CME Japanese Yen Future March 2014

Trading Metrics calculated at close of trading on 21-Nov-2013

Day Change Summary
	Previous	Current
	20-Nov-2013	21-Nov-2013	Change	Change %	Previous Week
Open	0.9999	0.9966	-0.0033	-0.3%	1.0095
High	1.0023	0.9974	-0.0049	-0.5%	1.0115
Low	0.9985	0.9872	-0.0113	-1.1%	0.9965
Close	0.9998	0.9898	-0.0100	-1.0%	0.9985
Range	0.0038	0.0102	0.0064	168.4%	0.0150
ATR	0.0066	0.0070	0.0004	6.6%	0.0000
Volume	618	566	-52	-8.4%	2,009

Daily Pivots for day following 21-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0221	1.0161	0.9954
R3	1.0119	1.0059	0.9926
R2	1.0017	1.0017	0.9917
R1	0.9957	0.9957	0.9907	0.9936
PP	0.9915	0.9915	0.9915	0.9904
S1	0.9855	0.9855	0.9889	0.9834
S2	0.9813	0.9813	0.9879
S3	0.9711	0.9753	0.9870
S4	0.9609	0.9651	0.9842

Weekly Pivots for week ending 15-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0472	1.0378	1.0068
R3	1.0322	1.0228	1.0026
R2	1.0172	1.0172	1.0013
R1	1.0078	1.0078	0.9999	1.0050
PP	1.0022	1.0022	1.0022	1.0008
S1	0.9928	0.9928	0.9971	0.9900
S2	0.9872	0.9872	0.9958
S3	0.9722	0.9778	0.9944
S4	0.9572	0.9628	0.9903

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0050	0.9872	0.0178	1.8%	0.0061	0.6%	15%	False	True	493
10	1.0210	0.9872	0.0338	3.4%	0.0069	0.7%	8%	False	True	443
20	1.0318	0.9872	0.0446	4.5%	0.0064	0.6%	6%	False	True	274
40	1.0358	0.9872	0.0486	4.9%	0.0065	0.7%	5%	False	True	192
60	1.0358	0.9872	0.0486	4.9%	0.0061	0.6%	5%	False	True	148
80	1.0398	0.9872	0.0526	5.3%	0.0049	0.5%	5%	False	True	112
100	1.0398	0.9872	0.0526	5.3%	0.0044	0.4%	5%	False	True	91
120	1.0643	0.9872	0.0771	7.8%	0.0048	0.5%	3%	False	True	77

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	0.0010
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	1.0408
2.618	1.0241
1.618	1.0139
1.000	1.0076
0.618	1.0037
HIGH	0.9974
0.618	0.9935
0.500	0.9923
0.382	0.9911
LOW	0.9872
0.618	0.9809
1.000	0.9770
1.618	0.9707
2.618	0.9605
4.250	0.9439

Fisher Pivots for day following 21-Nov-2013
Pivot	1 day	3 day
R1	0.9923	0.9961
PP	0.9915	0.9940
S1	0.9906	0.9919

Download as Excel Spreadsheet

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

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