CME Japanese Yen Future March 2014

Trading Metrics calculated at close of trading on 13-Feb-2014

Day Change Summary
	Previous	Current
	12-Feb-2014	13-Feb-2014	Change	Change %	Previous Week
Open	0.9743	0.9754	0.0011	0.1%	0.9792
High	0.9784	0.9835	0.0051	0.5%	0.9927
Low	0.9743	0.9754	0.0011	0.1%	0.9751
Close	0.9760	0.9777	0.0017	0.2%	0.9777
Range	0.0041	0.0081	0.0040	97.6%	0.0176
ATR	0.0087	0.0087	0.0000	-0.5%	0.0000
Volume	103,670	155,079	51,409	49.6%	1,013,617

Daily Pivots for day following 13-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0032	0.9985	0.9822
R3	0.9951	0.9904	0.9799
R2	0.9870	0.9870	0.9792
R1	0.9823	0.9823	0.9784	0.9847
PP	0.9789	0.9789	0.9789	0.9800
S1	0.9742	0.9742	0.9770	0.9766
S2	0.9708	0.9708	0.9762
S3	0.9627	0.9661	0.9755
S4	0.9546	0.9580	0.9732

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	0.9860	0.9738	0.0122	1.2%	0.0071	0.7%	32%	False	False	132,535
10	0.9927	0.9717	0.0210	2.1%	0.0088	0.9%	29%	False	False	169,633
20	0.9927	0.9533	0.0394	4.0%	0.0092	0.9%	62%	False	False	175,922
40	0.9927	0.9486	0.0441	4.5%	0.0084	0.9%	66%	False	False	139,191
60	1.0050	0.9486	0.0564	5.8%	0.0082	0.8%	52%	False	False	103,409
80	1.0318	0.9486	0.0832	8.5%	0.0076	0.8%	35%	False	False	77,606
100	1.0358	0.9486	0.0872	8.9%	0.0075	0.8%	33%	False	False	62,107
120	1.0358	0.9486	0.0872	8.9%	0.0070	0.7%	33%	False	False	51,764

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	0.0019
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.0179
2.618	1.0047
1.618	0.9966
1.000	0.9916
0.618	0.9885
HIGH	0.9835
0.618	0.9804
0.500	0.9795
0.382	0.9785
LOW	0.9754
0.618	0.9704
1.000	0.9673
1.618	0.9623
2.618	0.9542
4.250	0.9410

Fisher Pivots for day following 13-Feb-2014
Pivot	1 day	3 day
R1	0.9795	0.9787
PP	0.9789	0.9783
S1	0.9783	0.9780

Download as Excel Spreadsheet

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

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