CME Japanese Yen Future March 2014

Trading Metrics calculated at close of trading on 23-May-2013

Day Change Summary
	Previous	Current
	22-May-2013	23-May-2013	Change	Change %	Previous Week
Open	0.9710	0.9889	0.0179	1.8%	0.9858
High	0.9710	0.9891	0.0181	1.9%	0.9890
Low	0.9710	0.9840	0.0130	1.3%	0.9714
Close	0.9710	0.9840	0.0130	1.3%	0.9714
Range	0.0000	0.0051	0.0051		0.0176
ATR
Volume	1	1	0	0.0%	27

Daily Pivots for day following 23-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0010	0.9976	0.9868
R3	0.9959	0.9925	0.9854
R2	0.9908	0.9908	0.9849
R1	0.9874	0.9874	0.9845	0.9866
PP	0.9857	0.9857	0.9857	0.9853
S1	0.9823	0.9823	0.9835	0.9815
S2	0.9806	0.9806	0.9831
S3	0.9755	0.9772	0.9826
S4	0.9704	0.9721	0.9812

Weekly Pivots for week ending 17-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0301	1.0183	0.9811
R3	1.0125	1.0007	0.9762
R2	0.9949	0.9949	0.9746
R1	0.9831	0.9831	0.9730	0.9802
PP	0.9773	0.9773	0.9773	0.9758
S1	0.9655	0.9655	0.9698	0.9626
S2	0.9597	0.9597	0.9682
S3	0.9421	0.9479	0.9666
S4	0.9245	0.9303	0.9617

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9891	0.9710	0.0181	1.8%	0.0029	0.3%	72%	True	False	20
10	0.9891	0.9710	0.0181	1.8%	0.0026	0.3%	72%	True	False	12

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0000
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.0108
2.618	1.0025
1.618	0.9974
1.000	0.9942
0.618	0.9923
HIGH	0.9891
0.618	0.9872
0.500	0.9866
0.382	0.9859
LOW	0.9840
0.618	0.9808
1.000	0.9789
1.618	0.9757
2.618	0.9706
4.250	0.9623

Fisher Pivots for day following 23-May-2013
Pivot	1 day	3 day
R1	0.9866	0.9827
PP	0.9857	0.9814
S1	0.9849	0.9801

Download as Excel Spreadsheet

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

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