CME Japanese Yen Future March 2014

Trading Metrics calculated at close of trading on 10-Feb-2014

Day Change Summary
	Previous	Current
	07-Feb-2014	10-Feb-2014	Change	Change %	Previous Week
Open	0.9805	0.9751	-0.0054	-0.6%	0.9792
High	0.9860	0.9806	-0.0054	-0.5%	0.9927
Low	0.9751	0.9744	-0.0007	-0.1%	0.9751
Close	0.9777	0.9786	0.0009	0.1%	0.9777
Range	0.0109	0.0062	-0.0047	-43.1%	0.0176
ATR	0.0095	0.0093	-0.0002	-2.5%	0.0000
Volume	194,983	95,703	-99,280	-50.9%	1,013,617

Daily Pivots for day following 10-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9965	0.9937	0.9820
R3	0.9903	0.9875	0.9803
R2	0.9841	0.9841	0.9797
R1	0.9813	0.9813	0.9792	0.9827
PP	0.9779	0.9779	0.9779	0.9786
S1	0.9751	0.9751	0.9780	0.9765
S2	0.9717	0.9717	0.9775
S3	0.9655	0.9689	0.9769
S4	0.9593	0.9627	0.9752

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	0.9744	0.0183	1.9%	0.0089	0.9%	23%	False	True	171,517
10	0.9927	0.9672	0.0255	2.6%	0.0100	1.0%	45%	False	False	190,400
20	0.9927	0.9533	0.0394	4.0%	0.0098	1.0%	64%	False	False	178,418
40	0.9927	0.9486	0.0441	4.5%	0.0086	0.9%	68%	False	False	139,983
60	1.0106	0.9486	0.0620	6.3%	0.0082	0.8%	48%	False	False	97,229
80	1.0318	0.9486	0.0832	8.5%	0.0077	0.8%	36%	False	False	72,961
100	1.0358	0.9486	0.0872	8.9%	0.0076	0.8%	34%	False	False	58,395
120	1.0358	0.9486	0.0872	8.9%	0.0069	0.7%	34%	False	False	48,664

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
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	0.0019
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	1.0070
2.618	0.9968
1.618	0.9906
1.000	0.9868
0.618	0.9844
HIGH	0.9806
0.618	0.9782
0.500	0.9775
0.382	0.9768
LOW	0.9744
0.618	0.9706
1.000	0.9682
1.618	0.9644
2.618	0.9582
4.250	0.9481

Fisher Pivots for day following 10-Feb-2014
Pivot	1 day	3 day
R1	0.9782	0.9812
PP	0.9779	0.9803
S1	0.9775	0.9795

Download as Excel Spreadsheet

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

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