CME Japanese Yen Future March 2014

Trading Metrics calculated at close of trading on 02-Jan-2014

Day Change Summary
	Previous	Current
	31-Dec-2013	02-Jan-2014	Change	Change %	Previous Week
Open	0.9520	0.9486	-0.0034	-0.4%	0.9612
High	0.9540	0.9568	0.0028	0.3%	0.9641
Low	0.9495	0.9486	-0.0009	-0.1%	0.9508
Close	0.9503	0.9555	0.0052	0.5%	0.9515
Range	0.0045	0.0082	0.0037	82.2%	0.0133
ATR	0.0069	0.0070	0.0001	1.3%	0.0000
Volume	35,832	85,411	49,579	138.4%	166,347

Daily Pivots for day following 02-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9782	0.9751	0.9600
R3	0.9700	0.9669	0.9578
R2	0.9618	0.9618	0.9570
R1	0.9587	0.9587	0.9563	0.9603
PP	0.9536	0.9536	0.9536	0.9544
S1	0.9505	0.9505	0.9547	0.9521
S2	0.9454	0.9454	0.9540
S3	0.9372	0.9423	0.9532
S4	0.9290	0.9341	0.9510

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	0.9595	0.9486	0.0109	1.1%	0.0054	0.6%	63%	False	True	54,189
10	0.9793	0.9486	0.0307	3.2%	0.0069	0.7%	22%	False	True	75,215
20	0.9845	0.9486	0.0359	3.8%	0.0074	0.8%	19%	False	True	72,881
40	1.0250	0.9486	0.0764	8.0%	0.0074	0.8%	9%	False	True	37,020
60	1.0358	0.9486	0.0872	9.1%	0.0068	0.7%	8%	False	True	24,714
80	1.0358	0.9486	0.0872	9.1%	0.0068	0.7%	8%	False	True	18,558
100	1.0361	0.9486	0.0875	9.2%	0.0059	0.6%	8%	False	True	14,847
120	1.0398	0.9486	0.0912	9.5%	0.0052	0.5%	8%	False	True	12,373

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	0.9917
2.618	0.9783
1.618	0.9701
1.000	0.9650
0.618	0.9619
HIGH	0.9568
0.618	0.9537
0.500	0.9527
0.382	0.9517
LOW	0.9486
0.618	0.9435
1.000	0.9404
1.618	0.9353
2.618	0.9271
4.250	0.9138

Fisher Pivots for day following 02-Jan-2014
Pivot	1 day	3 day
R1	0.9546	0.9546
PP	0.9536	0.9536
S1	0.9527	0.9527

Download as Excel Spreadsheet

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

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