CME Japanese Yen Future March 2014

Trading Metrics calculated at close of trading on 23-Jan-2014

Day Change Summary
	Previous	Current
	22-Jan-2014	23-Jan-2014	Change	Change %	Previous Week
Open	0.9591	0.9570	-0.0021	-0.2%	0.9610
High	0.9621	0.9714	0.0093	1.0%	0.9726
Low	0.9562	0.9541	-0.0021	-0.2%	0.9533
Close	0.9581	0.9695	0.0114	1.2%	0.9589
Range	0.0059	0.0173	0.0114	193.2%	0.0193
ATR	0.0074	0.0081	0.0007	9.5%	0.0000
Volume	107,551	254,590	147,039	136.7%	619,044

Daily Pivots for day following 23-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0169	1.0105	0.9790
R3	0.9996	0.9932	0.9743
R2	0.9823	0.9823	0.9727
R1	0.9759	0.9759	0.9711	0.9791
PP	0.9650	0.9650	0.9650	0.9666
S1	0.9586	0.9586	0.9679	0.9618
S2	0.9477	0.9477	0.9663
S3	0.9304	0.9413	0.9647
S4	0.9131	0.9240	0.9600

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	0.9714	0.9533	0.0181	1.9%	0.0083	0.9%	90%	True	False	146,354
10	0.9726	0.9490	0.0236	2.4%	0.0091	0.9%	87%	False	False	145,527
20	0.9726	0.9486	0.0240	2.5%	0.0074	0.8%	87%	False	False	112,194
40	0.9891	0.9486	0.0405	4.2%	0.0079	0.8%	52%	False	False	85,385
60	1.0267	0.9486	0.0781	8.1%	0.0074	0.8%	27%	False	False	57,025
80	1.0358	0.9486	0.0872	9.0%	0.0072	0.7%	24%	False	False	42,797
100	1.0358	0.9486	0.0872	9.0%	0.0068	0.7%	24%	False	False	34,250
120	1.0398	0.9486	0.0912	9.4%	0.0060	0.6%	23%	False	False	28,542

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0024
Widest range in 23 trading days

Fibonacci Retracements and Extensions
4.250	1.0449
2.618	1.0167
1.618	0.9994
1.000	0.9887
0.618	0.9821
HIGH	0.9714
0.618	0.9648
0.500	0.9628
0.382	0.9607
LOW	0.9541
0.618	0.9434
1.000	0.9368
1.618	0.9261
2.618	0.9088
4.250	0.8806

Fisher Pivots for day following 23-Jan-2014
Pivot	1 day	3 day
R1	0.9673	0.9673
PP	0.9650	0.9650
S1	0.9628	0.9628

Download as Excel Spreadsheet

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

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