CME Japanese Yen Future September 2014

Trading Metrics calculated at close of trading on 18-Jun-2014

Day Change Summary
	Previous	Current
	17-Jun-2014	18-Jun-2014	Change	Change %	Previous Week
Open	0.9828	0.9793	-0.0035	-0.4%	0.9756
High	0.9828	0.9820	-0.0008	-0.1%	0.9848
Low	0.9785	0.9762	-0.0023	-0.2%	0.9747
Close	0.9793	0.9798	0.0005	0.1%	0.9808
Range	0.0043	0.0058	0.0015	34.9%	0.0101
ATR	0.0043	0.0044	0.0001	2.5%	0.0000
Volume	90,947	108,073	17,126	18.8%	356,317

Daily Pivots for day following 18-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9967	0.9941	0.9830
R3	0.9909	0.9883	0.9814
R2	0.9851	0.9851	0.9809
R1	0.9825	0.9825	0.9803	0.9838
PP	0.9793	0.9793	0.9793	0.9800
S1	0.9767	0.9767	0.9793	0.9780
S2	0.9735	0.9735	0.9787
S3	0.9677	0.9709	0.9782
S4	0.9619	0.9651	0.9766

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	0.9762	0.0086	0.9%	0.0046	0.5%	42%	False	True	95,746
10	0.9848	0.9740	0.0108	1.1%	0.0043	0.4%	54%	False	False	64,297
20	0.9925	0.9734	0.0191	1.9%	0.0043	0.4%	34%	False	False	33,110
40	0.9925	0.9700	0.0225	2.3%	0.0044	0.4%	44%	False	False	16,723
60	0.9925	0.9595	0.0330	3.4%	0.0046	0.5%	62%	False	False	11,201
80	0.9925	0.9595	0.0330	3.4%	0.0043	0.4%	62%	False	False	8,407
100	0.9931	0.9595	0.0336	3.4%	0.0040	0.4%	60%	False	False	6,726
120	0.9931	0.9515	0.0416	4.2%	0.0035	0.4%	68%	False	False	5,605

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	0.0008
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	1.0067
2.618	0.9972
1.618	0.9914
1.000	0.9878
0.618	0.9856
HIGH	0.9820
0.618	0.9798
0.500	0.9791
0.382	0.9784
LOW	0.9762
0.618	0.9726
1.000	0.9704
1.618	0.9668
2.618	0.9610
4.250	0.9516

Fisher Pivots for day following 18-Jun-2014
Pivot	1 day	3 day
R1	0.9796	0.9800
PP	0.9793	0.9799
S1	0.9791	0.9799

Download as Excel Spreadsheet

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

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