CME Japanese Yen Future March 2014

Trading Metrics calculated at close of trading on 25-Nov-2013

Day Change Summary
	Previous	Current
	22-Nov-2013	25-Nov-2013	Change	Change %	Previous Week
Open	0.9884	0.9877	-0.0007	-0.1%	0.9974
High	0.9910	0.9891	-0.0019	-0.2%	1.0050
Low	0.9873	0.9820	-0.0053	-0.5%	0.9872
Close	0.9877	0.9844	-0.0033	-0.3%	0.9877
Range	0.0037	0.0071	0.0034	91.9%	0.0178
ATR	0.0068	0.0068	0.0000	0.4%	0.0000
Volume	680	5,616	4,936	725.9%	2,481

Daily Pivots for day following 25-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0065	1.0025	0.9883
R3	0.9994	0.9954	0.9864
R2	0.9923	0.9923	0.9857
R1	0.9883	0.9883	0.9851	0.9868
PP	0.9852	0.9852	0.9852	0.9844
S1	0.9812	0.9812	0.9837	0.9797
S2	0.9781	0.9781	0.9831
S3	0.9710	0.9741	0.9824
S4	0.9639	0.9670	0.9805

Weekly Pivots for week ending 22-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0467	1.0350	0.9975
R3	1.0289	1.0172	0.9926
R2	1.0111	1.0111	0.9910
R1	0.9994	0.9994	0.9893	0.9964
PP	0.9933	0.9933	0.9933	0.9918
S1	0.9816	0.9816	0.9861	0.9786
S2	0.9755	0.9755	0.9844
S3	0.9577	0.9638	0.9828
S4	0.9399	0.9460	0.9779

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0050	0.9820	0.0230	2.3%	0.0063	0.6%	10%	False	True	1,559
10	1.0106	0.9820	0.0286	2.9%	0.0064	0.7%	8%	False	True	948
20	1.0250	0.9820	0.0430	4.4%	0.0065	0.7%	6%	False	True	584
40	1.0358	0.9820	0.0538	5.5%	0.0063	0.6%	4%	False	True	347
60	1.0358	0.9820	0.0538	5.5%	0.0062	0.6%	4%	False	True	253
80	1.0398	0.9820	0.0578	5.9%	0.0051	0.5%	4%	False	True	191
100	1.0398	0.9820	0.0578	5.9%	0.0044	0.4%	4%	False	True	154
120	1.0643	0.9820	0.0823	8.4%	0.0045	0.5%	3%	False	True	130

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0193
2.618	1.0077
1.618	1.0006
1.000	0.9962
0.618	0.9935
HIGH	0.9891
0.618	0.9864
0.500	0.9856
0.382	0.9847
LOW	0.9820
0.618	0.9776
1.000	0.9749
1.618	0.9705
2.618	0.9634
4.250	0.9518

Fisher Pivots for day following 25-Nov-2013
Pivot	1 day	3 day
R1	0.9856	0.9897
PP	0.9852	0.9879
S1	0.9848	0.9862

Download as Excel Spreadsheet

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

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