CME Japanese Yen Future September 2013

Trading Metrics calculated at close of trading on 10-Jul-2013

Day Change Summary
	Previous	Current
	09-Jul-2013	10-Jul-2013	Change	Change %	Previous Week
Open	0.9917	0.9893	-0.0024	-0.2%	1.0085
High	0.9927	1.0064	0.0137	1.4%	1.0087
Low	0.9873	0.9883	0.0010	0.1%	0.9881
Close	0.9912	0.9987	0.0075	0.8%	0.9886
Range	0.0054	0.0181	0.0127	235.2%	0.0206
ATR	0.0141	0.0144	0.0003	2.0%	0.0000
Volume	95,865	171,982	76,117	79.4%	605,369

Daily Pivots for day following 10-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0521	1.0435	1.0087
R3	1.0340	1.0254	1.0037
R2	1.0159	1.0159	1.0020
R1	1.0073	1.0073	1.0004	1.0116
PP	0.9978	0.9978	0.9978	1.0000
S1	0.9892	0.9892	0.9970	0.9935
S2	0.9797	0.9797	0.9954
S3	0.9616	0.9711	0.9937
S4	0.9435	0.9530	0.9887

Weekly Pivots for week ending 05-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0569	1.0434	0.9999
R3	1.0363	1.0228	0.9943
R2	1.0157	1.0157	0.9924
R1	1.0022	1.0022	0.9905	0.9987
PP	0.9951	0.9951	0.9951	0.9934
S1	0.9816	0.9816	0.9867	0.9781
S2	0.9745	0.9745	0.9848
S3	0.9539	0.9610	0.9829
S4	0.9333	0.9404	0.9773

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0079	0.9852	0.0227	2.3%	0.0129	1.3%	59%	False	False	142,261
10	1.0289	0.9852	0.0437	4.4%	0.0116	1.2%	31%	False	False	140,677
20	1.0669	0.9852	0.0817	8.2%	0.0147	1.5%	17%	False	False	158,950
40	1.0669	0.9646	0.1023	10.2%	0.0156	1.6%	33%	False	False	85,409
60	1.0669	0.9646	0.1023	10.2%	0.0137	1.4%	33%	False	False	57,036
80	1.0810	0.9646	0.1164	11.7%	0.0135	1.3%	29%	False	False	42,820
100	1.1017	0.9646	0.1371	13.7%	0.0127	1.3%	25%	False	False	34,266
120	1.1393	0.9646	0.1747	17.5%	0.0119	1.2%	20%	False	False	28,560

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	0.0018
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	1.0833
2.618	1.0538
1.618	1.0357
1.000	1.0245
0.618	1.0176
HIGH	1.0064
0.618	0.9995
0.500	0.9974
0.382	0.9952
LOW	0.9883
0.618	0.9771
1.000	0.9702
1.618	0.9590
2.618	0.9409
4.250	0.9114

Fisher Pivots for day following 10-Jul-2013
Pivot	1 day	3 day
R1	0.9983	0.9977
PP	0.9978	0.9968
S1	0.9974	0.9958

Download as Excel Spreadsheet

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

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