CME Japanese Yen Future March 2014

Trading Metrics calculated at close of trading on 24-Dec-2013

Day Change Summary
	Previous	Current
	23-Dec-2013	24-Dec-2013	Change	Change %	Previous Week
Open	0.9612	0.9603	-0.0009	-0.1%	0.9701
High	0.9641	0.9608	-0.0033	-0.3%	0.9793
Low	0.9608	0.9582	-0.0026	-0.3%	0.9560
Close	0.9611	0.9595	-0.0016	-0.2%	0.9616
Range	0.0033	0.0026	-0.0007	-21.2%	0.0233
ATR	0.0081	0.0077	-0.0004	-4.6%	0.0000
Volume	40,274	32,616	-7,658	-19.0%	605,512

Daily Pivots for day following 24-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9673	0.9660	0.9609
R3	0.9647	0.9634	0.9602
R2	0.9621	0.9621	0.9600
R1	0.9608	0.9608	0.9597	0.9602
PP	0.9595	0.9595	0.9595	0.9592
S1	0.9582	0.9582	0.9593	0.9576
S2	0.9569	0.9569	0.9590
S3	0.9543	0.9556	0.9588
S4	0.9517	0.9530	0.9581

Weekly Pivots for week ending 20-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0355	1.0219	0.9744
R3	1.0122	0.9986	0.9680
R2	0.9889	0.9889	0.9659
R1	0.9753	0.9753	0.9637	0.9705
PP	0.9656	0.9656	0.9656	0.9632
S1	0.9520	0.9520	0.9595	0.9472
S2	0.9423	0.9423	0.9573
S3	0.9190	0.9287	0.9552
S4	0.8957	0.9054	0.9488

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9793	0.9560	0.0233	2.4%	0.0084	0.9%	15%	False	False	96,241
10	0.9796	0.9560	0.0236	2.5%	0.0080	0.8%	15%	False	False	107,486
20	0.9890	0.9560	0.0330	3.4%	0.0082	0.9%	11%	False	False	59,926
40	1.0250	0.9560	0.0690	7.2%	0.0074	0.8%	5%	False	False	30,255
60	1.0358	0.9560	0.0798	8.3%	0.0070	0.7%	4%	False	False	20,207
80	1.0358	0.9560	0.0798	8.3%	0.0067	0.7%	4%	False	False	15,171
100	1.0398	0.9560	0.0838	8.7%	0.0057	0.6%	4%	False	False	12,138
120	1.0398	0.9560	0.0838	8.7%	0.0050	0.5%	4%	False	False	10,116

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Narrowest range in 33 trading days

Fibonacci Retracements and Extensions
4.250	0.9719
2.618	0.9676
1.618	0.9650
1.000	0.9634
0.618	0.9624
HIGH	0.9608
0.618	0.9598
0.500	0.9595
0.382	0.9592
LOW	0.9582
0.618	0.9566
1.000	0.9556
1.618	0.9540
2.618	0.9514
4.250	0.9472

Fisher Pivots for day following 24-Dec-2013
Pivot	1 day	3 day
R1	0.9595	0.9601
PP	0.9595	0.9599
S1	0.9595	0.9597

Download as Excel Spreadsheet

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

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