CME Japanese Yen Future December 2014

Trading Metrics calculated at close of trading on 23-Jun-2014

Day Change Summary
	Previous	Current
	20-Jun-2014	23-Jun-2014	Change	Change %	Previous Week
Open	0.9814	0.9807	-0.0007	-0.1%	0.9832
High	0.9814	0.9828	0.0014	0.1%	0.9832
Low	0.9802	0.9807	0.0005	0.1%	0.9788
Close	0.9805	0.9824	0.0019	0.2%	0.9805
Range	0.0012	0.0021	0.0009	75.0%	0.0044
ATR	0.0030	0.0029	0.0000	-1.7%	0.0000
Volume	23	3	-20	-87.0%	83

Daily Pivots for day following 23-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9883	0.9874	0.9836
R3	0.9862	0.9853	0.9830
R2	0.9841	0.9841	0.9828
R1	0.9832	0.9832	0.9826	0.9837
PP	0.9820	0.9820	0.9820	0.9822
S1	0.9811	0.9811	0.9822	0.9816
S2	0.9799	0.9799	0.9820
S3	0.9778	0.9790	0.9818
S4	0.9757	0.9769	0.9812

Weekly Pivots for week ending 20-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9940	0.9917	0.9829
R3	0.9896	0.9873	0.9817
R2	0.9852	0.9852	0.9813
R1	0.9829	0.9829	0.9809	0.9819
PP	0.9808	0.9808	0.9808	0.9803
S1	0.9785	0.9785	0.9801	0.9775
S2	0.9764	0.9764	0.9797
S3	0.9720	0.9741	0.9793
S4	0.9676	0.9697	0.9781

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9829	0.9788	0.0041	0.4%	0.0014	0.1%	88%	False	False	14
10	0.9848	0.9778	0.0070	0.7%	0.0018	0.2%	66%	False	False	24
20	0.9863	0.9744	0.0119	1.2%	0.0020	0.2%	67%	False	False	22
40	0.9930	0.9735	0.0195	2.0%	0.0021	0.2%	46%	False	False	15
60	0.9930	0.9618	0.0312	3.2%	0.0020	0.2%	66%	False	False	11
80	0.9930	0.9618	0.0312	3.2%	0.0020	0.2%	66%	False	False	9
100	0.9941	0.9618	0.0323	3.3%	0.0018	0.2%	64%	False	False	9

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	True
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0002
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9917
2.618	0.9883
1.618	0.9862
1.000	0.9849
0.618	0.9841
HIGH	0.9828
0.618	0.9820
0.500	0.9818
0.382	0.9815
LOW	0.9807
0.618	0.9794
1.000	0.9786
1.618	0.9773
2.618	0.9752
4.250	0.9718

Fisher Pivots for day following 23-Jun-2014
Pivot	1 day	3 day
R1	0.9822	0.9821
PP	0.9820	0.9818
S1	0.9818	0.9816

Download as Excel Spreadsheet

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

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