CME Japanese Yen Future March 2014

Trading Metrics calculated at close of trading on 31-Dec-2013

Day Change Summary
	Previous	Current
	30-Dec-2013	31-Dec-2013	Change	Change %	Previous Week
Open	0.9502	0.9520	0.0018	0.2%	0.9612
High	0.9530	0.9540	0.0010	0.1%	0.9641
Low	0.9489	0.9495	0.0006	0.1%	0.9508
Close	0.9518	0.9503	-0.0015	-0.2%	0.9515
Range	0.0041	0.0045	0.0004	9.8%	0.0133
ATR	0.0071	0.0069	-0.0002	-2.6%	0.0000
Volume	56,245	35,832	-20,413	-36.3%	166,347

Daily Pivots for day following 31-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9648	0.9620	0.9528
R3	0.9603	0.9575	0.9515
R2	0.9558	0.9558	0.9511
R1	0.9530	0.9530	0.9507	0.9522
PP	0.9513	0.9513	0.9513	0.9508
S1	0.9485	0.9485	0.9499	0.9477
S2	0.9468	0.9468	0.9495
S3	0.9423	0.9440	0.9491
S4	0.9378	0.9395	0.9478

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	0.9608	0.9489	0.0119	1.3%	0.0043	0.5%	12%	False	False	43,630
10	0.9793	0.9489	0.0304	3.2%	0.0067	0.7%	5%	False	False	75,523
20	0.9845	0.9489	0.0356	3.7%	0.0077	0.8%	4%	False	False	68,806
40	1.0250	0.9489	0.0761	8.0%	0.0073	0.8%	2%	False	False	34,887
60	1.0358	0.9489	0.0869	9.1%	0.0068	0.7%	2%	False	False	23,292
80	1.0358	0.9489	0.0869	9.1%	0.0067	0.7%	2%	False	False	17,490
100	1.0398	0.9489	0.0909	9.6%	0.0058	0.6%	2%	False	False	13,993
120	1.0398	0.9489	0.0909	9.6%	0.0051	0.5%	2%	False	False	11,661

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	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9731
2.618	0.9658
1.618	0.9613
1.000	0.9585
0.618	0.9568
HIGH	0.9540
0.618	0.9523
0.500	0.9518
0.382	0.9512
LOW	0.9495
0.618	0.9467
1.000	0.9450
1.618	0.9422
2.618	0.9377
4.250	0.9304

Fisher Pivots for day following 31-Dec-2013
Pivot	1 day	3 day
R1	0.9518	0.9524
PP	0.9513	0.9517
S1	0.9508	0.9510

Download as Excel Spreadsheet

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

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