CME Japanese Yen Future December 2013

Trading Metrics calculated at close of trading on 10-Dec-2013

Day Change Summary
	Previous	Current
	09-Dec-2013	10-Dec-2013	Change	Change %	Previous Week
Open	0.9700	0.9681	-0.0019	-0.2%	0.9756
High	0.9720	0.9749	0.0029	0.3%	0.9841
Low	0.9678	0.9672	-0.0006	-0.1%	0.9674
Close	0.9687	0.9735	0.0048	0.5%	0.9717
Range	0.0042	0.0077	0.0035	83.3%	0.0167
ATR	0.0081	0.0080	0.0000	-0.3%	0.0000
Volume	98,588	151,683	53,095	53.9%	774,105

Daily Pivots for day following 10-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9950	0.9919	0.9777
R3	0.9873	0.9842	0.9756
R2	0.9796	0.9796	0.9749
R1	0.9765	0.9765	0.9742	0.9781
PP	0.9719	0.9719	0.9719	0.9726
S1	0.9688	0.9688	0.9728	0.9704
S2	0.9642	0.9642	0.9721
S3	0.9565	0.9611	0.9714
S4	0.9488	0.9534	0.9693

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	0.9672	0.0169	1.7%	0.0085	0.9%	37%	False	True	149,436
10	0.9889	0.9672	0.0217	2.2%	0.0086	0.9%	29%	False	True	132,588
20	1.0098	0.9672	0.0426	4.4%	0.0078	0.8%	15%	False	True	124,052
40	1.0318	0.9672	0.0646	6.6%	0.0077	0.8%	10%	False	True	119,608
60	1.0357	0.9672	0.0685	7.0%	0.0080	0.8%	9%	False	True	118,480
80	1.0357	0.9672	0.0685	7.0%	0.0083	0.9%	9%	False	True	95,341
100	1.0442	0.9672	0.0770	7.9%	0.0087	0.9%	8%	False	True	76,326
120	1.0442	0.9672	0.0770	7.9%	0.0089	0.9%	8%	False	True	63,635

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0021
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0076
2.618	0.9951
1.618	0.9874
1.000	0.9826
0.618	0.9797
HIGH	0.9749
0.618	0.9720
0.500	0.9711
0.382	0.9701
LOW	0.9672
0.618	0.9624
1.000	0.9595
1.618	0.9547
2.618	0.9470
4.250	0.9345

Fisher Pivots for day following 10-Dec-2013
Pivot	1 day	3 day
R1	0.9727	0.9756
PP	0.9719	0.9749
S1	0.9711	0.9742

Download as Excel Spreadsheet

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

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