CME Japanese Yen Future March 2014

Trading Metrics calculated at close of trading on 10-Dec-2013

Day Change Summary
	Previous	Current
	09-Dec-2013	10-Dec-2013	Change	Change %	Previous Week
Open	0.9705	0.9687	-0.0018	-0.2%	0.9757
High	0.9725	0.9754	0.0029	0.3%	0.9845
Low	0.9685	0.9678	-0.0007	-0.1%	0.9680
Close	0.9693	0.9741	0.0048	0.5%	0.9723
Range	0.0040	0.0076	0.0036	90.0%	0.0165
ATR	0.0076	0.0076	0.0000	0.0%	0.0000
Volume	14,906	47,946	33,040	221.7%	57,737

Daily Pivots for day following 10-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9952	0.9923	0.9783
R3	0.9876	0.9847	0.9762
R2	0.9800	0.9800	0.9755
R1	0.9771	0.9771	0.9748	0.9786
PP	0.9724	0.9724	0.9724	0.9732
S1	0.9695	0.9695	0.9734	0.9710
S2	0.9648	0.9648	0.9727
S3	0.9572	0.9619	0.9720
S4	0.9496	0.9543	0.9699

Weekly Pivots for week ending 06-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0244	1.0149	0.9814
R3	1.0079	0.9984	0.9768
R2	0.9914	0.9914	0.9753
R1	0.9819	0.9819	0.9738	0.9784
PP	0.9749	0.9749	0.9749	0.9732
S1	0.9654	0.9654	0.9708	0.9619
S2	0.9584	0.9584	0.9693
S3	0.9419	0.9489	0.9678
S4	0.9254	0.9324	0.9632

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9845	0.9678	0.0167	1.7%	0.0082	0.8%	38%	False	True	22,363
10	0.9890	0.9678	0.0212	2.2%	0.0084	0.9%	30%	False	True	12,366
20	1.0106	0.9678	0.0428	4.4%	0.0074	0.8%	15%	False	True	6,657
40	1.0318	0.9678	0.0640	6.6%	0.0068	0.7%	10%	False	True	3,404
60	1.0358	0.9678	0.0680	7.0%	0.0069	0.7%	9%	False	True	2,312
80	1.0358	0.9678	0.0680	7.0%	0.0060	0.6%	9%	False	True	1,736
100	1.0398	0.9678	0.0720	7.4%	0.0050	0.5%	9%	False	True	1,390
120	1.0398	0.9678	0.0720	7.4%	0.0046	0.5%	9%	False	True	1,160

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0020
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0077
2.618	0.9953
1.618	0.9877
1.000	0.9830
0.618	0.9801
HIGH	0.9754
0.618	0.9725
0.500	0.9716
0.382	0.9707
LOW	0.9678
0.618	0.9631
1.000	0.9602
1.618	0.9555
2.618	0.9479
4.250	0.9355

Fisher Pivots for day following 10-Dec-2013
Pivot	1 day	3 day
R1	0.9733	0.9761
PP	0.9724	0.9754
S1	0.9716	0.9748

Download as Excel Spreadsheet

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

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