CME Japanese Yen Future September 2014

Trading Metrics calculated at close of trading on 25-Jun-2014

Day Change Summary
	Previous	Current
	24-Jun-2014	25-Jun-2014	Change	Change %	Previous Week
Open	0.9816	0.9813	-0.0003	0.0%	0.9806
High	0.9827	0.9956	0.0129	1.3%	0.9837
Low	0.9792	0.9811	0.0019	0.2%	0.9762
Close	0.9812	0.9822	0.0010	0.1%	0.9799
Range	0.0035	0.0145	0.0110	314.3%	0.0075
ATR	0.0041	0.0049	0.0007	17.8%	0.0000
Volume	94,609	128,642	34,033	36.0%	432,625

Daily Pivots for day following 25-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0298	1.0205	0.9902
R3	1.0153	1.0060	0.9862
R2	1.0008	1.0008	0.9849
R1	0.9915	0.9915	0.9835	0.9962
PP	0.9863	0.9863	0.9863	0.9886
S1	0.9770	0.9770	0.9809	0.9817
S2	0.9718	0.9718	0.9795
S3	0.9573	0.9625	0.9782
S4	0.9428	0.9480	0.9742

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	0.9956	0.9790	0.0166	1.7%	0.0057	0.6%	19%	True	False	91,769
10	0.9956	0.9762	0.0194	2.0%	0.0051	0.5%	31%	True	False	93,757
20	0.9956	0.9734	0.0222	2.3%	0.0046	0.5%	40%	True	False	55,908
40	0.9956	0.9700	0.0256	2.6%	0.0045	0.5%	48%	True	False	28,175
60	0.9956	0.9595	0.0361	3.7%	0.0046	0.5%	63%	True	False	18,841
80	0.9956	0.9595	0.0361	3.7%	0.0046	0.5%	63%	True	False	14,142
100	0.9956	0.9595	0.0361	3.7%	0.0042	0.4%	63%	True	False	11,314
120	0.9956	0.9555	0.0401	4.1%	0.0037	0.4%	67%	True	False	9,429

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	0.0009
Widest range in 54 trading days

Fibonacci Retracements and Extensions
4.250	1.0572
2.618	1.0336
1.618	1.0191
1.000	1.0101
0.618	1.0046
HIGH	0.9956
0.618	0.9901
0.500	0.9884
0.382	0.9866
LOW	0.9811
0.618	0.9721
1.000	0.9666
1.618	0.9576
2.618	0.9431
4.250	0.9195

Fisher Pivots for day following 25-Jun-2014
Pivot	1 day	3 day
R1	0.9884	0.9874
PP	0.9863	0.9857
S1	0.9843	0.9839

Download as Excel Spreadsheet

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

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