CME Japanese Yen Future June 2014

Trading Metrics calculated at close of trading on 10-Jun-2014

Day Change Summary
	Previous	Current
	09-Jun-2014	10-Jun-2014	Change	Change %	Previous Week
Open	0.9751	0.9753	0.0002	0.0%	0.9823
High	0.9768	0.9784	0.0016	0.2%	0.9834
Low	0.9742	0.9749	0.0007	0.1%	0.9728
Close	0.9753	0.9770	0.0017	0.2%	0.9753
Range	0.0026	0.0035	0.0009	34.6%	0.0106
ATR	0.0046	0.0045	-0.0001	-1.7%	0.0000
Volume	96,726	134,792	38,066	39.4%	620,828

Daily Pivots for day following 10-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9873	0.9856	0.9789
R3	0.9838	0.9821	0.9780
R2	0.9803	0.9803	0.9776
R1	0.9786	0.9786	0.9773	0.9795
PP	0.9768	0.9768	0.9768	0.9772
S1	0.9751	0.9751	0.9767	0.9760
S2	0.9733	0.9733	0.9764
S3	0.9698	0.9716	0.9760
S4	0.9663	0.9681	0.9751

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%	0.0036	0.4%	65%	False	False	122,061
10	0.9860	0.9728	0.0132	1.4%	0.0040	0.4%	32%	False	False	115,358
20	0.9920	0.9728	0.0192	2.0%	0.0045	0.5%	22%	False	False	114,448
40	0.9920	0.9687	0.0233	2.4%	0.0047	0.5%	36%	False	False	107,492
60	0.9920	0.9598	0.0322	3.3%	0.0054	0.5%	53%	False	False	112,753
80	0.9920	0.9598	0.0322	3.3%	0.0058	0.6%	53%	False	False	91,124
100	0.9930	0.9548	0.0382	3.9%	0.0063	0.6%	58%	False	False	72,957
120	0.9930	0.9495	0.0435	4.5%	0.0062	0.6%	63%	False	False	60,816

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	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9933
2.618	0.9876
1.618	0.9841
1.000	0.9819
0.618	0.9806
HIGH	0.9784
0.618	0.9771
0.500	0.9767
0.382	0.9762
LOW	0.9749
0.618	0.9727
1.000	0.9714
1.618	0.9692
2.618	0.9657
4.250	0.9600

Fisher Pivots for day following 10-Jun-2014
Pivot	1 day	3 day
R1	0.9769	0.9769
PP	0.9768	0.9768
S1	0.9767	0.9768

Download as Excel Spreadsheet

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

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