CME Japanese Yen Future September 2014

Trading Metrics calculated at close of trading on 20-Jun-2014

Day Change Summary
	Previous	Current
	19-Jun-2014	20-Jun-2014	Change	Change %	Previous Week
Open	0.9817	0.9814	-0.0003	0.0%	0.9806
High	0.9834	0.9826	-0.0008	-0.1%	0.9837
Low	0.9798	0.9790	-0.0008	-0.1%	0.9762
Close	0.9816	0.9799	-0.0017	-0.2%	0.9799
Range	0.0036	0.0036	0.0000	0.0%	0.0075
ATR	0.0043	0.0043	-0.0001	-1.2%	0.0000
Volume	84,593	75,343	-9,250	-10.9%	432,625

Daily Pivots for day following 20-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9913	0.9892	0.9819
R3	0.9877	0.9856	0.9809
R2	0.9841	0.9841	0.9806
R1	0.9820	0.9820	0.9802	0.9813
PP	0.9805	0.9805	0.9805	0.9801
S1	0.9784	0.9784	0.9796	0.9777
S2	0.9769	0.9769	0.9792
S3	0.9733	0.9748	0.9789
S4	0.9697	0.9712	0.9779

Weekly Pivots for week ending 20-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0024	0.9987	0.9840
R3	0.9949	0.9912	0.9820
R2	0.9874	0.9874	0.9813
R1	0.9837	0.9837	0.9806	0.9818
PP	0.9799	0.9799	0.9799	0.9790
S1	0.9762	0.9762	0.9792	0.9743
S2	0.9724	0.9724	0.9785
S3	0.9649	0.9687	0.9778
S4	0.9574	0.9612	0.9758

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9837	0.9762	0.0075	0.8%	0.0041	0.4%	49%	False	False	86,525
10	0.9848	0.9747	0.0101	1.0%	0.0042	0.4%	51%	False	False	78,894
20	0.9865	0.9734	0.0131	1.3%	0.0041	0.4%	50%	False	False	41,061
40	0.9925	0.9700	0.0225	2.3%	0.0043	0.4%	44%	False	False	20,717
60	0.9925	0.9595	0.0330	3.4%	0.0045	0.5%	62%	False	False	13,864
80	0.9925	0.9595	0.0330	3.4%	0.0044	0.4%	62%	False	False	10,406
100	0.9931	0.9595	0.0336	3.4%	0.0041	0.4%	61%	False	False	8,325
120	0.9931	0.9515	0.0416	4.2%	0.0035	0.4%	68%	False	False	6,938

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	False
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	0.0009

Fibonacci Retracements and Extensions
4.250	0.9979
2.618	0.9920
1.618	0.9884
1.000	0.9862
0.618	0.9848
HIGH	0.9826
0.618	0.9812
0.500	0.9808
0.382	0.9804
LOW	0.9790
0.618	0.9768
1.000	0.9754
1.618	0.9732
2.618	0.9696
4.250	0.9637

Fisher Pivots for day following 20-Jun-2014
Pivot	1 day	3 day
R1	0.9808	0.9799
PP	0.9805	0.9798
S1	0.9802	0.9798

Download as Excel Spreadsheet

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

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