CME Japanese Yen Future September 2014

Trading Metrics calculated at close of trading on 30-Jun-2014

Day Change Summary
	Previous	Current
	27-Jun-2014	30-Jun-2014	Change	Change %	Previous Week
Open	0.9838	0.9864	0.0026	0.3%	0.9802
High	0.9875	0.9883	0.0008	0.1%	0.9956
Low	0.9824	0.9860	0.0036	0.4%	0.9792
Close	0.9869	0.9880	0.0011	0.1%	0.9869
Range	0.0051	0.0023	-0.0028	-54.9%	0.0164
ATR	0.0048	0.0046	-0.0002	-3.7%	0.0000
Volume	101,718	80,518	-21,200	-20.8%	507,038

Daily Pivots for day following 30-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9943	0.9935	0.9893
R3	0.9920	0.9912	0.9886
R2	0.9897	0.9897	0.9884
R1	0.9889	0.9889	0.9882	0.9893
PP	0.9874	0.9874	0.9874	0.9877
S1	0.9866	0.9866	0.9878	0.9870
S2	0.9851	0.9851	0.9876
S3	0.9828	0.9843	0.9874
S4	0.9805	0.9820	0.9867

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%	0.0058	0.6%	54%	False	False	102,379
10	0.9956	0.9762	0.0194	2.0%	0.0050	0.5%	61%	False	False	94,651
20	0.9956	0.9734	0.0222	2.2%	0.0044	0.4%	66%	False	False	69,970
40	0.9956	0.9734	0.0222	2.2%	0.0044	0.4%	66%	False	False	35,379
60	0.9956	0.9631	0.0325	3.3%	0.0046	0.5%	77%	False	False	23,646
80	0.9956	0.9595	0.0361	3.7%	0.0046	0.5%	79%	False	False	17,750
100	0.9956	0.9595	0.0361	3.7%	0.0042	0.4%	79%	False	False	14,201
120	0.9956	0.9555	0.0401	4.1%	0.0038	0.4%	81%	False	False	11,834

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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
Narrowest range in 34 trading days

Fibonacci Retracements and Extensions
4.250	0.9981
2.618	0.9943
1.618	0.9920
1.000	0.9906
0.618	0.9897
HIGH	0.9883
0.618	0.9874
0.500	0.9872
0.382	0.9869
LOW	0.9860
0.618	0.9846
1.000	0.9837
1.618	0.9823
2.618	0.9800
4.250	0.9762

Fisher Pivots for day following 30-Jun-2014
Pivot	1 day	3 day
R1	0.9877	0.9871
PP	0.9874	0.9862
S1	0.9872	0.9853

Download as Excel Spreadsheet

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

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