CME Japanese Yen Future March 2014

Trading Metrics calculated at close of trading on 08-Jan-2014

Day Change Summary
	Previous	Current
	07-Jan-2014	08-Jan-2014	Change	Change %	Previous Week
Open	0.9599	0.9558	-0.0041	-0.4%	0.9502
High	0.9602	0.9573	-0.0029	-0.3%	0.9612
Low	0.9550	0.9515	-0.0035	-0.4%	0.9486
Close	0.9573	0.9544	-0.0029	-0.3%	0.9558
Range	0.0052	0.0058	0.0006	11.5%	0.0126
ATR	0.0071	0.0070	-0.0001	-1.3%	0.0000
Volume	114,603	133,613	19,010	16.6%	270,607

Daily Pivots for day following 08-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9718	0.9689	0.9576
R3	0.9660	0.9631	0.9560
R2	0.9602	0.9602	0.9555
R1	0.9573	0.9573	0.9549	0.9559
PP	0.9544	0.9544	0.9544	0.9537
S1	0.9515	0.9515	0.9539	0.9501
S2	0.9486	0.9486	0.9533
S3	0.9428	0.9457	0.9528
S4	0.9370	0.9399	0.9512

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%	0.0074	0.8%	41%	False	False	114,094
10	0.9629	0.9486	0.0143	1.5%	0.0058	0.6%	41%	False	False	78,862
20	0.9796	0.9486	0.0310	3.2%	0.0072	0.8%	19%	False	False	93,940
40	1.0115	0.9486	0.0629	6.6%	0.0072	0.8%	9%	False	False	49,116
60	1.0318	0.9486	0.0832	8.7%	0.0069	0.7%	7%	False	False	32,786
80	1.0358	0.9486	0.0872	9.1%	0.0069	0.7%	7%	False	False	24,620
100	1.0358	0.9486	0.0872	9.1%	0.0061	0.6%	7%	False	False	19,697
120	1.0398	0.9486	0.0912	9.6%	0.0053	0.6%	6%	False	False	16,415

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9820
2.618	0.9725
1.618	0.9667
1.000	0.9631
0.618	0.9609
HIGH	0.9573
0.618	0.9551
0.500	0.9544
0.382	0.9537
LOW	0.9515
0.618	0.9479
1.000	0.9457
1.618	0.9421
2.618	0.9363
4.250	0.9269

Fisher Pivots for day following 08-Jan-2014
Pivot	1 day	3 day
R1	0.9544	0.9572
PP	0.9544	0.9563
S1	0.9544	0.9553

Download as Excel Spreadsheet

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

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