CME Japanese Yen Future March 2014

Trading Metrics calculated at close of trading on 30-Jul-2013

Day Change Summary
	Previous	Current
	29-Jul-2013	30-Jul-2013	Change	Change %	Previous Week
Open	1.0243	1.0210	-0.0033	-0.3%	1.0020
High	1.0243	1.0225	-0.0018	-0.2%	1.0201
Low	1.0209	1.0210	0.0001	0.0%	0.9990
Close	1.0236	1.0225	-0.0011	-0.1%	1.0201
Range	0.0034	0.0015	-0.0019	-55.9%	0.0211
ATR	0.0071	0.0068	-0.0003	-4.5%	0.0000
Volume	7	8	1	14.3%	9

Daily Pivots for day following 30-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0265	1.0260	1.0233
R3	1.0250	1.0245	1.0229
R2	1.0235	1.0235	1.0228
R1	1.0230	1.0230	1.0226	1.0233
PP	1.0220	1.0220	1.0220	1.0221
S1	1.0215	1.0215	1.0224	1.0218
S2	1.0205	1.0205	1.0222
S3	1.0190	1.0200	1.0221
S4	1.0175	1.0185	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%	0.0013	0.1%	93%	False	False	4
10	1.0243	0.9973	0.0270	2.6%	0.0019	0.2%	93%	False	False	3
20	1.0243	0.9902	0.0341	3.3%	0.0022	0.2%	95%	False	False	8
40	1.0643	0.9902	0.0741	7.2%	0.0044	0.4%	44%	False	False	8

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0000
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0289
2.618	1.0264
1.618	1.0249
1.000	1.0240
0.618	1.0234
HIGH	1.0225
0.618	1.0219
0.500	1.0218
0.382	1.0216
LOW	1.0210
0.618	1.0201
1.000	1.0195
1.618	1.0186
2.618	1.0171
4.250	1.0146

Fisher Pivots for day following 30-Jul-2013
Pivot	1 day	3 day
R1	1.0223	1.0223
PP	1.0220	1.0221
S1	1.0218	1.0219

Download as Excel Spreadsheet

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

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