CME Japanese Yen Future March 2014

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

Day Change Summary
	Previous	Current
	07-Jun-2013	10-Jun-2013	Change	Change %	Previous Week
Open	1.0480	1.0151	-0.0329	-3.1%	1.0008
High	1.0480	1.0154	-0.0326	-3.1%	1.0480
Low	1.0288	1.0095	-0.0193	-1.9%	1.0002
Close	1.0288	1.0154	-0.0134	-1.3%	1.0288
Range	0.0192	0.0059	-0.0133	-69.3%	0.0478
ATR	0.0103	0.0109	0.0006	6.3%	0.0000
Volume	7	2	-5	-71.4%	18

Daily Pivots for day following 10-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0311	1.0292	1.0186
R3	1.0252	1.0233	1.0170
R2	1.0193	1.0193	1.0165
R1	1.0174	1.0174	1.0159	1.0184
PP	1.0134	1.0134	1.0134	1.0139
S1	1.0115	1.0115	1.0149	1.0125
S2	1.0075	1.0075	1.0143
S3	1.0016	1.0056	1.0138
S4	0.9957	0.9997	1.0122

Weekly Pivots for week ending 07-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.1691	1.1467	1.0551
R3	1.1213	1.0989	1.0419
R2	1.0735	1.0735	1.0376
R1	1.0511	1.0511	1.0332	1.0623
PP	1.0257	1.0257	1.0257	1.0313
S1	1.0033	1.0033	1.0244	1.0145
S2	0.9779	0.9779	1.0200
S3	0.9301	0.9555	1.0157
S4	0.8823	0.9077	1.0025

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0480	1.0002	0.0478	4.7%	0.0135	1.3%	32%	False	False	3
10	1.0480	0.9820	0.0660	6.5%	0.0078	0.8%	51%	False	False	2
20	1.0480	0.9710	0.0770	7.6%	0.0052	0.5%	58%	False	False	7

Crabel Price Patterns
NR	True
NR4	True
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
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.0405
2.618	1.0308
1.618	1.0249
1.000	1.0213
0.618	1.0190
HIGH	1.0154
0.618	1.0131
0.500	1.0125
0.382	1.0118
LOW	1.0095
0.618	1.0059
1.000	1.0036
1.618	1.0000
2.618	0.9941
4.250	0.9844

Fisher Pivots for day following 10-Jun-2013
Pivot	1 day	3 day
R1	1.0144	1.0288
PP	1.0134	1.0243
S1	1.0125	1.0199

Download as Excel Spreadsheet

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

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