CME Japanese Yen Future June 2014

Trading Metrics calculated at close of trading on 16-Jun-2014

Day Change Summary
	Previous	Current
	13-Jun-2014	16-Jun-2014	Change	Change %	Previous Week
Open	0.9830	0.9802	-0.0028	-0.3%	0.9751
High	0.9837	0.9831	-0.0006	-0.1%	0.9842
Low	0.9791	0.9801	0.0010	0.1%	0.9742
Close	0.9803	0.9820	0.0017	0.2%	0.9803
Range	0.0046	0.0030	-0.0016	-34.8%	0.0100
ATR	0.0046	0.0045	-0.0001	-2.5%	0.0000
Volume	46,084	3,107	-42,977	-93.3%	587,453

Daily Pivots for day following 16-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9907	0.9894	0.9837
R3	0.9877	0.9864	0.9828
R2	0.9847	0.9847	0.9826
R1	0.9834	0.9834	0.9823	0.9841
PP	0.9817	0.9817	0.9817	0.9821
S1	0.9804	0.9804	0.9817	0.9811
S2	0.9787	0.9787	0.9815
S3	0.9757	0.9774	0.9812
S4	0.9727	0.9744	0.9804

Weekly Pivots for week ending 13-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0096	1.0049	0.9858
R3	0.9996	0.9949	0.9831
R2	0.9896	0.9896	0.9821
R1	0.9849	0.9849	0.9812	0.9873
PP	0.9796	0.9796	0.9796	0.9807
S1	0.9749	0.9749	0.9794	0.9773
S2	0.9696	0.9696	0.9785
S3	0.9596	0.9649	0.9776
S4	0.9496	0.9549	0.9748

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9842	0.9749	0.0093	0.9%	0.0043	0.4%	76%	False	False	98,766
10	0.9842	0.9728	0.0114	1.2%	0.0039	0.4%	81%	False	False	106,277
20	0.9920	0.9728	0.0192	2.0%	0.0044	0.4%	48%	False	False	108,240
40	0.9920	0.9687	0.0233	2.4%	0.0046	0.5%	57%	False	False	106,027
60	0.9920	0.9598	0.0322	3.3%	0.0052	0.5%	69%	False	False	110,503
80	0.9920	0.9598	0.0322	3.3%	0.0056	0.6%	69%	False	False	95,581
100	0.9930	0.9548	0.0382	3.9%	0.0063	0.6%	71%	False	False	76,544
120	0.9930	0.9495	0.0435	4.4%	0.0061	0.6%	75%	False	False	63,803

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9959
2.618	0.9910
1.618	0.9880
1.000	0.9861
0.618	0.9850
HIGH	0.9831
0.618	0.9820
0.500	0.9816
0.382	0.9812
LOW	0.9801
0.618	0.9782
1.000	0.9771
1.618	0.9752
2.618	0.9722
4.250	0.9674

Fisher Pivots for day following 16-Jun-2014
Pivot	1 day	3 day
R1	0.9819	0.9819
PP	0.9817	0.9817
S1	0.9816	0.9816

Download as Excel Spreadsheet

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

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