CME Japanese Yen Future September 2014

Trading Metrics calculated at close of trading on 06-Jun-2014

Day Change Summary
	Previous	Current
	05-Jun-2014	06-Jun-2014	Change	Change %	Previous Week
Open	0.9740	0.9769	0.0029	0.3%	0.9834
High	0.9777	0.9798	0.0021	0.2%	0.9840
Low	0.9740	0.9752	0.0012	0.1%	0.9734
Close	0.9767	0.9759	-0.0008	-0.1%	0.9759
Range	0.0037	0.0046	0.0009	24.3%	0.0106
ATR	0.0044	0.0044	0.0000	0.4%	0.0000
Volume	6,054	7,911	1,857	30.7%	26,107

Daily Pivots for day following 06-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9908	0.9879	0.9784
R3	0.9862	0.9833	0.9772
R2	0.9816	0.9816	0.9767
R1	0.9787	0.9787	0.9763	0.9779
PP	0.9770	0.9770	0.9770	0.9765
S1	0.9741	0.9741	0.9755	0.9733
S2	0.9724	0.9724	0.9751
S3	0.9678	0.9695	0.9746
S4	0.9632	0.9649	0.9734

Weekly Pivots for week ending 06-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0096	1.0033	0.9817
R3	0.9990	0.9927	0.9788
R2	0.9884	0.9884	0.9778
R1	0.9821	0.9821	0.9769	0.9800
PP	0.9778	0.9778	0.9778	0.9767
S1	0.9715	0.9715	0.9749	0.9694
S2	0.9672	0.9672	0.9740
S3	0.9566	0.9609	0.9730
S4	0.9460	0.9503	0.9701

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9840	0.9734	0.0106	1.1%	0.0044	0.4%	24%	False	False	5,221
10	0.9865	0.9734	0.0131	1.3%	0.0039	0.4%	19%	False	False	3,229
20	0.9925	0.9734	0.0191	2.0%	0.0041	0.4%	13%	False	False	1,814
40	0.9925	0.9700	0.0225	2.3%	0.0043	0.4%	26%	False	False	1,037
60	0.9925	0.9595	0.0330	3.4%	0.0047	0.5%	50%	False	False	723
80	0.9925	0.9595	0.0330	3.4%	0.0042	0.4%	50%	False	False	544
100	0.9931	0.9575	0.0356	3.6%	0.0037	0.4%	52%	False	False	436
120	0.9931	0.9515	0.0416	4.3%	0.0032	0.3%	59%	False	False	363

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9994
2.618	0.9918
1.618	0.9872
1.000	0.9844
0.618	0.9826
HIGH	0.9798
0.618	0.9780
0.500	0.9775
0.382	0.9770
LOW	0.9752
0.618	0.9724
1.000	0.9706
1.618	0.9678
2.618	0.9632
4.250	0.9557

Fisher Pivots for day following 06-Jun-2014
Pivot	1 day	3 day
R1	0.9775	0.9766
PP	0.9770	0.9764
S1	0.9764	0.9761

Download as Excel Spreadsheet

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

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