CME Japanese Yen Future September 2014

Trading Metrics calculated at close of trading on 28-May-2014

Day Change Summary
	Previous	Current
	27-May-2014	28-May-2014	Change	Change %	Previous Week
Open	0.9812	0.9810	-0.0002	0.0%	0.9860
High	0.9829	0.9845	0.0016	0.2%	0.9925
Low	0.9795	0.9810	0.0015	0.2%	0.9809
Close	0.9814	0.9825	0.0011	0.1%	0.9813
Range	0.0034	0.0035	0.0001	2.9%	0.0116
ATR	0.0046	0.0046	-0.0001	-1.8%	0.0000
Volume	1,399	331	-1,068	-76.3%	2,502

Daily Pivots for day following 28-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9932	0.9913	0.9844
R3	0.9897	0.9878	0.9835
R2	0.9862	0.9862	0.9831
R1	0.9843	0.9843	0.9828	0.9853
PP	0.9827	0.9827	0.9827	0.9831
S1	0.9808	0.9808	0.9822	0.9818
S2	0.9792	0.9792	0.9819
S3	0.9757	0.9773	0.9815
S4	0.9722	0.9738	0.9806

Weekly Pivots for week ending 23-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0197	1.0121	0.9877
R3	1.0081	1.0005	0.9845
R2	0.9965	0.9965	0.9834
R1	0.9889	0.9889	0.9824	0.9869
PP	0.9849	0.9849	0.9849	0.9839
S1	0.9773	0.9773	0.9802	0.9753
S2	0.9733	0.9733	0.9792
S3	0.9617	0.9657	0.9781
S4	0.9501	0.9541	0.9749

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9925	0.9795	0.0130	1.3%	0.0045	0.5%	23%	False	False	577
10	0.9925	0.9791	0.0134	1.4%	0.0045	0.5%	25%	False	False	507
20	0.9925	0.9700	0.0225	2.3%	0.0045	0.5%	56%	False	False	442
40	0.9925	0.9595	0.0330	3.4%	0.0046	0.5%	70%	False	False	307
60	0.9925	0.9595	0.0330	3.4%	0.0045	0.5%	70%	False	False	220
80	0.9931	0.9595	0.0336	3.4%	0.0040	0.4%	68%	False	False	166
100	0.9931	0.9555	0.0376	3.8%	0.0035	0.4%	72%	False	False	133
120	0.9931	0.9515	0.0416	4.2%	0.0031	0.3%	75%	False	False	111

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9994
2.618	0.9937
1.618	0.9902
1.000	0.9880
0.618	0.9867
HIGH	0.9845
0.618	0.9832
0.500	0.9828
0.382	0.9823
LOW	0.9810
0.618	0.9788
1.000	0.9775
1.618	0.9753
2.618	0.9718
4.250	0.9661

Fisher Pivots for day following 28-May-2014
Pivot	1 day	3 day
R1	0.9828	0.9823
PP	0.9827	0.9822
S1	0.9826	0.9820

Download as Excel Spreadsheet

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

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