CME Japanese Yen Future March 2014

Trading Metrics calculated at close of trading on 25-Feb-2014

Day Change Summary
	Previous	Current
	24-Feb-2014	25-Feb-2014	Change	Change %	Previous Week
Open	0.9752	0.9760	0.0008	0.1%	0.9831
High	0.9789	0.9808	0.0019	0.2%	0.9865
Low	0.9740	0.9744	0.0004	0.0%	0.9725
Close	0.9757	0.9789	0.0032	0.3%	0.9755
Range	0.0049	0.0064	0.0015	30.6%	0.0140
ATR	0.0082	0.0080	-0.0001	-1.5%	0.0000
Volume	90,654	105,498	14,844	16.4%	596,975

Daily Pivots for day following 25-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9972	0.9945	0.9824
R3	0.9908	0.9881	0.9807
R2	0.9844	0.9844	0.9801
R1	0.9817	0.9817	0.9795	0.9831
PP	0.9780	0.9780	0.9780	0.9787
S1	0.9753	0.9753	0.9783	0.9767
S2	0.9716	0.9716	0.9777
S3	0.9652	0.9689	0.9771
S4	0.9588	0.9625	0.9754

Weekly Pivots for week ending 21-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0202	1.0118	0.9832
R3	1.0062	0.9978	0.9794
R2	0.9922	0.9922	0.9781
R1	0.9838	0.9838	0.9768	0.9810
PP	0.9782	0.9782	0.9782	0.9768
S1	0.9698	0.9698	0.9742	0.9670
S2	0.9642	0.9642	0.9729
S3	0.9502	0.9558	0.9717
S4	0.9362	0.9418	0.9678

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9837	0.9725	0.0112	1.1%	0.0060	0.6%	57%	False	False	117,926
10	0.9865	0.9725	0.0140	1.4%	0.0070	0.7%	46%	False	False	128,752
20	0.9927	0.9672	0.0255	2.6%	0.0085	0.9%	46%	False	False	159,576
40	0.9927	0.9486	0.0441	4.5%	0.0084	0.9%	69%	False	False	147,348
60	0.9927	0.9486	0.0441	4.5%	0.0083	0.9%	69%	False	False	118,514
80	1.0250	0.9486	0.0764	7.8%	0.0079	0.8%	40%	False	False	89,045
100	1.0358	0.9486	0.0872	8.9%	0.0075	0.8%	35%	False	False	71,258
120	1.0358	0.9486	0.0872	8.9%	0.0072	0.7%	35%	False	False	59,393

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0080
2.618	0.9976
1.618	0.9912
1.000	0.9872
0.618	0.9848
HIGH	0.9808
0.618	0.9784
0.500	0.9776
0.382	0.9768
LOW	0.9744
0.618	0.9704
1.000	0.9680
1.618	0.9640
2.618	0.9576
4.250	0.9472

Fisher Pivots for day following 25-Feb-2014
Pivot	1 day	3 day
R1	0.9785	0.9782
PP	0.9780	0.9774
S1	0.9776	0.9767

Download as Excel Spreadsheet

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

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