CME Japanese Yen Future March 2014

Trading Metrics calculated at close of trading on 16-Dec-2013

Day Change Summary
	Previous	Current
	13-Dec-2013	16-Dec-2013	Change	Change %	Previous Week
Open	0.9662	0.9701	0.0039	0.4%	0.9705
High	0.9716	0.9748	0.0032	0.3%	0.9796
Low	0.9628	0.9688	0.0060	0.6%	0.9628
Close	0.9696	0.9715	0.0019	0.2%	0.9696
Range	0.0088	0.0060	-0.0028	-31.8%	0.0168
ATR	0.0079	0.0077	-0.0001	-1.7%	0.0000
Volume	162,332	108,705	-53,627	-33.0%	459,312

Daily Pivots for day following 16-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9897	0.9866	0.9748
R3	0.9837	0.9806	0.9732
R2	0.9777	0.9777	0.9726
R1	0.9746	0.9746	0.9721	0.9762
PP	0.9717	0.9717	0.9717	0.9725
S1	0.9686	0.9686	0.9710	0.9702
S2	0.9657	0.9657	0.9704
S3	0.9597	0.9626	0.9699
S4	0.9537	0.9566	0.9682

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%	0.0080	0.8%	52%	False	False	110,622
10	0.9845	0.9628	0.0217	2.2%	0.0087	0.9%	40%	False	False	62,090
20	1.0050	0.9628	0.0422	4.3%	0.0077	0.8%	21%	False	False	31,846
40	1.0318	0.9628	0.0690	7.1%	0.0068	0.7%	13%	False	False	16,021
60	1.0358	0.9628	0.0730	7.5%	0.0068	0.7%	12%	False	False	10,719
80	1.0358	0.9628	0.0730	7.5%	0.0063	0.7%	12%	False	False	8,051
100	1.0398	0.9628	0.0770	7.9%	0.0053	0.5%	11%	False	False	6,441
120	1.0398	0.9628	0.0770	7.9%	0.0048	0.5%	11%	False	False	5,369

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	False
Bull Hook	False
Stretch	0.0019
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.0003
2.618	0.9905
1.618	0.9845
1.000	0.9808
0.618	0.9785
HIGH	0.9748
0.618	0.9725
0.500	0.9718
0.382	0.9711
LOW	0.9688
0.618	0.9651
1.000	0.9628
1.618	0.9591
2.618	0.9531
4.250	0.9433

Fisher Pivots for day following 16-Dec-2013
Pivot	1 day	3 day
R1	0.9718	0.9710
PP	0.9717	0.9704
S1	0.9716	0.9699

Download as Excel Spreadsheet

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

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