CME Japanese Yen Future March 2014

Trading Metrics calculated at close of trading on 13-Dec-2013

Day Change Summary
	Previous	Current
	12-Dec-2013	13-Dec-2013	Change	Change %	Previous Week
Open	0.9764	0.9662	-0.0102	-1.0%	0.9705
High	0.9770	0.9716	-0.0054	-0.6%	0.9796
Low	0.9672	0.9628	-0.0044	-0.5%	0.9628
Close	0.9689	0.9696	0.0007	0.1%	0.9696
Range	0.0098	0.0088	-0.0010	-10.2%	0.0168
ATR	0.0078	0.0079	0.0001	0.9%	0.0000
Volume	132,634	162,332	29,698	22.4%	459,312

Daily Pivots for day following 13-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9944	0.9908	0.9744
R3	0.9856	0.9820	0.9720
R2	0.9768	0.9768	0.9712
R1	0.9732	0.9732	0.9704	0.9750
PP	0.9680	0.9680	0.9680	0.9689
S1	0.9644	0.9644	0.9688	0.9662
S2	0.9592	0.9592	0.9680
S3	0.9504	0.9556	0.9672
S4	0.9416	0.9468	0.9648

Weekly Pivots for week ending 13-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0211	1.0121	0.9788
R3	1.0043	0.9953	0.9742
R2	0.9875	0.9875	0.9727
R1	0.9785	0.9785	0.9711	0.9746
PP	0.9707	0.9707	0.9707	0.9687
S1	0.9617	0.9617	0.9681	0.9578
S2	0.9539	0.9539	0.9665
S3	0.9371	0.9449	0.9650
S4	0.9203	0.9281	0.9604

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9796	0.9628	0.0168	1.7%	0.0076	0.8%	40%	False	True	91,862
10	0.9845	0.9628	0.0217	2.2%	0.0089	0.9%	31%	False	True	51,704
20	1.0050	0.9628	0.0422	4.4%	0.0076	0.8%	16%	False	True	26,444
40	1.0318	0.9628	0.0690	7.1%	0.0068	0.7%	10%	False	True	13,307
60	1.0358	0.9628	0.0730	7.5%	0.0068	0.7%	9%	False	True	8,918
80	1.0358	0.9628	0.0730	7.5%	0.0063	0.6%	9%	False	True	6,692
100	1.0398	0.9628	0.0770	7.9%	0.0052	0.5%	9%	False	True	5,354
120	1.0398	0.9628	0.0770	7.9%	0.0047	0.5%	9%	False	True	4,463

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	True
Bull Hook	False
Stretch	0.0021
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0090
2.618	0.9946
1.618	0.9858
1.000	0.9804
0.618	0.9770
HIGH	0.9716
0.618	0.9682
0.500	0.9672
0.382	0.9662
LOW	0.9628
0.618	0.9574
1.000	0.9540
1.618	0.9486
2.618	0.9398
4.250	0.9254

Fisher Pivots for day following 13-Dec-2013
Pivot	1 day	3 day
R1	0.9688	0.9712
PP	0.9680	0.9707
S1	0.9672	0.9701

Download as Excel Spreadsheet

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

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