CME Japanese Yen Future December 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	0.9829	0.9845	0.0016	0.2%	0.9807
High	0.9862	0.9879	0.0017	0.2%	0.9891
Low	0.9829	0.9838	0.0009	0.1%	0.9801
Close	0.9846	0.9875	0.0029	0.3%	0.9875
Range	0.0033	0.0041	0.0008	24.2%	0.0090
ATR	0.0033	0.0033	0.0001	1.8%	0.0000
Volume	704	200	-504	-71.6%	992

Daily Pivots for day following 27-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9987	0.9972	0.9898
R3	0.9946	0.9931	0.9886
R2	0.9905	0.9905	0.9883
R1	0.9890	0.9890	0.9879	0.9898
PP	0.9864	0.9864	0.9864	0.9868
S1	0.9849	0.9849	0.9871	0.9857
S2	0.9823	0.9823	0.9867
S3	0.9782	0.9808	0.9864
S4	0.9741	0.9767	0.9852

Weekly Pivots for week ending 27-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0126	1.0090	0.9925
R3	1.0036	1.0000	0.9900
R2	0.9946	0.9946	0.9892
R1	0.9910	0.9910	0.9883	0.9928
PP	0.9856	0.9856	0.9856	0.9865
S1	0.9820	0.9820	0.9867	0.9838
S2	0.9766	0.9766	0.9859
S3	0.9676	0.9730	0.9850
S4	0.9586	0.9640	0.9826

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%	0.0039	0.4%	82%	False	False	198
10	0.9891	0.9788	0.0103	1.0%	0.0024	0.2%	84%	False	False	107
20	0.9891	0.9744	0.0147	1.5%	0.0025	0.2%	89%	False	False	68
40	0.9930	0.9735	0.0195	2.0%	0.0024	0.2%	72%	False	False	39
60	0.9930	0.9618	0.0312	3.2%	0.0022	0.2%	82%	False	False	27
80	0.9930	0.9618	0.0312	3.2%	0.0021	0.2%	82%	False	False	21
100	0.9930	0.9618	0.0312	3.2%	0.0019	0.2%	82%	False	False	18

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	0.0002
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0053
2.618	0.9986
1.618	0.9945
1.000	0.9920
0.618	0.9904
HIGH	0.9879
0.618	0.9863
0.500	0.9859
0.382	0.9854
LOW	0.9838
0.618	0.9813
1.000	0.9797
1.618	0.9772
2.618	0.9731
4.250	0.9664

Fisher Pivots for day following 27-Jun-2014
Pivot	1 day	3 day
R1	0.9870	0.9869
PP	0.9864	0.9863
S1	0.9859	0.9857

Download as Excel Spreadsheet

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

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