CME Japanese Yen Future December 2013

Trading Metrics calculated at close of trading on 02-Dec-2013

Day Change Summary
	Previous	Current
	29-Nov-2013	02-Dec-2013	Change	Change %	Previous Week
Open	0.9790	0.9756	-0.0034	-0.3%	0.9875
High	0.9811	0.9784	-0.0027	-0.3%	0.9889
Low	0.9746	0.9697	-0.0049	-0.5%	0.9746
Close	0.9761	0.9700	-0.0061	-0.6%	0.9761
Range	0.0065	0.0087	0.0022	33.8%	0.0143
ATR	0.0074	0.0075	0.0001	1.3%	0.0000
Volume	108,364	120,075	11,711	10.8%	398,072

Daily Pivots for day following 02-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9988	0.9931	0.9748
R3	0.9901	0.9844	0.9724
R2	0.9814	0.9814	0.9716
R1	0.9757	0.9757	0.9708	0.9742
PP	0.9727	0.9727	0.9727	0.9720
S1	0.9670	0.9670	0.9692	0.9655
S2	0.9640	0.9640	0.9684
S3	0.9553	0.9583	0.9676
S4	0.9466	0.9496	0.9652

Weekly Pivots for week ending 29-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0228	1.0137	0.9840
R3	1.0085	0.9994	0.9800
R2	0.9942	0.9942	0.9787
R1	0.9851	0.9851	0.9774	0.9825
PP	0.9799	0.9799	0.9799	0.9786
S1	0.9708	0.9708	0.9748	0.9682
S2	0.9656	0.9656	0.9735
S3	0.9513	0.9565	0.9722
S4	0.9370	0.9422	0.9682

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9889	0.9697	0.0192	2.0%	0.0075	0.8%	2%	False	True	103,629
10	1.0045	0.9697	0.0348	3.6%	0.0071	0.7%	1%	False	True	108,346
20	1.0246	0.9697	0.0549	5.7%	0.0074	0.8%	1%	False	True	117,280
40	1.0357	0.9697	0.0660	6.8%	0.0074	0.8%	0%	False	True	112,170
60	1.0357	0.9697	0.0660	6.8%	0.0079	0.8%	0%	False	True	111,470
80	1.0423	0.9697	0.0726	7.5%	0.0084	0.9%	0%	False	True	84,066
100	1.0442	0.9697	0.0745	7.7%	0.0087	0.9%	0%	False	True	67,292
120	1.0670	0.9697	0.0973	10.0%	0.0093	1.0%	0%	False	True	56,106

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	0.0016
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0154
2.618	1.0012
1.618	0.9925
1.000	0.9871
0.618	0.9838
HIGH	0.9784
0.618	0.9751
0.500	0.9741
0.382	0.9730
LOW	0.9697
0.618	0.9643
1.000	0.9610
1.618	0.9556
2.618	0.9469
4.250	0.9327

Fisher Pivots for day following 02-Dec-2013
Pivot	1 day	3 day
R1	0.9741	0.9791
PP	0.9727	0.9760
S1	0.9714	0.9730

Download as Excel Spreadsheet

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

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