CME Japanese Yen Future September 2014

Trading Metrics calculated at close of trading on 27-Jun-2014

Day Change Summary
	Previous	Current
	26-Jun-2014	27-Jun-2014	Change	Change %	Previous Week
Open	0.9823	0.9838	0.0015	0.2%	0.9802
High	0.9859	0.9875	0.0016	0.2%	0.9956
Low	0.9822	0.9824	0.0002	0.0%	0.9792
Close	0.9840	0.9869	0.0029	0.3%	0.9869
Range	0.0037	0.0051	0.0014	37.8%	0.0164
ATR	0.0048	0.0048	0.0000	0.4%	0.0000
Volume	106,411	101,718	-4,693	-4.4%	507,038

Daily Pivots for day following 27-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0009	0.9990	0.9897
R3	0.9958	0.9939	0.9883
R2	0.9907	0.9907	0.9878
R1	0.9888	0.9888	0.9874	0.9898
PP	0.9856	0.9856	0.9856	0.9861
S1	0.9837	0.9837	0.9864	0.9847
S2	0.9805	0.9805	0.9860
S3	0.9754	0.9786	0.9855
S4	0.9703	0.9735	0.9841

Weekly Pivots for week ending 27-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0364	1.0281	0.9959
R3	1.0200	1.0117	0.9914
R2	1.0036	1.0036	0.9899
R1	0.9953	0.9953	0.9884	0.9995
PP	0.9872	0.9872	0.9872	0.9893
S1	0.9789	0.9789	0.9854	0.9831
S2	0.9708	0.9708	0.9839
S3	0.9544	0.9625	0.9824
S4	0.9380	0.9461	0.9779

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9956	0.9792	0.0164	1.7%	0.0060	0.6%	47%	False	False	101,407
10	0.9956	0.9762	0.0194	2.0%	0.0050	0.5%	55%	False	False	93,966
20	0.9956	0.9734	0.0222	2.2%	0.0047	0.5%	61%	False	False	66,104
40	0.9956	0.9700	0.0256	2.6%	0.0046	0.5%	66%	False	False	33,370
60	0.9956	0.9595	0.0361	3.7%	0.0046	0.5%	76%	False	False	22,306
80	0.9956	0.9595	0.0361	3.7%	0.0046	0.5%	76%	False	False	16,743
100	0.9956	0.9595	0.0361	3.7%	0.0042	0.4%	76%	False	False	13,395
120	0.9956	0.9555	0.0401	4.1%	0.0038	0.4%	78%	False	False	11,163

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0092
2.618	1.0009
1.618	0.9958
1.000	0.9926
0.618	0.9907
HIGH	0.9875
0.618	0.9856
0.500	0.9850
0.382	0.9843
LOW	0.9824
0.618	0.9792
1.000	0.9773
1.618	0.9741
2.618	0.9690
4.250	0.9607

Fisher Pivots for day following 27-Jun-2014
Pivot	1 day	3 day
R1	0.9863	0.9884
PP	0.9856	0.9879
S1	0.9850	0.9874

Download as Excel Spreadsheet

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

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