CME Japanese Yen Future March 2014

Trading Metrics calculated at close of trading on 30-Dec-2013

Day Change Summary
	Previous	Current
	27-Dec-2013	30-Dec-2013	Change	Change %	Previous Week
Open	0.9547	0.9502	-0.0045	-0.5%	0.9612
High	0.9559	0.9530	-0.0029	-0.3%	0.9641
Low	0.9508	0.9489	-0.0019	-0.2%	0.9508
Close	0.9515	0.9518	0.0003	0.0%	0.9515
Range	0.0051	0.0041	-0.0010	-19.6%	0.0133
ATR	0.0073	0.0071	-0.0002	-3.2%	0.0000
Volume	73,901	56,245	-17,656	-23.9%	166,347

Daily Pivots for day following 30-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9635	0.9618	0.9541
R3	0.9594	0.9577	0.9529
R2	0.9553	0.9553	0.9526
R1	0.9536	0.9536	0.9522	0.9545
PP	0.9512	0.9512	0.9512	0.9517
S1	0.9495	0.9495	0.9514	0.9504
S2	0.9471	0.9471	0.9510
S3	0.9430	0.9454	0.9507
S4	0.9389	0.9413	0.9495

Weekly Pivots for week ending 27-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9954	0.9867	0.9588
R3	0.9821	0.9734	0.9552
R2	0.9688	0.9688	0.9539
R1	0.9601	0.9601	0.9527	0.9578
PP	0.9555	0.9555	0.9555	0.9543
S1	0.9468	0.9468	0.9503	0.9445
S2	0.9422	0.9422	0.9491
S3	0.9289	0.9335	0.9478
S4	0.9156	0.9202	0.9442

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9641	0.9489	0.0152	1.6%	0.0041	0.4%	19%	False	True	44,518
10	0.9793	0.9489	0.0304	3.2%	0.0068	0.7%	10%	False	True	82,810
20	0.9845	0.9489	0.0356	3.7%	0.0079	0.8%	8%	False	True	67,257
40	1.0250	0.9489	0.0761	8.0%	0.0074	0.8%	4%	False	True	33,994
60	1.0358	0.9489	0.0869	9.1%	0.0068	0.7%	3%	False	True	22,696
80	1.0358	0.9489	0.0869	9.1%	0.0068	0.7%	3%	False	True	17,042
100	1.0398	0.9489	0.0909	9.6%	0.0058	0.6%	3%	False	True	13,635
120	1.0398	0.9489	0.0909	9.6%	0.0051	0.5%	3%	False	True	11,363

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	True
Bull Hook	False
Stretch	0.0015
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9704
2.618	0.9637
1.618	0.9596
1.000	0.9571
0.618	0.9555
HIGH	0.9530
0.618	0.9514
0.500	0.9510
0.382	0.9505
LOW	0.9489
0.618	0.9464
1.000	0.9448
1.618	0.9423
2.618	0.9382
4.250	0.9315

Fisher Pivots for day following 30-Dec-2013
Pivot	1 day	3 day
R1	0.9515	0.9542
PP	0.9512	0.9534
S1	0.9510	0.9526

Download as Excel Spreadsheet

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

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