CME Japanese Yen Future March 2014

Trading Metrics calculated at close of trading on 06-Jan-2014

Day Change Summary
	Previous	Current
	03-Jan-2014	06-Jan-2014	Change	Change %	Previous Week
Open	0.9544	0.9540	-0.0004	0.0%	0.9502
High	0.9612	0.9629	0.0017	0.2%	0.9612
Low	0.9534	0.9531	-0.0003	0.0%	0.9486
Close	0.9558	0.9594	0.0036	0.4%	0.9558
Range	0.0078	0.0098	0.0020	25.6%	0.0126
ATR	0.0071	0.0073	0.0002	2.8%	0.0000
Volume	93,119	143,725	50,606	54.3%	270,607

Daily Pivots for day following 06-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9879	0.9834	0.9648
R3	0.9781	0.9736	0.9621
R2	0.9683	0.9683	0.9612
R1	0.9638	0.9638	0.9603	0.9661
PP	0.9585	0.9585	0.9585	0.9596
S1	0.9540	0.9540	0.9585	0.9563
S2	0.9487	0.9487	0.9576
S3	0.9389	0.9442	0.9567
S4	0.9291	0.9344	0.9540

Weekly Pivots for week ending 03-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9930	0.9870	0.9627
R3	0.9804	0.9744	0.9593
R2	0.9678	0.9678	0.9581
R1	0.9618	0.9618	0.9570	0.9648
PP	0.9552	0.9552	0.9552	0.9567
S1	0.9492	0.9492	0.9546	0.9522
S2	0.9426	0.9426	0.9535
S3	0.9300	0.9366	0.9523
S4	0.9174	0.9240	0.9489

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9629	0.9486	0.0143	1.5%	0.0069	0.7%	76%	True	False	82,866
10	0.9641	0.9486	0.0155	1.6%	0.0058	0.6%	70%	False	False	70,685
20	0.9843	0.9486	0.0357	3.7%	0.0074	0.8%	30%	False	False	84,085
40	1.0250	0.9486	0.0764	8.0%	0.0077	0.8%	14%	False	False	42,932
60	1.0318	0.9486	0.0832	8.7%	0.0069	0.7%	13%	False	False	28,654
80	1.0358	0.9486	0.0872	9.1%	0.0069	0.7%	12%	False	False	21,518
100	1.0358	0.9486	0.0872	9.1%	0.0060	0.6%	12%	False	False	17,215
120	1.0398	0.9486	0.0912	9.5%	0.0053	0.6%	12%	False	False	14,347

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	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	1.0046
2.618	0.9886
1.618	0.9788
1.000	0.9727
0.618	0.9690
HIGH	0.9629
0.618	0.9592
0.500	0.9580
0.382	0.9568
LOW	0.9531
0.618	0.9470
1.000	0.9433
1.618	0.9372
2.618	0.9274
4.250	0.9115

Fisher Pivots for day following 06-Jan-2014
Pivot	1 day	3 day
R1	0.9589	0.9582
PP	0.9585	0.9570
S1	0.9580	0.9558

Download as Excel Spreadsheet

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

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