CME Japanese Yen Future March 2014

Trading Metrics calculated at close of trading on 19-Dec-2013

Day Change Summary
	Previous	Current
	18-Dec-2013	19-Dec-2013	Change	Change %	Previous Week
Open	0.9752	0.9595	-0.0157	-1.6%	0.9705
High	0.9793	0.9666	-0.0127	-1.3%	0.9796
Low	0.9587	0.9585	-0.0002	0.0%	0.9628
Close	0.9666	0.9605	-0.0061	-0.6%	0.9696
Range	0.0206	0.0081	-0.0125	-60.7%	0.0168
ATR	0.0085	0.0085	0.0000	-0.4%	0.0000
Volume	172,238	109,900	-62,338	-36.2%	459,312

Daily Pivots for day following 19-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9862	0.9814	0.9650
R3	0.9781	0.9733	0.9627
R2	0.9700	0.9700	0.9620
R1	0.9652	0.9652	0.9612	0.9676
PP	0.9619	0.9619	0.9619	0.9631
S1	0.9571	0.9571	0.9598	0.9595
S2	0.9538	0.9538	0.9590
S3	0.9457	0.9490	0.9583
S4	0.9376	0.9409	0.9560

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	0.9585	0.0208	2.2%	0.0099	1.0%	10%	False	True	128,333
10	0.9843	0.9585	0.0258	2.7%	0.0091	0.9%	8%	False	True	97,484
20	0.9974	0.9585	0.0389	4.0%	0.0086	0.9%	5%	False	True	50,316
40	1.0318	0.9585	0.0733	7.6%	0.0073	0.8%	3%	False	True	25,282
60	1.0358	0.9585	0.0773	8.0%	0.0071	0.7%	3%	False	True	16,892
80	1.0358	0.9585	0.0773	8.0%	0.0066	0.7%	3%	False	True	12,683
100	1.0398	0.9585	0.0813	8.5%	0.0056	0.6%	2%	False	True	10,147
120	1.0398	0.9585	0.0813	8.5%	0.0050	0.5%	2%	False	True	8,457

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	False
Bull Hook	False
Stretch	0.0016
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0010
2.618	0.9878
1.618	0.9797
1.000	0.9747
0.618	0.9716
HIGH	0.9666
0.618	0.9635
0.500	0.9626
0.382	0.9616
LOW	0.9585
0.618	0.9535
1.000	0.9504
1.618	0.9454
2.618	0.9373
4.250	0.9241

Fisher Pivots for day following 19-Dec-2013
Pivot	1 day	3 day
R1	0.9626	0.9689
PP	0.9619	0.9661
S1	0.9612	0.9633

Download as Excel Spreadsheet

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

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