CME Japanese Yen Future December 2013

Trading Metrics calculated at close of trading on 09-Dec-2013

Day Change Summary
	Previous	Current
	06-Dec-2013	09-Dec-2013	Change	Change %	Previous Week
Open	0.9824	0.9700	-0.0124	-1.3%	0.9756
High	0.9839	0.9720	-0.0119	-1.2%	0.9841
Low	0.9712	0.9678	-0.0034	-0.4%	0.9674
Close	0.9717	0.9687	-0.0030	-0.3%	0.9717
Range	0.0127	0.0042	-0.0085	-66.9%	0.0167
ATR	0.0084	0.0081	-0.0003	-3.6%	0.0000
Volume	178,994	98,588	-80,406	-44.9%	774,105

Daily Pivots for day following 09-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9821	0.9796	0.9710
R3	0.9779	0.9754	0.9699
R2	0.9737	0.9737	0.9695
R1	0.9712	0.9712	0.9691	0.9704
PP	0.9695	0.9695	0.9695	0.9691
S1	0.9670	0.9670	0.9683	0.9662
S2	0.9653	0.9653	0.9679
S3	0.9611	0.9628	0.9675
S4	0.9569	0.9586	0.9664

Weekly Pivots for week ending 06-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0245	1.0148	0.9809
R3	1.0078	0.9981	0.9763
R2	0.9911	0.9911	0.9748
R1	0.9814	0.9814	0.9732	0.9779
PP	0.9744	0.9744	0.9744	0.9727
S1	0.9647	0.9647	0.9702	0.9612
S2	0.9577	0.9577	0.9686
S3	0.9410	0.9480	0.9671
S4	0.9243	0.9313	0.9625

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9841	0.9674	0.0167	1.7%	0.0096	1.0%	8%	False	False	150,523
10	0.9889	0.9674	0.0215	2.2%	0.0086	0.9%	6%	False	False	127,076
20	1.0110	0.9674	0.0436	4.5%	0.0076	0.8%	3%	False	False	119,316
40	1.0318	0.9674	0.0644	6.6%	0.0076	0.8%	2%	False	False	117,019
60	1.0357	0.9674	0.0683	7.1%	0.0080	0.8%	2%	False	False	117,528
80	1.0357	0.9674	0.0683	7.1%	0.0083	0.9%	2%	False	False	93,455
100	1.0442	0.9674	0.0768	7.9%	0.0087	0.9%	2%	False	False	74,810
120	1.0442	0.9674	0.0768	7.9%	0.0090	0.9%	2%	False	False	62,372

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	0.0021
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	0.9899
2.618	0.9830
1.618	0.9788
1.000	0.9762
0.618	0.9746
HIGH	0.9720
0.618	0.9704
0.500	0.9699
0.382	0.9694
LOW	0.9678
0.618	0.9652
1.000	0.9636
1.618	0.9610
2.618	0.9568
4.250	0.9500

Fisher Pivots for day following 09-Dec-2013
Pivot	1 day	3 day
R1	0.9699	0.9760
PP	0.9695	0.9735
S1	0.9691	0.9711

Download as Excel Spreadsheet

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

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