CME Japanese Yen Future March 2014

Trading Metrics calculated at close of trading on 20-Feb-2014

Day Change Summary
	Previous	Current
	19-Feb-2014	20-Feb-2014	Change	Change %	Previous Week
Open	0.9768	0.9774	0.0006	0.1%	0.9751
High	0.9825	0.9837	0.0012	0.1%	0.9847
Low	0.9760	0.9765	0.0005	0.1%	0.9738
Close	0.9773	0.9775	0.0002	0.0%	0.9817
Range	0.0065	0.0072	0.0007	10.8%	0.0109
ATR	0.0088	0.0087	-0.0001	-1.3%	0.0000
Volume	129,497	160,192	30,695	23.7%	590,097

Daily Pivots for day following 20-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0008	0.9964	0.9815
R3	0.9936	0.9892	0.9795
R2	0.9864	0.9864	0.9788
R1	0.9820	0.9820	0.9782	0.9842
PP	0.9792	0.9792	0.9792	0.9804
S1	0.9748	0.9748	0.9768	0.9770
S2	0.9720	0.9720	0.9762
S3	0.9648	0.9676	0.9755
S4	0.9576	0.9604	0.9735

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%	0.0086	0.9%	31%	False	False	154,132
10	0.9879	0.9734	0.0145	1.5%	0.0079	0.8%	28%	False	False	143,398
20	0.9927	0.9541	0.0386	3.9%	0.0098	1.0%	61%	False	False	182,842
40	0.9927	0.9486	0.0441	4.5%	0.0083	0.8%	66%	False	False	142,160
60	0.9927	0.9486	0.0441	4.5%	0.0083	0.9%	66%	False	False	113,639
80	1.0318	0.9486	0.0832	8.5%	0.0078	0.8%	35%	False	False	85,298
100	1.0358	0.9486	0.0872	8.9%	0.0076	0.8%	33%	False	False	68,260
120	1.0358	0.9486	0.0872	8.9%	0.0072	0.7%	33%	False	False	56,894

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

Fibonacci Retracements and Extensions
4.250	1.0143
2.618	1.0025
1.618	0.9953
1.000	0.9909
0.618	0.9881
HIGH	0.9837
0.618	0.9809
0.500	0.9801
0.382	0.9793
LOW	0.9765
0.618	0.9721
1.000	0.9693
1.618	0.9649
2.618	0.9577
4.250	0.9459

Fisher Pivots for day following 20-Feb-2014
Pivot	1 day	3 day
R1	0.9801	0.9800
PP	0.9792	0.9791
S1	0.9784	0.9783

Download as Excel Spreadsheet

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

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