CME Japanese Yen Future March 2014

Trading Metrics calculated at close of trading on 24-Jun-2013

Day Change Summary
	Previous	Current
	21-Jun-2013	24-Jun-2013	Change	Change %	Previous Week
Open	1.0255	1.0180	-0.0075	-0.7%	1.0565
High	1.0255	1.0287	0.0032	0.3%	1.0565
Low	1.0255	1.0180	-0.0075	-0.7%	1.0250
Close	1.0255	1.0264	0.0009	0.1%	1.0255
Range	0.0000	0.0107	0.0107		0.0315
ATR	0.0108	0.0108	0.0000	-0.1%	0.0000
Volume	4	4	0	0.0%	16

Daily Pivots for day following 24-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0565	1.0521	1.0323
R3	1.0458	1.0414	1.0293
R2	1.0351	1.0351	1.0284
R1	1.0307	1.0307	1.0274	1.0329
PP	1.0244	1.0244	1.0244	1.0255
S1	1.0200	1.0200	1.0254	1.0222
S2	1.0137	1.0137	1.0244
S3	1.0030	1.0093	1.0235
S4	0.9923	0.9986	1.0205

Weekly Pivots for week ending 21-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.1302	1.1093	1.0428
R3	1.0987	1.0778	1.0342
R2	1.0672	1.0672	1.0313
R1	1.0463	1.0463	1.0284	1.0410
PP	1.0357	1.0357	1.0357	1.0330
S1	1.0148	1.0148	1.0226	1.0095
S2	1.0042	1.0042	1.0197
S3	0.9727	0.9833	1.0168
S4	0.9412	0.9518	1.0082

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0518	1.0180	0.0338	3.3%	0.0058	0.6%	25%	False	True	3
10	1.0643	1.0180	0.0463	4.5%	0.0054	0.5%	18%	False	True	9
20	1.0643	0.9820	0.0823	8.0%	0.0066	0.6%	54%	False	False	6

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0003
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0742
2.618	1.0567
1.618	1.0460
1.000	1.0394
0.618	1.0353
HIGH	1.0287
0.618	1.0246
0.500	1.0234
0.382	1.0221
LOW	1.0180
0.618	1.0114
1.000	1.0073
1.618	1.0007
2.618	0.9900
4.250	0.9725

Fisher Pivots for day following 24-Jun-2013
Pivot	1 day	3 day
R1	1.0254	1.0257
PP	1.0244	1.0249
S1	1.0234	1.0242

Download as Excel Spreadsheet

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

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