CME Japanese Yen Future March 2014

Trading Metrics calculated at close of trading on 26-Feb-2014

Day Change Summary
	Previous	Current
	25-Feb-2014	26-Feb-2014	Change	Change %	Previous Week
Open	0.9760	0.9784	0.0024	0.2%	0.9831
High	0.9808	0.9795	-0.0013	-0.1%	0.9865
Low	0.9744	0.9746	0.0002	0.0%	0.9725
Close	0.9789	0.9760	-0.0029	-0.3%	0.9755
Range	0.0064	0.0049	-0.0015	-23.4%	0.0140
ATR	0.0080	0.0078	-0.0002	-2.8%	0.0000
Volume	105,498	123,744	18,246	17.3%	596,975

Daily Pivots for day following 26-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9914	0.9886	0.9787
R3	0.9865	0.9837	0.9773
R2	0.9816	0.9816	0.9769
R1	0.9788	0.9788	0.9764	0.9778
PP	0.9767	0.9767	0.9767	0.9762
S1	0.9739	0.9739	0.9756	0.9729
S2	0.9718	0.9718	0.9751
S3	0.9669	0.9690	0.9747
S4	0.9620	0.9641	0.9733

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%	0.0057	0.6%	31%	False	False	116,775
10	0.9865	0.9725	0.0140	1.4%	0.0069	0.7%	25%	False	False	129,802
20	0.9927	0.9672	0.0255	2.6%	0.0084	0.9%	35%	False	False	158,387
40	0.9927	0.9486	0.0441	4.5%	0.0084	0.9%	62%	False	False	148,594
60	0.9927	0.9486	0.0441	4.5%	0.0083	0.8%	62%	False	False	120,561
80	1.0250	0.9486	0.0764	7.8%	0.0079	0.8%	36%	False	False	90,591
100	1.0358	0.9486	0.0872	8.9%	0.0075	0.8%	31%	False	False	72,494
120	1.0358	0.9486	0.0872	8.9%	0.0073	0.7%	31%	False	False	60,424

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0003
2.618	0.9923
1.618	0.9874
1.000	0.9844
0.618	0.9825
HIGH	0.9795
0.618	0.9776
0.500	0.9771
0.382	0.9765
LOW	0.9746
0.618	0.9716
1.000	0.9697
1.618	0.9667
2.618	0.9618
4.250	0.9538

Fisher Pivots for day following 26-Feb-2014
Pivot	1 day	3 day
R1	0.9771	0.9774
PP	0.9767	0.9769
S1	0.9764	0.9765

Download as Excel Spreadsheet

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

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