CME Japanese Yen Future March 2014

Trading Metrics calculated at close of trading on 31-Jan-2014

Day Change Summary
	Previous	Current
	30-Jan-2014	31-Jan-2014	Change	Change %	Previous Week
Open	0.9791	0.9731	-0.0060	-0.6%	0.9798
High	0.9804	0.9810	0.0006	0.1%	0.9822
Low	0.9721	0.9717	-0.0004	0.0%	0.9672
Close	0.9738	0.9775	0.0037	0.4%	0.9775
Range	0.0083	0.0093	0.0010	12.0%	0.0150
ATR	0.0090	0.0090	0.0000	0.2%	0.0000
Volume	187,276	215,025	27,749	14.8%	1,010,756

Daily Pivots for day following 31-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0046	1.0004	0.9826
R3	0.9953	0.9911	0.9801
R2	0.9860	0.9860	0.9792
R1	0.9818	0.9818	0.9784	0.9839
PP	0.9767	0.9767	0.9767	0.9778
S1	0.9725	0.9725	0.9766	0.9746
S2	0.9674	0.9674	0.9758
S3	0.9581	0.9632	0.9749
S4	0.9488	0.9539	0.9724

Weekly Pivots for week ending 31-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0206	1.0141	0.9858
R3	1.0056	0.9991	0.9816
R2	0.9906	0.9906	0.9803
R1	0.9841	0.9841	0.9789	0.9799
PP	0.9756	0.9756	0.9756	0.9735
S1	0.9691	0.9691	0.9761	0.9649
S2	0.9606	0.9606	0.9748
S3	0.9456	0.9541	0.9734
S4	0.9306	0.9391	0.9693

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9822	0.9672	0.0150	1.5%	0.0099	1.0%	69%	False	False	202,151
10	0.9822	0.9541	0.0281	2.9%	0.0099	1.0%	83%	False	False	191,968
20	0.9822	0.9490	0.0332	3.4%	0.0092	0.9%	86%	False	False	162,285
40	0.9845	0.9486	0.0359	3.7%	0.0083	0.8%	81%	False	False	117,583
60	1.0250	0.9486	0.0764	7.8%	0.0080	0.8%	38%	False	False	78,775
80	1.0358	0.9486	0.0872	8.9%	0.0074	0.8%	33%	False	False	59,107
100	1.0358	0.9486	0.0872	8.9%	0.0073	0.7%	33%	False	False	47,303
120	1.0361	0.9486	0.0875	9.0%	0.0064	0.7%	33%	False	False	39,420

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
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	0.0019
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0205
2.618	1.0053
1.618	0.9960
1.000	0.9903
0.618	0.9867
HIGH	0.9810
0.618	0.9774
0.500	0.9764
0.382	0.9753
LOW	0.9717
0.618	0.9660
1.000	0.9624
1.618	0.9567
2.618	0.9474
4.250	0.9322

Fisher Pivots for day following 31-Jan-2014
Pivot	1 day	3 day
R1	0.9771	0.9766
PP	0.9767	0.9756
S1	0.9764	0.9747

Download as Excel Spreadsheet

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

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