CME Japanese Yen Future December 2013

Trading Metrics calculated at close of trading on 22-Nov-2013

Day Change Summary
	Previous	Current
	21-Nov-2013	22-Nov-2013	Change	Change %	Previous Week
Open	0.9995	0.9886	-0.0109	-1.1%	0.9974
High	0.9998	0.9907	-0.0091	-0.9%	1.0045
Low	0.9885	0.9867	-0.0018	-0.2%	0.9867
Close	0.9892	0.9871	-0.0021	-0.2%	0.9871
Range	0.0113	0.0040	-0.0073	-64.6%	0.0178
ATR	0.0077	0.0074	-0.0003	-3.4%	0.0000
Volume	136,447	98,810	-37,637	-27.6%	565,322

Daily Pivots for day following 22-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0002	0.9976	0.9893
R3	0.9962	0.9936	0.9882
R2	0.9922	0.9922	0.9878
R1	0.9896	0.9896	0.9875	0.9889
PP	0.9882	0.9882	0.9882	0.9878
S1	0.9856	0.9856	0.9867	0.9849
S2	0.9842	0.9842	0.9864
S3	0.9802	0.9816	0.9860
S4	0.9762	0.9776	0.9849

Weekly Pivots for week ending 22-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0462	1.0344	0.9969
R3	1.0284	1.0166	0.9920
R2	1.0106	1.0106	0.9904
R1	0.9988	0.9988	0.9887	0.9958
PP	0.9928	0.9928	0.9928	0.9913
S1	0.9810	0.9810	0.9855	0.9780
S2	0.9750	0.9750	0.9838
S3	0.9572	0.9632	0.9822
S4	0.9394	0.9454	0.9773

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0045	0.9867	0.0178	1.8%	0.0066	0.7%	2%	False	True	113,064
10	1.0110	0.9867	0.0243	2.5%	0.0066	0.7%	2%	False	True	111,556
20	1.0274	0.9867	0.0407	4.1%	0.0073	0.7%	1%	False	True	118,585
40	1.0357	0.9867	0.0490	5.0%	0.0077	0.8%	1%	False	True	116,618
60	1.0357	0.9867	0.0490	5.0%	0.0081	0.8%	1%	False	True	103,300
80	1.0442	0.9867	0.0575	5.8%	0.0086	0.9%	1%	False	True	77,610
100	1.0442	0.9860	0.0582	5.9%	0.0088	0.9%	2%	False	False	62,119
120	1.0670	0.9860	0.0810	8.2%	0.0100	1.0%	1%	False	False	51,798

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
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	0.0013
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	1.0077
2.618	1.0012
1.618	0.9972
1.000	0.9947
0.618	0.9932
HIGH	0.9907
0.618	0.9892
0.500	0.9887
0.382	0.9882
LOW	0.9867
0.618	0.9842
1.000	0.9827
1.618	0.9802
2.618	0.9762
4.250	0.9697

Fisher Pivots for day following 22-Nov-2013
Pivot	1 day	3 day
R1	0.9887	0.9945
PP	0.9882	0.9920
S1	0.9876	0.9896

Download as Excel Spreadsheet

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

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