CME Japanese Yen Future September 2013

Trading Metrics calculated at close of trading on 21-May-2013

Day Change Summary
	Previous	Current
	20-May-2013	21-May-2013	Change	Change %	Previous Week
Open	0.9749	0.9786	0.0037	0.4%	0.9821
High	0.9793	0.9800	0.0007	0.1%	0.9881
Low	0.9724	0.9726	0.0002	0.0%	0.9686
Close	0.9786	0.9757	-0.0029	-0.3%	0.9697
Range	0.0069	0.0074	0.0005	7.2%	0.0195
ATR	0.0105	0.0103	-0.0002	-2.1%	0.0000
Volume	1,257	1,143	-114	-9.1%	2,743

Daily Pivots for day following 21-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9983	0.9944	0.9798
R3	0.9909	0.9870	0.9777
R2	0.9835	0.9835	0.9771
R1	0.9796	0.9796	0.9764	0.9779
PP	0.9761	0.9761	0.9761	0.9752
S1	0.9722	0.9722	0.9750	0.9705
S2	0.9687	0.9687	0.9743
S3	0.9613	0.9648	0.9737
S4	0.9539	0.9574	0.9716

Weekly Pivots for week ending 17-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0340	1.0213	0.9804
R3	1.0145	1.0018	0.9751
R2	0.9950	0.9950	0.9733
R1	0.9823	0.9823	0.9715	0.9789
PP	0.9755	0.9755	0.9755	0.9738
S1	0.9628	0.9628	0.9679	0.9594
S2	0.9560	0.9560	0.9661
S3	0.9365	0.9433	0.9643
S4	0.9170	0.9238	0.9590

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9825	0.9686	0.0139	1.4%	0.0082	0.8%	51%	False	False	842
10	1.0148	0.9686	0.0462	4.7%	0.0097	1.0%	15%	False	False	644
20	1.0310	0.9686	0.0624	6.4%	0.0092	0.9%	11%	False	False	417
40	1.0810	0.9686	0.1124	11.5%	0.0109	1.1%	6%	False	False	336
60	1.0984	0.9686	0.1298	13.3%	0.0105	1.1%	5%	False	False	241
80	1.1083	0.9686	0.1397	14.3%	0.0098	1.0%	5%	False	False	190
100	1.1658	0.9686	0.1972	20.2%	0.0092	0.9%	4%	False	False	156
120	1.2265	0.9686	0.2579	26.4%	0.0082	0.8%	3%	False	False	130

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	0.0021
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0115
2.618	0.9994
1.618	0.9920
1.000	0.9874
0.618	0.9846
HIGH	0.9800
0.618	0.9772
0.500	0.9763
0.382	0.9754
LOW	0.9726
0.618	0.9680
1.000	0.9652
1.618	0.9606
2.618	0.9532
4.250	0.9412

Fisher Pivots for day following 21-May-2013
Pivot	1 day	3 day
R1	0.9763	0.9752
PP	0.9761	0.9748
S1	0.9759	0.9743

Download as Excel Spreadsheet

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

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