CME Japanese Yen Future December 2013

Trading Metrics calculated at close of trading on 15-Mar-2013

Day Change Summary
	Previous	Current
	14-Mar-2013	15-Mar-2013	Change	Change %	Previous Week
Open	1.0436	1.0450	0.0014	0.1%	1.0435
High	1.0436	1.0504	0.0068	0.7%	1.0504
Low	1.0436	1.0450	0.0014	0.1%	1.0384
Close	1.0436	1.0503	0.0067	0.6%	1.0503
Range	0.0000	0.0054	0.0054		0.0120
ATR	0.0080	0.0079	-0.0001	-1.1%	0.0000
Volume	62	1	-61	-98.4%	95

Daily Pivots for day following 15-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0648	1.0629	1.0533
R3	1.0594	1.0575	1.0518
R2	1.0540	1.0540	1.0513
R1	1.0521	1.0521	1.0508	1.0531
PP	1.0486	1.0486	1.0486	1.0490
S1	1.0467	1.0467	1.0498	1.0477
S2	1.0432	1.0432	1.0493
S3	1.0378	1.0413	1.0488
S4	1.0324	1.0359	1.0473

Weekly Pivots for week ending 15-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0824	1.0783	1.0569
R3	1.0704	1.0663	1.0536
R2	1.0584	1.0584	1.0525
R1	1.0543	1.0543	1.0514	1.0564
PP	1.0464	1.0464	1.0464	1.0474
S1	1.0423	1.0423	1.0492	1.0444
S2	1.0344	1.0344	1.0481
S3	1.0224	1.0303	1.0470
S4	1.0104	1.0183	1.0437

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0504	1.0384	0.0120	1.1%	0.0034	0.3%	99%	True	False	19
10	1.0778	1.0384	0.0394	3.8%	0.0036	0.3%	30%	False	False	10
20	1.1000	1.0384	0.0616	5.9%	0.0061	0.6%	19%	False	False	13

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	0.0001
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0734
2.618	1.0645
1.618	1.0591
1.000	1.0558
0.618	1.0537
HIGH	1.0504
0.618	1.0483
0.500	1.0477
0.382	1.0471
LOW	1.0450
0.618	1.0417
1.000	1.0396
1.618	1.0363
2.618	1.0309
4.250	1.0221

Fisher Pivots for day following 15-Mar-2013
Pivot	1 day	3 day
R1	1.0494	1.0489
PP	1.0486	1.0475
S1	1.0477	1.0462

Download as Excel Spreadsheet

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

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