CME Japanese Yen Future March 2014

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

Day Change Summary
	Previous	Current
	29-Oct-2013	30-Oct-2013	Change	Change %	Previous Week
Open	1.0232	1.0191	-0.0041	-0.4%	1.0209
High	1.0232	1.0198	-0.0034	-0.3%	1.0318
Low	1.0190	1.0146	-0.0044	-0.4%	1.0173
Close	1.0201	1.0153	-0.0048	-0.5%	1.0281
Range	0.0042	0.0052	0.0010	23.8%	0.0145
ATR	0.0064	0.0063	-0.0001	-1.0%	0.0000
Volume	64	40	-24	-37.5%	317

Daily Pivots for day following 30-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0322	1.0289	1.0182
R3	1.0270	1.0237	1.0167
R2	1.0218	1.0218	1.0163
R1	1.0185	1.0185	1.0158	1.0176
PP	1.0166	1.0166	1.0166	1.0161
S1	1.0133	1.0133	1.0148	1.0124
S2	1.0114	1.0114	1.0143
S3	1.0062	1.0081	1.0139
S4	1.0010	1.0029	1.0124

Weekly Pivots for week ending 25-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0692	1.0632	1.0361
R3	1.0547	1.0487	1.0321
R2	1.0402	1.0402	1.0308
R1	1.0342	1.0342	1.0294	1.0372
PP	1.0257	1.0257	1.0257	1.0273
S1	1.0197	1.0197	1.0268	1.0227
S2	1.0112	1.0112	1.0254
S3	0.9967	1.0052	1.0241
S4	0.9822	0.9907	1.0201

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0318	1.0146	0.0172	1.7%	0.0039	0.4%	4%	False	True	48
10	1.0318	1.0114	0.0204	2.0%	0.0055	0.5%	19%	False	False	76
20	1.0358	1.0114	0.0244	2.4%	0.0058	0.6%	16%	False	False	103
40	1.0358	0.9969	0.0389	3.8%	0.0061	0.6%	47%	False	False	90
60	1.0398	0.9969	0.0429	4.2%	0.0047	0.5%	43%	False	False	61
80	1.0398	0.9969	0.0429	4.2%	0.0039	0.4%	43%	False	False	48
100	1.0643	0.9902	0.0741	7.3%	0.0040	0.4%	34%	False	False	40
120	1.0643	0.9710	0.0933	9.2%	0.0042	0.4%	47%	False	False	35

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	0.0007
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.0419
2.618	1.0334
1.618	1.0282
1.000	1.0250
0.618	1.0230
HIGH	1.0198
0.618	1.0178
0.500	1.0172
0.382	1.0166
LOW	1.0146
0.618	1.0114
1.000	1.0094
1.618	1.0062
2.618	1.0010
4.250	0.9925

Fisher Pivots for day following 30-Oct-2013
Pivot	1 day	3 day
R1	1.0172	1.0207
PP	1.0166	1.0189
S1	1.0159	1.0171

Download as Excel Spreadsheet

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

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