CME Japanese Yen Future March 2014

Trading Metrics calculated at close of trading on 16-Jan-2014

Day Change Summary
	Previous	Current
	15-Jan-2014	16-Jan-2014	Change	Change %	Previous Week
Open	0.9596	0.9563	-0.0033	-0.3%	0.9540
High	0.9610	0.9604	-0.0006	-0.1%	0.9635
Low	0.9554	0.9533	-0.0021	-0.2%	0.9490
Close	0.9564	0.9590	0.0026	0.3%	0.9615
Range	0.0056	0.0071	0.0015	26.8%	0.0145
ATR	0.0079	0.0078	-0.0001	-0.7%	0.0000
Volume	109,103	117,454	8,351	7.7%	693,523

Daily Pivots for day following 16-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9789	0.9760	0.9629
R3	0.9718	0.9689	0.9610
R2	0.9647	0.9647	0.9603
R1	0.9618	0.9618	0.9597	0.9633
PP	0.9576	0.9576	0.9576	0.9583
S1	0.9547	0.9547	0.9583	0.9562
S2	0.9505	0.9505	0.9577
S3	0.9434	0.9476	0.9570
S4	0.9363	0.9405	0.9551

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%	0.0104	1.1%	42%	False	False	147,579
10	0.9726	0.9490	0.0236	2.5%	0.0085	0.9%	42%	False	False	132,601
20	0.9793	0.9486	0.0307	3.2%	0.0077	0.8%	34%	False	False	103,908
40	1.0050	0.9486	0.0564	5.9%	0.0077	0.8%	18%	False	False	70,082
60	1.0318	0.9486	0.0832	8.7%	0.0072	0.7%	13%	False	False	46,791
80	1.0358	0.9486	0.0872	9.1%	0.0070	0.7%	12%	False	False	35,121
100	1.0358	0.9486	0.0872	9.1%	0.0067	0.7%	12%	False	False	28,107
120	1.0398	0.9486	0.0912	9.5%	0.0057	0.6%	11%	False	False	23,423

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	0.0017
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9906
2.618	0.9790
1.618	0.9719
1.000	0.9675
0.618	0.9648
HIGH	0.9604
0.618	0.9577
0.500	0.9569
0.382	0.9560
LOW	0.9533
0.618	0.9489
1.000	0.9462
1.618	0.9418
2.618	0.9347
4.250	0.9231

Fisher Pivots for day following 16-Jan-2014
Pivot	1 day	3 day
R1	0.9583	0.9626
PP	0.9576	0.9614
S1	0.9569	0.9602

Download as Excel Spreadsheet

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

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