CME Japanese Yen Future September 2014

Trading Metrics calculated at close of trading on 11-Jun-2014

Day Change Summary
	Previous	Current
	10-Jun-2014	11-Jun-2014	Change	Change %	Previous Week
Open	0.9758	0.9775	0.0017	0.2%	0.9834
High	0.9790	0.9824	0.0034	0.3%	0.9840
Low	0.9754	0.9772	0.0018	0.2%	0.9734
Close	0.9775	0.9807	0.0032	0.3%	0.9759
Range	0.0036	0.0052	0.0016	44.4%	0.0106
ATR	0.0042	0.0043	0.0001	1.7%	0.0000
Volume	44,143	71,654	27,511	62.3%	26,107

Daily Pivots for day following 11-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9957	0.9934	0.9836
R3	0.9905	0.9882	0.9821
R2	0.9853	0.9853	0.9817
R1	0.9830	0.9830	0.9812	0.9842
PP	0.9801	0.9801	0.9801	0.9807
S1	0.9778	0.9778	0.9802	0.9790
S2	0.9749	0.9749	0.9797
S3	0.9697	0.9726	0.9793
S4	0.9645	0.9674	0.9778

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	0.9824	0.9740	0.0084	0.9%	0.0040	0.4%	80%	True	False	32,848
10	0.9865	0.9734	0.0131	1.3%	0.0041	0.4%	56%	False	False	18,058
20	0.9925	0.9734	0.0191	1.9%	0.0043	0.4%	38%	False	False	9,282
40	0.9925	0.9700	0.0225	2.3%	0.0042	0.4%	48%	False	False	4,785
60	0.9925	0.9595	0.0330	3.4%	0.0046	0.5%	64%	False	False	3,226
80	0.9925	0.9595	0.0330	3.4%	0.0043	0.4%	64%	False	False	2,423
100	0.9931	0.9592	0.0339	3.5%	0.0038	0.4%	63%	False	False	1,938
120	0.9931	0.9515	0.0416	4.2%	0.0033	0.3%	70%	False	False	1,616

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	0.0007
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1.0045
2.618	0.9960
1.618	0.9908
1.000	0.9876
0.618	0.9856
HIGH	0.9824
0.618	0.9804
0.500	0.9798
0.382	0.9792
LOW	0.9772
0.618	0.9740
1.000	0.9720
1.618	0.9688
2.618	0.9636
4.250	0.9551

Fisher Pivots for day following 11-Jun-2014
Pivot	1 day	3 day
R1	0.9804	0.9800
PP	0.9801	0.9793
S1	0.9798	0.9786

Download as Excel Spreadsheet

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

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