CME Japanese Yen Future March 2015

Trading Metrics calculated at close of trading on 27-May-2014

Day Change Summary
	Previous	Current
	23-May-2014	27-May-2014	Change	Change %	Previous Week
Open	0.9829	0.9830	0.0001	0.0%	0.9894
High	0.9829	0.9830	0.0001	0.0%	0.9900
Low	0.9829	0.9830	0.0001	0.0%	0.9829
Close	0.9829	0.9830	0.0001	0.0%	0.9829
Range
ATR	0.0023	0.0021	-0.0002	-6.8%	0.0000
Volume	1	1	0	0.0%	5

Daily Pivots for day following 27-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9830	0.9830	0.9830
R3	0.9830	0.9830	0.9830
R2	0.9830	0.9830	0.9830
R1	0.9830	0.9830	0.9830	0.9830
PP	0.9830	0.9830	0.9830	0.9830
S1	0.9830	0.9830	0.9830	0.9830
S2	0.9830	0.9830	0.9830
S3	0.9830	0.9830	0.9830
S4	0.9830	0.9830	0.9830

Weekly Pivots for week ending 23-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0066	1.0018	0.9868
R3	0.9995	0.9947	0.9849
R2	0.9924	0.9924	0.9842
R1	0.9876	0.9876	0.9836	0.9865
PP	0.9853	0.9853	0.9853	0.9847
S1	0.9805	0.9805	0.9822	0.9794
S2	0.9782	0.9782	0.9816
S3	0.9711	0.9734	0.9809
S4	0.9640	0.9663	0.9790

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9900	0.9829	0.0071	0.7%	0.0000	0.0%	1%	False	False	1
10	0.9900	0.9798	0.0102	1.0%	0.0001	0.0%	31%	False	False	3

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
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	0.0000

Fibonacci Retracements and Extensions
4.250	0.9830
2.618	0.9830
1.618	0.9830
1.000	0.9830
0.618	0.9830
HIGH	0.9830
0.618	0.9830
0.500	0.9830
0.382	0.9830
LOW	0.9830
0.618	0.9830
1.000	0.9830
1.618	0.9830
2.618	0.9830
4.250	0.9830

Fisher Pivots for day following 27-May-2014
Pivot	1 day	3 day
R1	0.9830	0.9837
PP	0.9830	0.9835
S1	0.9830	0.9832

Download as Excel Spreadsheet

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

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