CME Japanese Yen Future September 2014

Trading Metrics calculated at close of trading on 05-Jun-2014

Day Change Summary
	Previous	Current
	04-Jun-2014	05-Jun-2014	Change	Change %	Previous Week
Open	0.9758	0.9740	-0.0018	-0.2%	0.9812
High	0.9767	0.9777	0.0010	0.1%	0.9865
Low	0.9734	0.9740	0.0006	0.1%	0.9795
Close	0.9743	0.9767	0.0024	0.2%	0.9840
Range	0.0033	0.0037	0.0004	12.1%	0.0070
ATR	0.0044	0.0044	-0.0001	-1.2%	0.0000
Volume	3,701	6,054	2,353	63.6%	5,933

Daily Pivots for day following 05-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9872	0.9857	0.9787
R3	0.9835	0.9820	0.9777
R2	0.9798	0.9798	0.9774
R1	0.9783	0.9783	0.9770	0.9791
PP	0.9761	0.9761	0.9761	0.9765
S1	0.9746	0.9746	0.9764	0.9754
S2	0.9724	0.9724	0.9760
S3	0.9687	0.9709	0.9757
S4	0.9650	0.9672	0.9747

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	0.9857	0.9734	0.0123	1.3%	0.0041	0.4%	27%	False	False	4,082
10	0.9871	0.9734	0.0137	1.4%	0.0039	0.4%	24%	False	False	2,505
20	0.9925	0.9734	0.0191	2.0%	0.0041	0.4%	17%	False	False	1,449
40	0.9925	0.9700	0.0225	2.3%	0.0043	0.4%	30%	False	False	847
60	0.9925	0.9595	0.0330	3.4%	0.0046	0.5%	52%	False	False	592
80	0.9925	0.9595	0.0330	3.4%	0.0042	0.4%	52%	False	False	446
100	0.9931	0.9575	0.0356	3.6%	0.0037	0.4%	54%	False	False	357
120	0.9931	0.9515	0.0416	4.3%	0.0032	0.3%	61%	False	False	297

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	0.0008
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9934
2.618	0.9874
1.618	0.9837
1.000	0.9814
0.618	0.9800
HIGH	0.9777
0.618	0.9763
0.500	0.9759
0.382	0.9754
LOW	0.9740
0.618	0.9717
1.000	0.9703
1.618	0.9680
2.618	0.9643
4.250	0.9583

Fisher Pivots for day following 05-Jun-2014
Pivot	1 day	3 day
R1	0.9764	0.9764
PP	0.9761	0.9762
S1	0.9759	0.9759

Download as Excel Spreadsheet

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

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