CME Japanese Yen Future December 2013

Trading Metrics calculated at close of trading on 16-Apr-2013

Day Change Summary
	Previous	Current
	15-Apr-2013	16-Apr-2013	Change	Change %	Previous Week
Open	1.0350	1.0325	-0.0025	-0.2%	1.0193
High	1.0374	1.0325	-0.0049	-0.5%	1.0200
Low	1.0301	1.0229	-0.0072	-0.7%	1.0028
Close	1.0301	1.0283	-0.0018	-0.2%	1.0136
Range	0.0073	0.0096	0.0023	31.5%	0.0172
ATR	0.0111	0.0110	-0.0001	-1.0%	0.0000
Volume	14	3	-11	-78.6%	58

Daily Pivots for day following 16-Apr-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0567	1.0521	1.0336
R3	1.0471	1.0425	1.0309
R2	1.0375	1.0375	1.0301
R1	1.0329	1.0329	1.0292	1.0304
PP	1.0279	1.0279	1.0279	1.0267
S1	1.0233	1.0233	1.0274	1.0208
S2	1.0183	1.0183	1.0265
S3	1.0087	1.0137	1.0257
S4	0.9991	1.0041	1.0230

Weekly Pivots for week ending 12-Apr-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0637	1.0559	1.0231
R3	1.0465	1.0387	1.0183
R2	1.0293	1.0293	1.0168
R1	1.0215	1.0215	1.0152	1.0168
PP	1.0121	1.0121	1.0121	1.0098
S1	1.0043	1.0043	1.0120	0.9996
S2	0.9949	0.9949	1.0104
S3	0.9777	0.9871	1.0089
S4	0.9605	0.9699	1.0041

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0374	1.0028	0.0346	3.4%	0.0076	0.7%	74%	False	False	6
10	1.0799	1.0028	0.0771	7.5%	0.0109	1.1%	33%	False	False	17
20	1.0800	1.0028	0.0772	7.5%	0.0083	0.8%	33%	False	False	12
40	1.1000	1.0028	0.0972	9.5%	0.0071	0.7%	26%	False	False	12

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	0.0003
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0733
2.618	1.0576
1.618	1.0480
1.000	1.0421
0.618	1.0384
HIGH	1.0325
0.618	1.0288
0.500	1.0277
0.382	1.0266
LOW	1.0229
0.618	1.0170
1.000	1.0133
1.618	1.0074
2.618	0.9978
4.250	0.9821

Fisher Pivots for day following 16-Apr-2013
Pivot	1 day	3 day
R1	1.0281	1.0263
PP	1.0279	1.0242
S1	1.0277	1.0222

Download as Excel Spreadsheet

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

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