CME Japanese Yen Future March 2014

Trading Metrics calculated at close of trading on 03-Feb-2014

Day Change Summary
	Previous	Current
	31-Jan-2014	03-Feb-2014	Change	Change %	Previous Week
Open	0.9731	0.9792	0.0061	0.6%	0.9798
High	0.9810	0.9926	0.0116	1.2%	0.9822
Low	0.9717	0.9766	0.0049	0.5%	0.9672
Close	0.9775	0.9918	0.0143	1.5%	0.9775
Range	0.0093	0.0160	0.0067	72.0%	0.0150
ATR	0.0090	0.0095	0.0005	5.5%	0.0000
Volume	215,025	251,735	36,710	17.1%	1,010,756

Daily Pivots for day following 03-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0350	1.0294	1.0006
R3	1.0190	1.0134	0.9962
R2	1.0030	1.0030	0.9947
R1	0.9974	0.9974	0.9933	1.0002
PP	0.9870	0.9870	0.9870	0.9884
S1	0.9814	0.9814	0.9903	0.9842
S2	0.9710	0.9710	0.9889
S3	0.9550	0.9654	0.9874
S4	0.9390	0.9494	0.9830

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	0.9926	0.9672	0.0254	2.6%	0.0111	1.1%	97%	True	False	209,284
10	0.9926	0.9541	0.0385	3.9%	0.0112	1.1%	98%	True	False	209,175
20	0.9926	0.9490	0.0436	4.4%	0.0096	1.0%	98%	True	False	170,215
40	0.9926	0.9486	0.0440	4.4%	0.0085	0.9%	98%	True	False	123,727
60	1.0250	0.9486	0.0764	7.7%	0.0082	0.8%	57%	False	False	82,969
80	1.0318	0.9486	0.0832	8.4%	0.0075	0.8%	52%	False	False	62,252
100	1.0358	0.9486	0.0872	8.8%	0.0074	0.7%	50%	False	False	49,820
120	1.0358	0.9486	0.0872	8.8%	0.0065	0.7%	50%	False	False	41,518

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0020
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1.0606
2.618	1.0345
1.618	1.0185
1.000	1.0086
0.618	1.0025
HIGH	0.9926
0.618	0.9865
0.500	0.9846
0.382	0.9827
LOW	0.9766
0.618	0.9667
1.000	0.9606
1.618	0.9507
2.618	0.9347
4.250	0.9086

Fisher Pivots for day following 03-Feb-2014
Pivot	1 day	3 day
R1	0.9894	0.9886
PP	0.9870	0.9854
S1	0.9846	0.9822

Download as Excel Spreadsheet

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

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