CME Japanese Yen Future March 2014

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

Day Change Summary
	Previous	Current
	26-Jul-2013	29-Jul-2013	Change	Change %	Previous Week
Open	1.0200	1.0243	0.0043	0.4%	1.0020
High	1.0201	1.0243	0.0042	0.4%	1.0201
Low	1.0195	1.0209	0.0014	0.1%	0.9990
Close	1.0201	1.0236	0.0035	0.3%	1.0201
Range	0.0006	0.0034	0.0028	466.7%	0.0211
ATR	0.0073	0.0071	-0.0002	-3.0%	0.0000
Volume	1	7	6	600.0%	9

Daily Pivots for day following 29-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0331	1.0318	1.0255
R3	1.0297	1.0284	1.0245
R2	1.0263	1.0263	1.0242
R1	1.0250	1.0250	1.0239	1.0240
PP	1.0229	1.0229	1.0229	1.0224
S1	1.0216	1.0216	1.0233	1.0206
S2	1.0195	1.0195	1.0230
S3	1.0161	1.0182	1.0227
S4	1.0127	1.0148	1.0217

Weekly Pivots for week ending 26-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0764	1.0693	1.0317
R3	1.0553	1.0482	1.0259
R2	1.0342	1.0342	1.0240
R1	1.0271	1.0271	1.0220	1.0307
PP	1.0131	1.0131	1.0131	1.0148
S1	1.0060	1.0060	1.0182	1.0096
S2	0.9920	0.9920	1.0162
S3	0.9709	0.9849	1.0143
S4	0.9498	0.9638	1.0085

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0243	0.9990	0.0253	2.5%	0.0010	0.1%	97%	True	False	3
10	1.0243	0.9973	0.0270	2.6%	0.0022	0.2%	97%	True	False	2
20	1.0243	0.9902	0.0341	3.3%	0.0021	0.2%	98%	True	False	8
40	1.0643	0.9902	0.0741	7.2%	0.0045	0.4%	45%	False	False	8

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

Fibonacci Retracements and Extensions
4.250	1.0388
2.618	1.0332
1.618	1.0298
1.000	1.0277
0.618	1.0264
HIGH	1.0243
0.618	1.0230
0.500	1.0226
0.382	1.0222
LOW	1.0209
0.618	1.0188
1.000	1.0175
1.618	1.0154
2.618	1.0120
4.250	1.0065

Fisher Pivots for day following 29-Jul-2013
Pivot	1 day	3 day
R1	1.0233	1.0208
PP	1.0229	1.0180
S1	1.0226	1.0153

Download as Excel Spreadsheet

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

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