.382	0.9835
LOW	0.9819
0.618	0.9794
1.000	0.9778
1.618	0.9753
2.618	0.9712
4.250	0.9645

Fisher Pivots for day following 29-May-2014
Pivot	1 day	3 day
R1	0.9840	0.9828
PP	0.9836	0.9826
S1	0.9833	0.9824

Download as Excel Spreadsheet

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

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