CME Japanese Yen Future June 2014

Trading Metrics calculated at close of trading on 09-Jun-2014

Day Change Summary
	Previous	Current
	06-Jun-2014	09-Jun-2014	Change	Change %	Previous Week
Open	0.9765	0.9751	-0.0014	-0.1%	0.9823
High	0.9793	0.9768	-0.0025	-0.3%	0.9834
Low	0.9745	0.9742	-0.0003	0.0%	0.9728
Close	0.9753	0.9753	0.0000	0.0%	0.9753
Range	0.0048	0.0026	-0.0022	-45.8%	0.0106
ATR	0.0048	0.0046	-0.0002	-3.2%	0.0000
Volume	130,266	96,726	-33,540	-25.7%	620,828

Daily Pivots for day following 09-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9832	0.9819	0.9767
R3	0.9806	0.9793	0.9760
R2	0.9780	0.9780	0.9758
R1	0.9767	0.9767	0.9755	0.9774
PP	0.9754	0.9754	0.9754	0.9758
S1	0.9741	0.9741	0.9751	0.9748
S2	0.9728	0.9728	0.9748
S3	0.9702	0.9715	0.9746
S4	0.9676	0.9689	0.9739

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	0.9793	0.9728	0.0065	0.7%	0.0035	0.4%	38%	False	False	113,787
10	0.9860	0.9728	0.0132	1.4%	0.0041	0.4%	19%	False	False	113,047
20	0.9920	0.9728	0.0192	2.0%	0.0045	0.5%	13%	False	False	111,760
40	0.9920	0.9687	0.0233	2.4%	0.0048	0.5%	28%	False	False	107,283
60	0.9920	0.9598	0.0322	3.3%	0.0054	0.6%	48%	False	False	113,841
80	0.9920	0.9598	0.0322	3.3%	0.0059	0.6%	48%	False	False	89,444
100	0.9930	0.9548	0.0382	3.9%	0.0063	0.6%	54%	False	False	71,611
120	0.9930	0.9495	0.0435	4.5%	0.0062	0.6%	59%	False	False	59,693

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Narrowest range in 97 trading days

Fibonacci Retracements and Extensions
4.250	0.9879
2.618	0.9836
1.618	0.9810
1.000	0.9794
0.618	0.9784
HIGH	0.9768
0.618	0.9758
0.500	0.9755
0.382	0.9752
LOW	0.9742
0.618	0.9726
1.000	0.9716
1.618	0.9700
2.618	0.9674
4.250	0.9632

Fisher Pivots for day following 09-Jun-2014
Pivot	1 day	3 day
R1	0.9755	0.9764
PP	0.9754	0.9760
S1	0.9754	0.9757

Download as Excel Spreadsheet

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

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