CME Japanese Yen Future September 2014

Trading Metrics calculated at close of trading on 13-Jun-2014

Day Change Summary
	Previous	Current
	12-Jun-2014	13-Jun-2014	Change	Change %	Previous Week
Open	0.9809	0.9837	0.0028	0.3%	0.9756
High	0.9848	0.9842	-0.0006	-0.1%	0.9848
Low	0.9795	0.9796	0.0001	0.0%	0.9747
Close	0.9842	0.9808	-0.0034	-0.3%	0.9808
Range	0.0053	0.0046	-0.0007	-13.2%	0.0101
ATR	0.0044	0.0044	0.0000	0.4%	0.0000
Volume	83,627	122,414	38,787	46.4%	356,317

Daily Pivots for day following 13-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9953	0.9927	0.9833
R3	0.9907	0.9881	0.9821
R2	0.9861	0.9861	0.9816
R1	0.9835	0.9835	0.9812	0.9825
PP	0.9815	0.9815	0.9815	0.9811
S1	0.9789	0.9789	0.9804	0.9779
S2	0.9769	0.9769	0.9800
S3	0.9723	0.9743	0.9795
S4	0.9677	0.9697	0.9783

Weekly Pivots for week ending 13-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0104	1.0057	0.9864
R3	1.0003	0.9956	0.9836
R2	0.9902	0.9902	0.9827
R1	0.9855	0.9855	0.9817	0.9879
PP	0.9801	0.9801	0.9801	0.9813
S1	0.9754	0.9754	0.9799	0.9778
S2	0.9700	0.9700	0.9789
S3	0.9599	0.9653	0.9780
S4	0.9498	0.9552	0.9752

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9848	0.9747	0.0101	1.0%	0.0043	0.4%	60%	False	False	71,263
10	0.9848	0.9734	0.0114	1.2%	0.0043	0.4%	65%	False	False	38,242
20	0.9925	0.9734	0.0191	1.9%	0.0042	0.4%	39%	False	False	19,560
40	0.9925	0.9700	0.0225	2.3%	0.0043	0.4%	48%	False	False	9,921
60	0.9925	0.9595	0.0330	3.4%	0.0045	0.5%	65%	False	False	6,660
80	0.9925	0.9595	0.0330	3.4%	0.0043	0.4%	65%	False	False	4,998
100	0.9931	0.9592	0.0339	3.5%	0.0039	0.4%	64%	False	False	3,999
120	0.9931	0.9515	0.0416	4.2%	0.0034	0.3%	70%	False	False	3,333

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0038
2.618	0.9962
1.618	0.9916
1.000	0.9888
0.618	0.9870
HIGH	0.9842
0.618	0.9824
0.500	0.9819
0.382	0.9814
LOW	0.9796
0.618	0.9768
1.000	0.9750
1.618	0.9722
2.618	0.9676
4.250	0.9601

Fisher Pivots for day following 13-Jun-2014
Pivot	1 day	3 day
R1	0.9819	0.9810
PP	0.9815	0.9809
S1	0.9812	0.9809

Download as Excel Spreadsheet

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

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