CME Japanese Yen Future September 2014

Trading Metrics calculated at close of trading on 10-Jun-2014

Day Change Summary
	Previous	Current
	09-Jun-2014	10-Jun-2014	Change	Change %	Previous Week
Open	0.9756	0.9758	0.0002	0.0%	0.9834
High	0.9774	0.9790	0.0016	0.2%	0.9840
Low	0.9747	0.9754	0.0007	0.1%	0.9734
Close	0.9758	0.9775	0.0017	0.2%	0.9759
Range	0.0027	0.0036	0.0009	33.3%	0.0106
ATR	0.0043	0.0042	0.0000	-1.1%	0.0000
Volume	34,479	44,143	9,664	28.0%	26,107

Daily Pivots for day following 10-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9881	0.9864	0.9795
R3	0.9845	0.9828	0.9785
R2	0.9809	0.9809	0.9782
R1	0.9792	0.9792	0.9778	0.9801
PP	0.9773	0.9773	0.9773	0.9777
S1	0.9756	0.9756	0.9772	0.9765
S2	0.9737	0.9737	0.9768
S3	0.9701	0.9720	0.9765
S4	0.9665	0.9684	0.9755

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	0.9798	0.9734	0.0064	0.7%	0.0036	0.4%	64%	False	False	19,257
10	0.9865	0.9734	0.0131	1.3%	0.0039	0.4%	31%	False	False	10,926
20	0.9925	0.9734	0.0191	2.0%	0.0042	0.4%	21%	False	False	5,704
40	0.9925	0.9700	0.0225	2.3%	0.0042	0.4%	33%	False	False	2,996
60	0.9925	0.9595	0.0330	3.4%	0.0046	0.5%	55%	False	False	2,032
80	0.9925	0.9595	0.0330	3.4%	0.0042	0.4%	55%	False	False	1,527
100	0.9931	0.9592	0.0339	3.5%	0.0038	0.4%	54%	False	False	1,222
120	0.9931	0.9515	0.0416	4.3%	0.0033	0.3%	63%	False	False	1,018

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0007
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9943
2.618	0.9884
1.618	0.9848
1.000	0.9826
0.618	0.9812
HIGH	0.9790
0.618	0.9776
0.500	0.9772
0.382	0.9768
LOW	0.9754
0.618	0.9732
1.000	0.9718
1.618	0.9696
2.618	0.9660
4.250	0.9601

Fisher Pivots for day following 10-Jun-2014
Pivot	1 day	3 day
R1	0.9774	0.9774
PP	0.9773	0.9773
S1	0.9772	0.9773

Download as Excel Spreadsheet

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

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