CME Japanese Yen Future March 2014

Trading Metrics calculated at close of trading on 29-May-2013

Day Change Summary
	Previous	Current
	28-May-2013	29-May-2013	Change	Change %	Previous Week
Open	0.9820	0.9909	0.0089	0.9%	0.9770
High	0.9820	0.9909	0.0089	0.9%	0.9923
Low	0.9820	0.9909	0.0089	0.9%	0.9710
Close	0.9820	0.9909	0.0089	0.9%	0.9923
Range
ATR	0.0077	0.0078	0.0001	1.1%	0.0000
Volume	1	1	0	0.0%	107

Daily Pivots for day following 29-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9909	0.9909	0.9909
R3	0.9909	0.9909	0.9909
R2	0.9909	0.9909	0.9909
R1	0.9909	0.9909	0.9909	0.9909
PP	0.9909	0.9909	0.9909	0.9909
S1	0.9909	0.9909	0.9909	0.9909
S2	0.9909	0.9909	0.9909
S3	0.9909	0.9909	0.9909
S4	0.9909	0.9909	0.9909

Weekly Pivots for week ending 24-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0491	1.0420	1.0040
R3	1.0278	1.0207	0.9982
R2	1.0065	1.0065	0.9962
R1	0.9994	0.9994	0.9943	1.0030
PP	0.9852	0.9852	0.9852	0.9870
S1	0.9781	0.9781	0.9903	0.9817
S2	0.9639	0.9639	0.9884
S3	0.9426	0.9568	0.9864
S4	0.9213	0.9355	0.9806

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9923	0.9710	0.0213	2.1%	0.0011	0.1%	93%	False	False	2
10	0.9923	0.9710	0.0213	2.1%	0.0015	0.2%	93%	False	False	12

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	0.0000

Fibonacci Retracements and Extensions
4.250	0.9909
2.618	0.9909
1.618	0.9909
1.000	0.9909
0.618	0.9909
HIGH	0.9909
0.618	0.9909
0.500	0.9909
0.382	0.9909
LOW	0.9909
0.618	0.9909
1.000	0.9909
1.618	0.9909
2.618	0.9909
4.250	0.9909

Fisher Pivots for day following 29-May-2013
Pivot	1 day	3 day
R1	0.9909	0.9897
PP	0.9909	0.9884
S1	0.9909	0.9872

Download as Excel Spreadsheet

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

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