CME Japanese Yen Future March 2015

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	0.9826	0.9843	0.0017	0.2%	0.9840
High	0.9827	0.9921	0.0094	1.0%	0.9840
Low	0.9818	0.9837	0.0019	0.2%	0.9786
Close	0.9827	0.9837	0.0010	0.1%	0.9814
Range	0.0009	0.0084	0.0075	833.3%	0.0054
ATR	0.0022	0.0027	0.0005	23.1%	0.0000
Volume	1	3	2	200.0%	22

Daily Pivots for day following 25-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0117	1.0061	0.9883
R3	1.0033	0.9977	0.9860
R2	0.9949	0.9949	0.9852
R1	0.9893	0.9893	0.9845	0.9879
PP	0.9865	0.9865	0.9865	0.9858
S1	0.9809	0.9809	0.9829	0.9795
S2	0.9781	0.9781	0.9822
S3	0.9697	0.9725	0.9814
S4	0.9613	0.9641	0.9791

Weekly Pivots for week ending 20-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9975	0.9949	0.9844
R3	0.9921	0.9895	0.9829
R2	0.9867	0.9867	0.9824
R1	0.9841	0.9841	0.9819	0.9827
PP	0.9813	0.9813	0.9813	0.9807
S1	0.9787	0.9787	0.9809	0.9773
S2	0.9759	0.9759	0.9804
S3	0.9705	0.9733	0.9799
S4	0.9651	0.9679	0.9784

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9921	0.9814	0.0107	1.1%	0.0019	0.2%	21%	True	False	4
10	0.9921	0.9786	0.0135	1.4%	0.0015	0.2%	38%	True	False	3
20	0.9921	0.9758	0.0163	1.7%	0.0011	0.1%	48%	True	False	4
40	0.9921	0.9758	0.0163	1.7%	0.0007	0.1%	48%	True	False	4

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 41 trading days

Fibonacci Retracements and Extensions
4.250	1.0278
2.618	1.0141
1.618	1.0057
1.000	1.0005
0.618	0.9973
HIGH	0.9921
0.618	0.9889
0.500	0.9879
0.382	0.9869
LOW	0.9837
0.618	0.9785
1.000	0.9753
1.618	0.9701
2.618	0.9617
4.250	0.9480

Fisher Pivots for day following 25-Jun-2014
Pivot	1 day	3 day
R1	0.9879	0.9870
PP	0.9865	0.9859
S1	0.9851	0.9848

Download as Excel Spreadsheet

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

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