CME Japanese Yen Future March 2014

Trading Metrics calculated at close of trading on 17-Jan-2014

Day Change Summary
	Previous	Current
	16-Jan-2014	17-Jan-2014	Change	Change %	Previous Week
Open	0.9563	0.9585	0.0022	0.2%	0.9610
High	0.9604	0.9600	-0.0004	0.0%	0.9726
Low	0.9533	0.9573	0.0040	0.4%	0.9533
Close	0.9590	0.9589	-0.0001	0.0%	0.9589
Range	0.0071	0.0027	-0.0044	-62.0%	0.0193
ATR	0.0078	0.0075	-0.0004	-4.7%	0.0000
Volume	117,454	79,670	-37,784	-32.2%	619,044

Daily Pivots for day following 17-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9668	0.9656	0.9604
R3	0.9641	0.9629	0.9596
R2	0.9614	0.9614	0.9594
R1	0.9602	0.9602	0.9591	0.9608
PP	0.9587	0.9587	0.9587	0.9591
S1	0.9575	0.9575	0.9587	0.9581
S2	0.9560	0.9560	0.9584
S3	0.9533	0.9548	0.9582
S4	0.9506	0.9521	0.9574

Weekly Pivots for week ending 17-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0195	1.0085	0.9695
R3	1.0002	0.9892	0.9642
R2	0.9809	0.9809	0.9624
R1	0.9699	0.9699	0.9607	0.9658
PP	0.9616	0.9616	0.9616	0.9595
S1	0.9506	0.9506	0.9571	0.9465
S2	0.9423	0.9423	0.9554
S3	0.9230	0.9313	0.9536
S4	0.9037	0.9120	0.9483

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9726	0.9533	0.0193	2.0%	0.0080	0.8%	29%	False	False	123,808
10	0.9726	0.9490	0.0236	2.5%	0.0080	0.8%	42%	False	False	131,256
20	0.9726	0.9486	0.0240	2.5%	0.0068	0.7%	43%	False	False	99,280
40	1.0023	0.9486	0.0537	5.6%	0.0076	0.8%	19%	False	False	72,066
60	1.0318	0.9486	0.0832	8.7%	0.0071	0.7%	12%	False	False	48,118
80	1.0358	0.9486	0.0872	9.1%	0.0070	0.7%	12%	False	False	36,116
100	1.0358	0.9486	0.0872	9.1%	0.0067	0.7%	12%	False	False	28,904
120	1.0398	0.9486	0.0912	9.5%	0.0057	0.6%	11%	False	False	24,087

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Narrowest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	0.9715
2.618	0.9671
1.618	0.9644
1.000	0.9627
0.618	0.9617
HIGH	0.9600
0.618	0.9590
0.500	0.9587
0.382	0.9583
LOW	0.9573
0.618	0.9556
1.000	0.9546
1.618	0.9529
2.618	0.9502
4.250	0.9458

Fisher Pivots for day following 17-Jan-2014
Pivot	1 day	3 day
R1	0.9588	0.9583
PP	0.9587	0.9577
S1	0.9587	0.9572

Download as Excel Spreadsheet

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

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