CME Japanese Yen Future June 2014

Trading Metrics calculated at close of trading on 02-Jun-2014

Day Change Summary
	Previous	Current
	30-May-2014	02-Jun-2014	Change	Change %	Previous Week
Open	0.9829	0.9823	-0.0006	-0.1%	0.9807
High	0.9854	0.9834	-0.0020	-0.2%	0.9860
Low	0.9819	0.9757	-0.0062	-0.6%	0.9787
Close	0.9834	0.9760	-0.0074	-0.8%	0.9834
Range	0.0035	0.0077	0.0042	120.0%	0.0073
ATR	0.0049	0.0051	0.0002	4.1%	0.0000
Volume	97,092	148,617	51,525	53.1%	412,923

Daily Pivots for day following 02-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0015	0.9964	0.9802
R3	0.9938	0.9887	0.9781
R2	0.9861	0.9861	0.9774
R1	0.9810	0.9810	0.9767	0.9797
PP	0.9784	0.9784	0.9784	0.9777
S1	0.9733	0.9733	0.9753	0.9720
S2	0.9707	0.9707	0.9746
S3	0.9630	0.9656	0.9739
S4	0.9553	0.9579	0.9718

Weekly Pivots for week ending 30-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0046	1.0013	0.9874
R3	0.9973	0.9940	0.9854
R2	0.9900	0.9900	0.9847
R1	0.9867	0.9867	0.9841	0.9884
PP	0.9827	0.9827	0.9827	0.9835
S1	0.9794	0.9794	0.9827	0.9811
S2	0.9754	0.9754	0.9821
S3	0.9681	0.9721	0.9814
S4	0.9608	0.9648	0.9794

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9860	0.9757	0.0103	1.1%	0.0047	0.5%	3%	False	True	112,308
10	0.9920	0.9757	0.0163	1.7%	0.0049	0.5%	2%	False	True	110,203
20	0.9920	0.9757	0.0163	1.7%	0.0048	0.5%	2%	False	True	109,181
40	0.9920	0.9600	0.0320	3.3%	0.0054	0.6%	50%	False	False	111,191
60	0.9920	0.9598	0.0322	3.3%	0.0057	0.6%	50%	False	False	109,201
80	0.9920	0.9598	0.0322	3.3%	0.0061	0.6%	50%	False	False	82,360
100	0.9930	0.9512	0.0418	4.3%	0.0065	0.7%	59%	False	False	65,929
120	0.9930	0.9495	0.0435	4.5%	0.0062	0.6%	61%	False	False	54,954

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1.0161
2.618	1.0036
1.618	0.9959
1.000	0.9911
0.618	0.9882
HIGH	0.9834
0.618	0.9805
0.500	0.9796
0.382	0.9786
LOW	0.9757
0.618	0.9709
1.000	0.9680
1.618	0.9632
2.618	0.9555
4.250	0.9430

Fisher Pivots for day following 02-Jun-2014
Pivot	1 day	3 day
R1	0.9796	0.9809
PP	0.9784	0.9792
S1	0.9772	0.9776

Download as Excel Spreadsheet

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

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