CME Japanese Yen Future March 2014

Trading Metrics calculated at close of trading on 18-Dec-2013

Day Change Summary
	Previous	Current
	17-Dec-2013	18-Dec-2013	Change	Change %	Previous Week
Open	0.9707	0.9752	0.0045	0.5%	0.9705
High	0.9762	0.9793	0.0031	0.3%	0.9796
Low	0.9702	0.9587	-0.0115	-1.2%	0.9628
Close	0.9745	0.9666	-0.0079	-0.8%	0.9696
Range	0.0060	0.0206	0.0146	243.3%	0.0168
ATR	0.0076	0.0085	0.0009	12.2%	0.0000
Volume	88,490	172,238	83,748	94.6%	459,312

Daily Pivots for day following 18-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0300	1.0189	0.9779
R3	1.0094	0.9983	0.9723
R2	0.9888	0.9888	0.9704
R1	0.9777	0.9777	0.9685	0.9730
PP	0.9682	0.9682	0.9682	0.9658
S1	0.9571	0.9571	0.9647	0.9524
S2	0.9476	0.9476	0.9628
S3	0.9270	0.9365	0.9609
S4	0.9064	0.9159	0.9553

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	0.9793	0.9587	0.0206	2.1%	0.0102	1.1%	38%	True	True	132,879
10	0.9845	0.9587	0.0258	2.7%	0.0090	0.9%	31%	False	True	87,176
20	1.0023	0.9587	0.0436	4.5%	0.0084	0.9%	18%	False	True	44,852
40	1.0318	0.9587	0.0731	7.6%	0.0073	0.8%	11%	False	True	22,537
60	1.0358	0.9587	0.0771	8.0%	0.0071	0.7%	10%	False	True	15,062
80	1.0358	0.9587	0.0771	8.0%	0.0067	0.7%	10%	False	True	11,310
100	1.0398	0.9587	0.0811	8.4%	0.0055	0.6%	10%	False	True	9,048
120	1.0398	0.9587	0.0811	8.4%	0.0049	0.5%	10%	False	True	7,542

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Widest range in 136 trading days

Fibonacci Retracements and Extensions
4.250	1.0669
2.618	1.0332
1.618	1.0126
1.000	0.9999
0.618	0.9920
HIGH	0.9793
0.618	0.9714
0.500	0.9690
0.382	0.9666
LOW	0.9587
0.618	0.9460
1.000	0.9381
1.618	0.9254
2.618	0.9048
4.250	0.8712

Fisher Pivots for day following 18-Dec-2013
Pivot	1 day	3 day
R1	0.9690	0.9690
PP	0.9682	0.9682
S1	0.9674	0.9674

Download as Excel Spreadsheet

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

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