CME Japanese Yen Future March 2014

Trading Metrics calculated at close of trading on 26-Dec-2013

Day Change Summary
	Previous	Current
	24-Dec-2013	26-Dec-2013	Change	Change %	Previous Week
Open	0.9603	0.9550	-0.0053	-0.6%	0.9701
High	0.9608	0.9595	-0.0013	-0.1%	0.9793
Low	0.9582	0.9543	-0.0039	-0.4%	0.9560
Close	0.9595	0.9553	-0.0042	-0.4%	0.9616
Range	0.0026	0.0052	0.0026	100.0%	0.0233
ATR	0.0077	0.0075	-0.0002	-2.3%	0.0000
Volume	32,616	19,556	-13,060	-40.0%	605,512

Daily Pivots for day following 26-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9720	0.9688	0.9582
R3	0.9668	0.9636	0.9567
R2	0.9616	0.9616	0.9563
R1	0.9584	0.9584	0.9558	0.9600
PP	0.9564	0.9564	0.9564	0.9572
S1	0.9532	0.9532	0.9548	0.9548
S2	0.9512	0.9512	0.9543
S3	0.9460	0.9480	0.9539
S4	0.9408	0.9428	0.9524

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	0.9666	0.9543	0.0123	1.3%	0.0053	0.6%	8%	False	True	65,705
10	0.9793	0.9543	0.0250	2.6%	0.0078	0.8%	4%	False	True	99,292
20	0.9883	0.9543	0.0340	3.6%	0.0082	0.9%	3%	False	True	60,846
40	1.0250	0.9543	0.0707	7.4%	0.0074	0.8%	1%	False	True	30,742
60	1.0358	0.9543	0.0815	8.5%	0.0069	0.7%	1%	False	True	20,531
80	1.0358	0.9543	0.0815	8.5%	0.0067	0.7%	1%	False	True	15,416
100	1.0398	0.9543	0.0855	9.0%	0.0057	0.6%	1%	False	True	12,333
120	1.0398	0.9543	0.0855	9.0%	0.0050	0.5%	1%	False	True	10,279

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9816
2.618	0.9731
1.618	0.9679
1.000	0.9647
0.618	0.9627
HIGH	0.9595
0.618	0.9575
0.500	0.9569
0.382	0.9563
LOW	0.9543
0.618	0.9511
1.000	0.9491
1.618	0.9459
2.618	0.9407
4.250	0.9322

Fisher Pivots for day following 26-Dec-2013
Pivot	1 day	3 day
R1	0.9569	0.9592
PP	0.9564	0.9579
S1	0.9558	0.9566

Download as Excel Spreadsheet

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

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