CME Japanese Yen Future March 2014

Trading Metrics calculated at close of trading on 16-Jul-2013

Day Change Summary
	Previous	Current
	15-Jul-2013	16-Jul-2013	Change	Change %	Previous Week
Open	1.0010	1.0056	0.0046	0.5%	0.9902
High	1.0034	1.0102	0.0068	0.7%	1.0138
Low	1.0010	1.0056	0.0046	0.5%	0.9902
Close	1.0034	1.0102	0.0068	0.7%	1.0082
Range	0.0024	0.0046	0.0022	91.7%	0.0236
ATR	0.0078	0.0077	-0.0001	-0.9%	0.0000
Volume	2	3	1	50.0%	125

Daily Pivots for day following 16-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0225	1.0209	1.0127
R3	1.0179	1.0163	1.0115
R2	1.0133	1.0133	1.0110
R1	1.0117	1.0117	1.0106	1.0125
PP	1.0087	1.0087	1.0087	1.0091
S1	1.0071	1.0071	1.0098	1.0079
S2	1.0041	1.0041	1.0094
S3	0.9995	1.0025	1.0089
S4	0.9949	0.9979	1.0077

Weekly Pivots for week ending 12-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0749	1.0651	1.0212
R3	1.0513	1.0415	1.0147
R2	1.0277	1.0277	1.0125
R1	1.0179	1.0179	1.0104	1.0228
PP	1.0041	1.0041	1.0041	1.0065
S1	0.9943	0.9943	1.0060	0.9992
S2	0.9805	0.9805	1.0039
S3	0.9569	0.9707	1.0017
S4	0.9333	0.9471	0.9952

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0138	1.0005	0.0133	1.3%	0.0019	0.2%	73%	False	False	23
10	1.0138	0.9902	0.0236	2.3%	0.0024	0.2%	85%	False	False	14
20	1.0518	0.9902	0.0616	6.1%	0.0032	0.3%	32%	False	False	9
40	1.0643	0.9710	0.0933	9.2%	0.0044	0.4%	42%	False	False	10

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 7 trading days

Fibonacci Retracements and Extensions
4.250	1.0298
2.618	1.0222
1.618	1.0176
1.000	1.0148
0.618	1.0130
HIGH	1.0102
0.618	1.0084
0.500	1.0079
0.382	1.0074
LOW	1.0056
0.618	1.0028
1.000	1.0010
1.618	0.9982
2.618	0.9936
4.250	0.9861

Fisher Pivots for day following 16-Jul-2013
Pivot	1 day	3 day
R1	1.0094	1.0087
PP	1.0087	1.0071
S1	1.0079	1.0056

Download as Excel Spreadsheet

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

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