CME Japanese Yen Future March 2014

Trading Metrics calculated at close of trading on 07-Feb-2014

Day Change Summary
	Previous	Current
	06-Feb-2014	07-Feb-2014	Change	Change %	Previous Week
Open	0.9855	0.9805	-0.0050	-0.5%	0.9792
High	0.9879	0.9860	-0.0019	-0.2%	0.9927
Low	0.9788	0.9751	-0.0037	-0.4%	0.9751
Close	0.9794	0.9777	-0.0017	-0.2%	0.9777
Range	0.0091	0.0109	0.0018	19.8%	0.0176
ATR	0.0094	0.0095	0.0001	1.1%	0.0000
Volume	155,722	194,983	39,261	25.2%	1,013,617

Daily Pivots for day following 07-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0123	1.0059	0.9837
R3	1.0014	0.9950	0.9807
R2	0.9905	0.9905	0.9797
R1	0.9841	0.9841	0.9787	0.9819
PP	0.9796	0.9796	0.9796	0.9785
S1	0.9732	0.9732	0.9767	0.9710
S2	0.9687	0.9687	0.9757
S3	0.9578	0.9623	0.9747
S4	0.9469	0.9514	0.9717

Weekly Pivots for week ending 07-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0346	1.0238	0.9874
R3	1.0170	1.0062	0.9825
R2	0.9994	0.9994	0.9809
R1	0.9886	0.9886	0.9793	0.9852
PP	0.9818	0.9818	0.9818	0.9802
S1	0.9710	0.9710	0.9761	0.9676
S2	0.9642	0.9642	0.9745
S3	0.9466	0.9534	0.9729
S4	0.9290	0.9358	0.9680

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9927	0.9751	0.0176	1.8%	0.0109	1.1%	15%	False	True	202,723
10	0.9927	0.9672	0.0255	2.6%	0.0104	1.1%	41%	False	False	202,437
20	0.9927	0.9490	0.0437	4.5%	0.0103	1.0%	66%	False	False	183,560
40	0.9927	0.9486	0.0441	4.5%	0.0086	0.9%	66%	False	False	140,128
60	1.0106	0.9486	0.0620	6.3%	0.0082	0.8%	47%	False	False	95,638
80	1.0318	0.9486	0.0832	8.5%	0.0077	0.8%	35%	False	False	71,766
100	1.0358	0.9486	0.0872	8.9%	0.0076	0.8%	33%	False	False	57,438
120	1.0358	0.9486	0.0872	8.9%	0.0069	0.7%	33%	False	False	47,867

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0021
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.0323
2.618	1.0145
1.618	1.0036
1.000	0.9969
0.618	0.9927
HIGH	0.9860
0.618	0.9818
0.500	0.9806
0.382	0.9793
LOW	0.9751
0.618	0.9684
1.000	0.9642
1.618	0.9575
2.618	0.9466
4.250	0.9288

Fisher Pivots for day following 07-Feb-2014
Pivot	1 day	3 day
R1	0.9806	0.9837
PP	0.9796	0.9817
S1	0.9787	0.9797

Download as Excel Spreadsheet

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

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