CME Japanese Yen Future September 2014

Trading Metrics calculated at close of trading on 24-Jun-2014

Day Change Summary
	Previous	Current
	23-Jun-2014	24-Jun-2014	Change	Change %	Previous Week
Open	0.9802	0.9816	0.0014	0.1%	0.9806
High	0.9827	0.9827	0.0000	0.0%	0.9837
Low	0.9796	0.9792	-0.0004	0.0%	0.9762
Close	0.9818	0.9812	-0.0006	-0.1%	0.9799
Range	0.0031	0.0035	0.0004	12.9%	0.0075
ATR	0.0042	0.0041	0.0000	-1.2%	0.0000
Volume	75,658	94,609	18,951	25.0%	432,625

Daily Pivots for day following 24-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9915	0.9899	0.9831
R3	0.9880	0.9864	0.9822
R2	0.9845	0.9845	0.9818
R1	0.9829	0.9829	0.9815	0.9820
PP	0.9810	0.9810	0.9810	0.9806
S1	0.9794	0.9794	0.9809	0.9785
S2	0.9775	0.9775	0.9806
S3	0.9740	0.9759	0.9802
S4	0.9705	0.9724	0.9793

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	0.9834	0.9762	0.0072	0.7%	0.0039	0.4%	69%	False	False	87,655
10	0.9848	0.9762	0.0086	0.9%	0.0042	0.4%	58%	False	False	88,058
20	0.9865	0.9734	0.0131	1.3%	0.0040	0.4%	60%	False	False	49,492
40	0.9925	0.9700	0.0225	2.3%	0.0042	0.4%	50%	False	False	24,965
60	0.9925	0.9595	0.0330	3.4%	0.0044	0.4%	66%	False	False	16,700
80	0.9925	0.9595	0.0330	3.4%	0.0044	0.4%	66%	False	False	12,534
100	0.9931	0.9595	0.0336	3.4%	0.0040	0.4%	65%	False	False	10,028
120	0.9931	0.9555	0.0376	3.8%	0.0036	0.4%	68%	False	False	8,357

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	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9976
2.618	0.9919
1.618	0.9884
1.000	0.9862
0.618	0.9849
HIGH	0.9827
0.618	0.9814
0.500	0.9810
0.382	0.9805
LOW	0.9792
0.618	0.9770
1.000	0.9757
1.618	0.9735
2.618	0.9700
4.250	0.9643

Fisher Pivots for day following 24-Jun-2014
Pivot	1 day	3 day
R1	0.9811	0.9811
PP	0.9810	0.9810
S1	0.9810	0.9809

Download as Excel Spreadsheet

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

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