CME Japanese Yen Future December 2014

Trading Metrics calculated at close of trading on 03-Jul-2014

Day Change Summary
	Previous	Current
	02-Jul-2014	03-Jul-2014	Change	Change %	Previous Week
Open	0.9855	0.9830	-0.0025	-0.3%	0.9807
High	0.9860	0.9830	-0.0030	-0.3%	0.9891
Low	0.9830	0.9791	-0.0039	-0.4%	0.9801
Close	0.9831	0.9795	-0.0036	-0.4%	0.9875
Range	0.0030	0.0039	0.0009	30.0%	0.0090
ATR	0.0032	0.0033	0.0001	1.8%	0.0000
Volume	43	168	125	290.7%	992

Daily Pivots for day following 03-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9922	0.9898	0.9816
R3	0.9883	0.9859	0.9806
R2	0.9844	0.9844	0.9802
R1	0.9820	0.9820	0.9799	0.9813
PP	0.9805	0.9805	0.9805	0.9802
S1	0.9781	0.9781	0.9791	0.9774
S2	0.9766	0.9766	0.9788
S3	0.9727	0.9742	0.9784
S4	0.9688	0.9703	0.9774

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	0.9887	0.9791	0.0096	1.0%	0.0029	0.3%	4%	False	True	172
10	0.9891	0.9791	0.0100	1.0%	0.0031	0.3%	4%	False	True	167
20	0.9891	0.9765	0.0126	1.3%	0.0025	0.3%	24%	False	False	97
40	0.9930	0.9744	0.0186	1.9%	0.0024	0.2%	27%	False	False	55
60	0.9930	0.9735	0.0195	2.0%	0.0021	0.2%	31%	False	False	38
80	0.9930	0.9618	0.0312	3.2%	0.0021	0.2%	57%	False	False	29
100	0.9930	0.9618	0.0312	3.2%	0.0019	0.2%	57%	False	False	24

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9996
2.618	0.9932
1.618	0.9893
1.000	0.9869
0.618	0.9854
HIGH	0.9830
0.618	0.9815
0.500	0.9811
0.382	0.9806
LOW	0.9791
0.618	0.9767
1.000	0.9752
1.618	0.9728
2.618	0.9689
4.250	0.9625

Fisher Pivots for day following 03-Jul-2014
Pivot	1 day	3 day
R1	0.9811	0.9836
PP	0.9805	0.9822
S1	0.9800	0.9809

Download as Excel Spreadsheet

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

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