CME Japanese Yen Future March 2014

Trading Metrics calculated at close of trading on 21-Jan-2014

Day Change Summary
	Previous	Current
	17-Jan-2014	21-Jan-2014	Change	Change %	Previous Week
Open	0.9585	0.9591	0.0006	0.1%	0.9610
High	0.9600	0.9631	0.0031	0.3%	0.9726
Low	0.9573	0.9548	-0.0025	-0.3%	0.9533
Close	0.9589	0.9593	0.0004	0.0%	0.9589
Range	0.0027	0.0083	0.0056	207.4%	0.0193
ATR	0.0075	0.0075	0.0001	0.8%	0.0000
Volume	79,670	172,509	92,839	116.5%	619,044

Daily Pivots for day following 21-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9840	0.9799	0.9639
R3	0.9757	0.9716	0.9616
R2	0.9674	0.9674	0.9608
R1	0.9633	0.9633	0.9601	0.9654
PP	0.9591	0.9591	0.9591	0.9601
S1	0.9550	0.9550	0.9585	0.9571
S2	0.9508	0.9508	0.9578
S3	0.9425	0.9467	0.9570
S4	0.9342	0.9384	0.9547

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	0.9719	0.9533	0.0186	1.9%	0.0073	0.8%	32%	False	False	124,469
10	0.9726	0.9490	0.0236	2.5%	0.0078	0.8%	44%	False	False	134,135
20	0.9726	0.9486	0.0240	2.5%	0.0068	0.7%	45%	False	False	102,410
40	0.9974	0.9486	0.0488	5.1%	0.0077	0.8%	22%	False	False	76,363
60	1.0318	0.9486	0.0832	8.7%	0.0071	0.7%	13%	False	False	50,991
80	1.0358	0.9486	0.0872	9.1%	0.0071	0.7%	12%	False	False	38,272
100	1.0358	0.9486	0.0872	9.1%	0.0067	0.7%	12%	False	False	30,629
120	1.0398	0.9486	0.0912	9.5%	0.0058	0.6%	12%	False	False	25,524

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0020
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9984
2.618	0.9848
1.618	0.9765
1.000	0.9714
0.618	0.9682
HIGH	0.9631
0.618	0.9599
0.500	0.9590
0.382	0.9580
LOW	0.9548
0.618	0.9497
1.000	0.9465
1.618	0.9414
2.618	0.9331
4.250	0.9195

Fisher Pivots for day following 21-Jan-2014
Pivot	1 day	3 day
R1	0.9592	0.9589
PP	0.9591	0.9586
S1	0.9590	0.9582

Download as Excel Spreadsheet

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

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