CME Japanese Yen Future March 2014

Trading Metrics calculated at close of trading on 14-Jan-2014

Day Change Summary
	Previous	Current
	13-Jan-2014	14-Jan-2014	Change	Change %	Previous Week
Open	0.9610	0.9708	0.0098	1.0%	0.9540
High	0.9726	0.9719	-0.0007	-0.1%	0.9635
Low	0.9606	0.9591	-0.0015	-0.2%	0.9490
Close	0.9719	0.9600	-0.0119	-1.2%	0.9615
Range	0.0120	0.0128	0.0008	6.7%	0.0145
ATR	0.0077	0.0081	0.0004	4.7%	0.0000
Volume	169,205	143,612	-25,593	-15.1%	693,523

Daily Pivots for day following 14-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0021	0.9938	0.9670
R3	0.9893	0.9810	0.9635
R2	0.9765	0.9765	0.9623
R1	0.9682	0.9682	0.9612	0.9660
PP	0.9637	0.9637	0.9637	0.9625
S1	0.9554	0.9554	0.9588	0.9532
S2	0.9509	0.9509	0.9577
S3	0.9381	0.9426	0.9565
S4	0.9253	0.9298	0.9530

Weekly Pivots for week ending 10-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0015	0.9960	0.9695
R3	0.9870	0.9815	0.9655
R2	0.9725	0.9725	0.9642
R1	0.9670	0.9670	0.9628	0.9698
PP	0.9580	0.9580	0.9580	0.9594
S1	0.9525	0.9525	0.9602	0.9553
S2	0.9435	0.9435	0.9588
S3	0.9290	0.9380	0.9575
S4	0.9145	0.9235	0.9535

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9726	0.9490	0.0236	2.5%	0.0099	1.0%	47%	False	False	149,602
10	0.9726	0.9486	0.0240	2.5%	0.0085	0.9%	48%	False	False	122,070
20	0.9793	0.9486	0.0307	3.2%	0.0077	0.8%	37%	False	False	102,440
40	1.0050	0.9486	0.0564	5.9%	0.0076	0.8%	20%	False	False	64,442
60	1.0318	0.9486	0.0832	8.7%	0.0071	0.7%	14%	False	False	43,018
80	1.0358	0.9486	0.0872	9.1%	0.0070	0.7%	13%	False	False	32,299
100	1.0358	0.9486	0.0872	9.1%	0.0066	0.7%	13%	False	False	25,841
120	1.0398	0.9486	0.0912	9.5%	0.0056	0.6%	13%	False	False	21,535

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0263
2.618	1.0054
1.618	0.9926
1.000	0.9847
0.618	0.9798
HIGH	0.9719
0.618	0.9670
0.500	0.9655
0.382	0.9640
LOW	0.9591
0.618	0.9512
1.000	0.9463
1.618	0.9384
2.618	0.9256
4.250	0.9047

Fisher Pivots for day following 14-Jan-2014
Pivot	1 day	3 day
R1	0.9655	0.9608
PP	0.9637	0.9605
S1	0.9618	0.9603

Download as Excel Spreadsheet

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

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