CME Japanese Yen Future June 2014

Trading Metrics calculated at close of trading on 03-Jun-2014

Day Change Summary
	Previous	Current
	02-Jun-2014	03-Jun-2014	Change	Change %	Previous Week
Open	0.9823	0.9767	-0.0056	-0.6%	0.9807
High	0.9834	0.9779	-0.0055	-0.6%	0.9860
Low	0.9757	0.9751	-0.0006	-0.1%	0.9787
Close	0.9760	0.9756	-0.0004	0.0%	0.9834
Range	0.0077	0.0028	-0.0049	-63.6%	0.0073
ATR	0.0051	0.0049	-0.0002	-3.2%	0.0000
Volume	148,617	93,424	-55,193	-37.1%	412,923

Daily Pivots for day following 03-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9846	0.9829	0.9771
R3	0.9818	0.9801	0.9764
R2	0.9790	0.9790	0.9761
R1	0.9773	0.9773	0.9759	0.9768
PP	0.9762	0.9762	0.9762	0.9759
S1	0.9745	0.9745	0.9753	0.9740
S2	0.9734	0.9734	0.9751
S3	0.9706	0.9717	0.9748
S4	0.9678	0.9689	0.9741

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	0.9751	0.0109	1.1%	0.0044	0.5%	5%	False	True	108,656
10	0.9920	0.9751	0.0169	1.7%	0.0047	0.5%	3%	False	True	108,027
20	0.9920	0.9751	0.0169	1.7%	0.0048	0.5%	3%	False	True	110,642
40	0.9920	0.9675	0.0245	2.5%	0.0052	0.5%	33%	False	False	109,999
60	0.9920	0.9598	0.0322	3.3%	0.0056	0.6%	49%	False	False	110,631
80	0.9920	0.9598	0.0322	3.3%	0.0060	0.6%	49%	False	False	83,523
100	0.9930	0.9512	0.0418	4.3%	0.0065	0.7%	58%	False	False	66,863
120	0.9930	0.9495	0.0435	4.5%	0.0062	0.6%	60%	False	False	55,732

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 22 trading days

Fibonacci Retracements and Extensions
4.250	0.9898
2.618	0.9852
1.618	0.9824
1.000	0.9807
0.618	0.9796
HIGH	0.9779
0.618	0.9768
0.500	0.9765
0.382	0.9762
LOW	0.9751
0.618	0.9734
1.000	0.9723
1.618	0.9706
2.618	0.9678
4.250	0.9632

Fisher Pivots for day following 03-Jun-2014
Pivot	1 day	3 day
R1	0.9765	0.9803
PP	0.9762	0.9787
S1	0.9759	0.9772

Download as Excel Spreadsheet

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

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