CME Japanese Yen Future September 2014

Trading Metrics calculated at close of trading on 17-Jun-2014

Day Change Summary
	Previous	Current
	16-Jun-2014	17-Jun-2014	Change	Change %	Previous Week
Open	0.9806	0.9828	0.0022	0.2%	0.9756
High	0.9837	0.9828	-0.0009	-0.1%	0.9848
Low	0.9806	0.9785	-0.0021	-0.2%	0.9747
Close	0.9825	0.9793	-0.0032	-0.3%	0.9808
Range	0.0031	0.0043	0.0012	38.7%	0.0101
ATR	0.0043	0.0043	0.0000	0.0%	0.0000
Volume	73,669	90,947	17,278	23.5%	356,317

Daily Pivots for day following 17-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9931	0.9905	0.9817
R3	0.9888	0.9862	0.9805
R2	0.9845	0.9845	0.9801
R1	0.9819	0.9819	0.9797	0.9811
PP	0.9802	0.9802	0.9802	0.9798
S1	0.9776	0.9776	0.9789	0.9768
S2	0.9759	0.9759	0.9785
S3	0.9716	0.9733	0.9781
S4	0.9673	0.9690	0.9769

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	0.9772	0.0076	0.8%	0.0045	0.5%	28%	False	False	88,462
10	0.9848	0.9734	0.0114	1.2%	0.0040	0.4%	52%	False	False	53,859
20	0.9925	0.9734	0.0191	2.0%	0.0042	0.4%	31%	False	False	27,732
40	0.9925	0.9700	0.0225	2.3%	0.0043	0.4%	41%	False	False	14,022
60	0.9925	0.9595	0.0330	3.4%	0.0045	0.5%	60%	False	False	9,401
80	0.9925	0.9595	0.0330	3.4%	0.0043	0.4%	60%	False	False	7,056
100	0.9931	0.9595	0.0336	3.4%	0.0040	0.4%	59%	False	False	5,645
120	0.9931	0.9515	0.0416	4.2%	0.0034	0.4%	67%	False	False	4,704

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0006
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0011
2.618	0.9941
1.618	0.9898
1.000	0.9871
0.618	0.9855
HIGH	0.9828
0.618	0.9812
0.500	0.9807
0.382	0.9801
LOW	0.9785
0.618	0.9758
1.000	0.9742
1.618	0.9715
2.618	0.9672
4.250	0.9602

Fisher Pivots for day following 17-Jun-2014
Pivot	1 day	3 day
R1	0.9807	0.9814
PP	0.9802	0.9807
S1	0.9798	0.9800

Download as Excel Spreadsheet

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

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