CME Japanese Yen Future March 2014

Trading Metrics calculated at close of trading on 14-Feb-2014

Day Change Summary
	Previous	Current
	13-Feb-2014	14-Feb-2014	Change	Change %	Previous Week
Open	0.9754	0.9781	0.0027	0.3%	0.9751
High	0.9835	0.9847	0.0012	0.1%	0.9847
Low	0.9754	0.9765	0.0011	0.1%	0.9738
Close	0.9777	0.9817	0.0040	0.4%	0.9817
Range	0.0081	0.0082	0.0001	1.2%	0.0109
ATR	0.0087	0.0086	0.0000	-0.4%	0.0000
Volume	155,079	122,401	-32,678	-21.1%	590,097

Daily Pivots for day following 14-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0056	1.0018	0.9862
R3	0.9974	0.9936	0.9840
R2	0.9892	0.9892	0.9832
R1	0.9854	0.9854	0.9825	0.9873
PP	0.9810	0.9810	0.9810	0.9819
S1	0.9772	0.9772	0.9809	0.9791
S2	0.9728	0.9728	0.9802
S3	0.9646	0.9690	0.9794
S4	0.9564	0.9608	0.9772

Weekly Pivots for week ending 14-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0128	1.0081	0.9877
R3	1.0019	0.9972	0.9847
R2	0.9910	0.9910	0.9837
R1	0.9863	0.9863	0.9827	0.9887
PP	0.9801	0.9801	0.9801	0.9812
S1	0.9754	0.9754	0.9807	0.9778
S2	0.9692	0.9692	0.9797
S3	0.9583	0.9645	0.9787
S4	0.9474	0.9536	0.9757

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9847	0.9738	0.0109	1.1%	0.0065	0.7%	72%	True	False	118,019
10	0.9927	0.9738	0.0189	1.9%	0.0087	0.9%	42%	False	False	160,371
20	0.9927	0.9541	0.0386	3.9%	0.0093	0.9%	72%	False	False	176,169
40	0.9927	0.9486	0.0441	4.5%	0.0085	0.9%	75%	False	False	140,039
60	1.0050	0.9486	0.0564	5.7%	0.0082	0.8%	59%	False	False	105,444
80	1.0318	0.9486	0.0832	8.5%	0.0077	0.8%	40%	False	False	79,136
100	1.0358	0.9486	0.0872	8.9%	0.0075	0.8%	38%	False	False	63,330
120	1.0358	0.9486	0.0872	8.9%	0.0071	0.7%	38%	False	False	52,784

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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 5 trading days

Fibonacci Retracements and Extensions
4.250	1.0196
2.618	1.0062
1.618	0.9980
1.000	0.9929
0.618	0.9898
HIGH	0.9847
0.618	0.9816
0.500	0.9806
0.382	0.9796
LOW	0.9765
0.618	0.9714
1.000	0.9683
1.618	0.9632
2.618	0.9550
4.250	0.9417

Fisher Pivots for day following 14-Feb-2014
Pivot	1 day	3 day
R1	0.9813	0.9810
PP	0.9810	0.9802
S1	0.9806	0.9795

Download as Excel Spreadsheet

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

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