CME Japanese Yen Future September 2014

Trading Metrics calculated at close of trading on 26-Jun-2014

Day Change Summary
	Previous	Current
	25-Jun-2014	26-Jun-2014	Change	Change %	Previous Week
Open	0.9813	0.9823	0.0010	0.1%	0.9806
High	0.9956	0.9859	-0.0097	-1.0%	0.9837
Low	0.9811	0.9822	0.0011	0.1%	0.9762
Close	0.9822	0.9840	0.0018	0.2%	0.9799
Range	0.0145	0.0037	-0.0108	-74.5%	0.0075
ATR	0.0049	0.0048	-0.0001	-1.7%	0.0000
Volume	128,642	106,411	-22,231	-17.3%	432,625

Daily Pivots for day following 26-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9951	0.9933	0.9860
R3	0.9914	0.9896	0.9850
R2	0.9877	0.9877	0.9847
R1	0.9859	0.9859	0.9843	0.9868
PP	0.9840	0.9840	0.9840	0.9845
S1	0.9822	0.9822	0.9837	0.9831
S2	0.9803	0.9803	0.9833
S3	0.9766	0.9785	0.9830
S4	0.9729	0.9748	0.9820

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%	30%	False	False	96,132
10	0.9956	0.9762	0.0194	2.0%	0.0050	0.5%	40%	False	False	96,035
20	0.9956	0.9734	0.0222	2.3%	0.0046	0.5%	48%	False	False	61,129
40	0.9956	0.9700	0.0256	2.6%	0.0045	0.5%	55%	False	False	30,833
60	0.9956	0.9595	0.0361	3.7%	0.0046	0.5%	68%	False	False	20,612
80	0.9956	0.9595	0.0361	3.7%	0.0045	0.5%	68%	False	False	15,472
100	0.9956	0.9595	0.0361	3.7%	0.0042	0.4%	68%	False	False	12,378
120	0.9956	0.9555	0.0401	4.1%	0.0037	0.4%	71%	False	False	10,315

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0016
2.618	0.9956
1.618	0.9919
1.000	0.9896
0.618	0.9882
HIGH	0.9859
0.618	0.9845
0.500	0.9841
0.382	0.9836
LOW	0.9822
0.618	0.9799
1.000	0.9785
1.618	0.9762
2.618	0.9725
4.250	0.9665

Fisher Pivots for day following 26-Jun-2014
Pivot	1 day	3 day
R1	0.9841	0.9874
PP	0.9840	0.9863
S1	0.9840	0.9851

Download as Excel Spreadsheet

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

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