CME Japanese Yen Future December 2013

Trading Metrics calculated at close of trading on 11-Dec-2013

Day Change Summary
	Previous	Current
	10-Dec-2013	11-Dec-2013	Change	Change %	Previous Week
Open	0.9681	0.9722	0.0041	0.4%	0.9756
High	0.9749	0.9791	0.0042	0.4%	0.9841
Low	0.9672	0.9714	0.0042	0.4%	0.9674
Close	0.9735	0.9748	0.0013	0.1%	0.9717
Range	0.0077	0.0077	0.0000	0.0%	0.0167
ATR	0.0080	0.0080	0.0000	-0.3%	0.0000
Volume	151,683	216,333	64,650	42.6%	774,105

Daily Pivots for day following 11-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9982	0.9942	0.9790
R3	0.9905	0.9865	0.9769
R2	0.9828	0.9828	0.9762
R1	0.9788	0.9788	0.9755	0.9808
PP	0.9751	0.9751	0.9751	0.9761
S1	0.9711	0.9711	0.9741	0.9731
S2	0.9674	0.9674	0.9734
S3	0.9597	0.9634	0.9727
S4	0.9520	0.9557	0.9706

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%	0.0080	0.8%	45%	False	False	157,422
10	0.9884	0.9672	0.0212	2.2%	0.0088	0.9%	36%	False	False	144,881
20	1.0098	0.9672	0.0426	4.4%	0.0078	0.8%	18%	False	False	128,583
40	1.0318	0.9672	0.0646	6.6%	0.0077	0.8%	12%	False	False	122,349
60	1.0357	0.9672	0.0685	7.0%	0.0081	0.8%	11%	False	False	120,828
80	1.0357	0.9672	0.0685	7.0%	0.0083	0.9%	11%	False	False	98,039
100	1.0442	0.9672	0.0770	7.9%	0.0087	0.9%	10%	False	False	78,489
120	1.0442	0.9672	0.0770	7.9%	0.0089	0.9%	10%	False	False	65,434

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
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	0.0020

Fibonacci Retracements and Extensions
4.250	1.0118
2.618	0.9993
1.618	0.9916
1.000	0.9868
0.618	0.9839
HIGH	0.9791
0.618	0.9762
0.500	0.9753
0.382	0.9743
LOW	0.9714
0.618	0.9666
1.000	0.9637
1.618	0.9589
2.618	0.9512
4.250	0.9387

Fisher Pivots for day following 11-Dec-2013
Pivot	1 day	3 day
R1	0.9753	0.9743
PP	0.9751	0.9737
S1	0.9750	0.9732

Download as Excel Spreadsheet

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

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