CME Japanese Yen Future September 2014

Trading Metrics calculated at close of trading on 02-Jun-2014

Day Change Summary
	Previous	Current
	30-May-2014	02-Jun-2014	Change	Change %	Previous Week
Open	0.9835	0.9834	-0.0001	0.0%	0.9812
High	0.9857	0.9840	-0.0017	-0.2%	0.9865
Low	0.9826	0.9764	-0.0062	-0.6%	0.9795
Close	0.9840	0.9766	-0.0074	-0.8%	0.9840
Range	0.0031	0.0076	0.0045	145.2%	0.0070
ATR	0.0044	0.0046	0.0002	5.2%	0.0000
Volume	2,216	3,204	988	44.6%	5,933

Daily Pivots for day following 02-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0018	0.9968	0.9808
R3	0.9942	0.9892	0.9787
R2	0.9866	0.9866	0.9780
R1	0.9816	0.9816	0.9773	0.9803
PP	0.9790	0.9790	0.9790	0.9784
S1	0.9740	0.9740	0.9759	0.9727
S2	0.9714	0.9714	0.9752
S3	0.9638	0.9664	0.9745
S4	0.9562	0.9588	0.9724

Weekly Pivots for week ending 30-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0043	1.0012	0.9879
R3	0.9973	0.9942	0.9859
R2	0.9903	0.9903	0.9853
R1	0.9872	0.9872	0.9846	0.9888
PP	0.9833	0.9833	0.9833	0.9841
S1	0.9802	0.9802	0.9834	0.9818
S2	0.9763	0.9763	0.9827
S3	0.9693	0.9732	0.9821
S4	0.9623	0.9662	0.9802

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9865	0.9764	0.0101	1.0%	0.0043	0.4%	2%	False	True	1,827
10	0.9925	0.9764	0.0161	1.6%	0.0046	0.5%	1%	False	True	1,163
20	0.9925	0.9764	0.0161	1.6%	0.0043	0.4%	1%	False	True	788
40	0.9925	0.9631	0.0294	3.0%	0.0047	0.5%	46%	False	False	484
60	0.9925	0.9595	0.0330	3.4%	0.0046	0.5%	52%	False	False	343
80	0.9925	0.9595	0.0330	3.4%	0.0042	0.4%	52%	False	False	258
100	0.9931	0.9555	0.0376	3.9%	0.0036	0.4%	56%	False	False	207
120	0.9931	0.9515	0.0416	4.3%	0.0032	0.3%	60%	False	False	173

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	0.0011
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1.0163
2.618	1.0039
1.618	0.9963
1.000	0.9916
0.618	0.9887
HIGH	0.9840
0.618	0.9811
0.500	0.9802
0.382	0.9793
LOW	0.9764
0.618	0.9717
1.000	0.9688
1.618	0.9641
2.618	0.9565
4.250	0.9441

Fisher Pivots for day following 02-Jun-2014
Pivot	1 day	3 day
R1	0.9802	0.9815
PP	0.9790	0.9798
S1	0.9778	0.9782

Download as Excel Spreadsheet

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

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