CME Japanese Yen Future June 2014

Trading Metrics calculated at close of trading on 06-Jun-2014

Day Change Summary
	Previous	Current
	05-Jun-2014	06-Jun-2014	Change	Change %	Previous Week
Open	0.9734	0.9765	0.0031	0.3%	0.9823
High	0.9772	0.9793	0.0021	0.2%	0.9834
Low	0.9734	0.9745	0.0011	0.1%	0.9728
Close	0.9761	0.9753	-0.0008	-0.1%	0.9753
Range	0.0038	0.0048	0.0010	26.3%	0.0106
ATR	0.0048	0.0048	0.0000	0.1%	0.0000
Volume	145,578	130,266	-15,312	-10.5%	620,828

Daily Pivots for day following 06-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9908	0.9878	0.9779
R3	0.9860	0.9830	0.9766
R2	0.9812	0.9812	0.9762
R1	0.9782	0.9782	0.9757	0.9773
PP	0.9764	0.9764	0.9764	0.9759
S1	0.9734	0.9734	0.9749	0.9725
S2	0.9716	0.9716	0.9744
S3	0.9668	0.9686	0.9740
S4	0.9620	0.9638	0.9727

Weekly Pivots for week ending 06-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0090	1.0027	0.9811
R3	0.9984	0.9921	0.9782
R2	0.9878	0.9878	0.9772
R1	0.9815	0.9815	0.9763	0.9794
PP	0.9772	0.9772	0.9772	0.9761
S1	0.9709	0.9709	0.9743	0.9688
S2	0.9666	0.9666	0.9734
S3	0.9560	0.9603	0.9724
S4	0.9454	0.9497	0.9695

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9834	0.9728	0.0106	1.1%	0.0045	0.5%	24%	False	False	124,165
10	0.9860	0.9728	0.0132	1.4%	0.0042	0.4%	19%	False	False	111,809
20	0.9920	0.9728	0.0192	2.0%	0.0045	0.5%	13%	False	False	111,032
40	0.9920	0.9687	0.0233	2.4%	0.0049	0.5%	28%	False	False	108,826
60	0.9920	0.9598	0.0322	3.3%	0.0056	0.6%	48%	False	False	114,260
80	0.9920	0.9598	0.0322	3.3%	0.0059	0.6%	48%	False	False	88,246
100	0.9930	0.9548	0.0382	3.9%	0.0064	0.7%	54%	False	False	70,645
120	0.9930	0.9495	0.0435	4.5%	0.0062	0.6%	59%	False	False	58,888

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9997
2.618	0.9919
1.618	0.9871
1.000	0.9841
0.618	0.9823
HIGH	0.9793
0.618	0.9775
0.500	0.9769
0.382	0.9763
LOW	0.9745
0.618	0.9715
1.000	0.9697
1.618	0.9667
2.618	0.9619
4.250	0.9541

Fisher Pivots for day following 06-Jun-2014
Pivot	1 day	3 day
R1	0.9769	0.9761
PP	0.9764	0.9758
S1	0.9758	0.9756

Download as Excel Spreadsheet

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

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