CME Japanese Yen Future December 2013

Trading Metrics calculated at close of trading on 13-Dec-2013

Day Change Summary
	Previous	Current
	12-Dec-2013	13-Dec-2013	Change	Change %	Previous Week
Open	0.9758	0.9655	-0.0103	-1.1%	0.9700
High	0.9765	0.9710	-0.0055	-0.6%	0.9791
Low	0.9666	0.9623	-0.0043	-0.4%	0.9623
Close	0.9684	0.9691	0.0007	0.1%	0.9691
Range	0.0099	0.0087	-0.0012	-12.1%	0.0168
ATR	0.0081	0.0082	0.0000	0.5%	0.0000
Volume	183,251	48,871	-134,380	-73.3%	698,726

Daily Pivots for day following 13-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9936	0.9900	0.9739
R3	0.9849	0.9813	0.9715
R2	0.9762	0.9762	0.9707
R1	0.9726	0.9726	0.9699	0.9744
PP	0.9675	0.9675	0.9675	0.9684
S1	0.9639	0.9639	0.9683	0.9657
S2	0.9588	0.9588	0.9675
S3	0.9501	0.9552	0.9667
S4	0.9414	0.9465	0.9643

Weekly Pivots for week ending 13-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0206	1.0116	0.9783
R3	1.0038	0.9948	0.9737
R2	0.9870	0.9870	0.9722
R1	0.9780	0.9780	0.9706	0.9741
PP	0.9702	0.9702	0.9702	0.9682
S1	0.9612	0.9612	0.9676	0.9573
S2	0.9534	0.9534	0.9660
S3	0.9366	0.9444	0.9645
S4	0.9198	0.9276	0.9599

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9791	0.9623	0.0168	1.7%	0.0076	0.8%	40%	False	True	139,745
10	0.9841	0.9623	0.0218	2.2%	0.0091	0.9%	31%	False	True	147,283
20	1.0045	0.9623	0.0422	4.4%	0.0079	0.8%	16%	False	True	126,905
40	1.0318	0.9623	0.0695	7.2%	0.0076	0.8%	10%	False	True	121,245
60	1.0357	0.9623	0.0734	7.6%	0.0078	0.8%	9%	False	True	119,260
80	1.0357	0.9623	0.0734	7.6%	0.0083	0.9%	9%	False	True	100,926
100	1.0442	0.9623	0.0819	8.5%	0.0087	0.9%	8%	False	True	80,807
120	1.0442	0.9623	0.0819	8.5%	0.0089	0.9%	8%	False	True	67,363

Crabel Price Patterns
NR	True
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	True
Bull Hook	False
Stretch	0.0021
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0080
2.618	0.9938
1.618	0.9851
1.000	0.9797
0.618	0.9764
HIGH	0.9710
0.618	0.9677
0.500	0.9667
0.382	0.9656
LOW	0.9623
0.618	0.9569
1.000	0.9536
1.618	0.9482
2.618	0.9395
4.250	0.9253

Fisher Pivots for day following 13-Dec-2013
Pivot	1 day	3 day
R1	0.9683	0.9707
PP	0.9675	0.9702
S1	0.9667	0.9696

Download as Excel Spreadsheet

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

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