CME Japanese Yen Future June 2014

Trading Metrics calculated at close of trading on 12-Jun-2014

Day Change Summary
	Previous	Current
	11-Jun-2014	12-Jun-2014	Change	Change %	Previous Week
Open	0.9771	0.9804	0.0033	0.3%	0.9823
High	0.9817	0.9842	0.0025	0.3%	0.9834
Low	0.9766	0.9790	0.0024	0.2%	0.9728
Close	0.9802	0.9837	0.0035	0.4%	0.9753
Range	0.0051	0.0052	0.0001	2.0%	0.0106
ATR	0.0046	0.0046	0.0000	1.0%	0.0000
Volume	163,066	146,785	-16,281	-10.0%	620,828

Daily Pivots for day following 12-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9979	0.9960	0.9866
R3	0.9927	0.9908	0.9851
R2	0.9875	0.9875	0.9847
R1	0.9856	0.9856	0.9842	0.9866
PP	0.9823	0.9823	0.9823	0.9828
S1	0.9804	0.9804	0.9832	0.9814
S2	0.9771	0.9771	0.9827
S3	0.9719	0.9752	0.9823
S4	0.9667	0.9700	0.9808

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	0.9842	0.9742	0.0100	1.0%	0.0042	0.4%	95%	True	False	134,327
10	0.9854	0.9728	0.0126	1.3%	0.0042	0.4%	87%	False	False	125,928
20	0.9920	0.9728	0.0192	2.0%	0.0046	0.5%	57%	False	False	120,145
40	0.9920	0.9687	0.0233	2.4%	0.0047	0.5%	64%	False	False	109,476
60	0.9920	0.9598	0.0322	3.3%	0.0053	0.5%	74%	False	False	113,965
80	0.9920	0.9598	0.0322	3.3%	0.0057	0.6%	74%	False	False	94,987
100	0.9930	0.9548	0.0382	3.9%	0.0064	0.6%	76%	False	False	76,054
120	0.9930	0.9495	0.0435	4.4%	0.0061	0.6%	79%	False	False	63,395

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	0.0009
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	1.0063
2.618	0.9978
1.618	0.9926
1.000	0.9894
0.618	0.9874
HIGH	0.9842
0.618	0.9822
0.500	0.9816
0.382	0.9810
LOW	0.9790
0.618	0.9758
1.000	0.9738
1.618	0.9706
2.618	0.9654
4.250	0.9569

Fisher Pivots for day following 12-Jun-2014
Pivot	1 day	3 day
R1	0.9830	0.9823
PP	0.9823	0.9809
S1	0.9816	0.9796

Download as Excel Spreadsheet

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

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