CME Japanese Yen Future March 2014

Trading Metrics calculated at close of trading on 19-Feb-2014

Day Change Summary
	Previous	Current
	18-Feb-2014	19-Feb-2014	Change	Change %	Previous Week
Open	0.9831	0.9768	-0.0063	-0.6%	0.9751
High	0.9865	0.9825	-0.0040	-0.4%	0.9847
Low	0.9734	0.9760	0.0026	0.3%	0.9738
Close	0.9775	0.9773	-0.0002	0.0%	0.9817
Range	0.0131	0.0065	-0.0066	-50.4%	0.0109
ATR	0.0090	0.0088	-0.0002	-2.0%	0.0000
Volume	203,495	129,497	-73,998	-36.4%	590,097

Daily Pivots for day following 19-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9981	0.9942	0.9809
R3	0.9916	0.9877	0.9791
R2	0.9851	0.9851	0.9785
R1	0.9812	0.9812	0.9779	0.9832
PP	0.9786	0.9786	0.9786	0.9796
S1	0.9747	0.9747	0.9767	0.9767
S2	0.9721	0.9721	0.9761
S3	0.9656	0.9682	0.9755
S4	0.9591	0.9617	0.9737

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	0.9865	0.9734	0.0131	1.3%	0.0080	0.8%	30%	False	False	142,828
10	0.9923	0.9734	0.0189	1.9%	0.0082	0.8%	21%	False	False	148,350
20	0.9927	0.9541	0.0386	3.9%	0.0097	1.0%	60%	False	False	180,210
40	0.9927	0.9486	0.0441	4.5%	0.0083	0.8%	65%	False	False	141,310
60	0.9974	0.9486	0.0488	5.0%	0.0084	0.9%	59%	False	False	110,979
80	1.0318	0.9486	0.0832	8.5%	0.0078	0.8%	34%	False	False	83,296
100	1.0358	0.9486	0.0872	8.9%	0.0076	0.8%	33%	False	False	66,659
120	1.0358	0.9486	0.0872	8.9%	0.0072	0.7%	33%	False	False	55,559

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.0101
2.618	0.9995
1.618	0.9930
1.000	0.9890
0.618	0.9865
HIGH	0.9825
0.618	0.9800
0.500	0.9793
0.382	0.9785
LOW	0.9760
0.618	0.9720
1.000	0.9695
1.618	0.9655
2.618	0.9590
4.250	0.9484

Fisher Pivots for day following 19-Feb-2014
Pivot	1 day	3 day
R1	0.9793	0.9800
PP	0.9786	0.9791
S1	0.9780	0.9782

Download as Excel Spreadsheet

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

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