CME Japanese Yen Future September 2014

Trading Metrics calculated at close of trading on 04-Jun-2014

Day Change Summary
	Previous	Current
	03-Jun-2014	04-Jun-2014	Change	Change %	Previous Week
Open	0.9774	0.9758	-0.0016	-0.2%	0.9812
High	0.9784	0.9767	-0.0017	-0.2%	0.9865
Low	0.9757	0.9734	-0.0023	-0.2%	0.9795
Close	0.9762	0.9743	-0.0019	-0.2%	0.9840
Range	0.0027	0.0033	0.0006	22.2%	0.0070
ATR	0.0045	0.0044	-0.0001	-1.9%	0.0000
Volume	5,237	3,701	-1,536	-29.3%	5,933

Daily Pivots for day following 04-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9847	0.9828	0.9761
R3	0.9814	0.9795	0.9752
R2	0.9781	0.9781	0.9749
R1	0.9762	0.9762	0.9746	0.9755
PP	0.9748	0.9748	0.9748	0.9745
S1	0.9729	0.9729	0.9740	0.9722
S2	0.9715	0.9715	0.9737
S3	0.9682	0.9696	0.9734
S4	0.9649	0.9663	0.9725

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	0.9734	0.0131	1.3%	0.0041	0.4%	7%	False	True	3,269
10	0.9925	0.9734	0.0191	2.0%	0.0043	0.4%	5%	False	True	1,923
20	0.9925	0.9734	0.0191	2.0%	0.0041	0.4%	5%	False	True	1,179
40	0.9925	0.9700	0.0225	2.3%	0.0046	0.5%	19%	False	False	702
60	0.9925	0.9595	0.0330	3.4%	0.0046	0.5%	45%	False	False	491
80	0.9925	0.9595	0.0330	3.4%	0.0041	0.4%	45%	False	False	370
100	0.9931	0.9575	0.0356	3.7%	0.0037	0.4%	47%	False	False	296
120	0.9931	0.9515	0.0416	4.3%	0.0032	0.3%	55%	False	False	247

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9907
2.618	0.9853
1.618	0.9820
1.000	0.9800
0.618	0.9787
HIGH	0.9767
0.618	0.9754
0.500	0.9751
0.382	0.9747
LOW	0.9734
0.618	0.9714
1.000	0.9701
1.618	0.9681
2.618	0.9648
4.250	0.9594

Fisher Pivots for day following 04-Jun-2014
Pivot	1 day	3 day
R1	0.9751	0.9787
PP	0.9748	0.9772
S1	0.9746	0.9758

Download as Excel Spreadsheet

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

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