CME Japanese Yen Future December 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	0.9833	0.9827	-0.0006	-0.1%	0.9832
High	0.9833	0.9891	0.0058	0.6%	0.9832
Low	0.9801	0.9823	0.0022	0.2%	0.9788
Close	0.9818	0.9828	0.0010	0.1%	0.9805
Range	0.0032	0.0068	0.0036	112.5%	0.0044
ATR	0.0030	0.0033	0.0003	10.5%	0.0000
Volume	18	67	49	272.2%	83

Daily Pivots for day following 25-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0051	1.0008	0.9865
R3	0.9983	0.9940	0.9847
R2	0.9915	0.9915	0.9840
R1	0.9872	0.9872	0.9834	0.9894
PP	0.9847	0.9847	0.9847	0.9858
S1	0.9804	0.9804	0.9822	0.9826
S2	0.9779	0.9779	0.9816
S3	0.9711	0.9736	0.9809
S4	0.9643	0.9668	0.9791

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	0.9891	0.9801	0.0090	0.9%	0.0029	0.3%	30%	True	False	25
10	0.9891	0.9788	0.0103	1.0%	0.0022	0.2%	39%	True	False	27
20	0.9891	0.9744	0.0147	1.5%	0.0023	0.2%	57%	True	False	23
40	0.9930	0.9735	0.0195	2.0%	0.0023	0.2%	48%	False	False	17
60	0.9930	0.9618	0.0312	3.2%	0.0022	0.2%	67%	False	False	12
80	0.9930	0.9618	0.0312	3.2%	0.0021	0.2%	67%	False	False	10
100	0.9941	0.9618	0.0323	3.3%	0.0019	0.2%	65%	False	False	9

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	0.0002
Widest range in 54 trading days

Fibonacci Retracements and Extensions
4.250	1.0180
2.618	1.0069
1.618	1.0001
1.000	0.9959
0.618	0.9933
HIGH	0.9891
0.618	0.9865
0.500	0.9857
0.382	0.9849
LOW	0.9823
0.618	0.9781
1.000	0.9755
1.618	0.9713
2.618	0.9645
4.250	0.9534

Fisher Pivots for day following 25-Jun-2014
Pivot	1 day	3 day
R1	0.9857	0.9846
PP	0.9847	0.9840
S1	0.9838	0.9834

Download as Excel Spreadsheet

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

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