CME Japanese Yen Future March 2014

Trading Metrics calculated at close of trading on 27-Feb-2014

Day Change Summary
	Previous	Current
	26-Feb-2014	27-Feb-2014	Change	Change %	Previous Week
Open	0.9784	0.9769	-0.0015	-0.2%	0.9831
High	0.9795	0.9831	0.0036	0.4%	0.9865
Low	0.9746	0.9760	0.0014	0.1%	0.9725
Close	0.9760	0.9798	0.0038	0.4%	0.9755
Range	0.0049	0.0071	0.0022	44.9%	0.0140
ATR	0.0078	0.0078	-0.0001	-0.7%	0.0000
Volume	123,744	160,640	36,896	29.8%	596,975

Daily Pivots for day following 27-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0009	0.9975	0.9837
R3	0.9938	0.9904	0.9818
R2	0.9867	0.9867	0.9811
R1	0.9833	0.9833	0.9805	0.9850
PP	0.9796	0.9796	0.9796	0.9805
S1	0.9762	0.9762	0.9791	0.9779
S2	0.9725	0.9725	0.9785
S3	0.9654	0.9691	0.9778
S4	0.9583	0.9620	0.9759

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	0.9831	0.9725	0.0106	1.1%	0.0057	0.6%	69%	True	False	116,865
10	0.9865	0.9725	0.0140	1.4%	0.0072	0.7%	52%	False	False	135,499
20	0.9927	0.9717	0.0210	2.1%	0.0080	0.8%	39%	False	False	154,176
40	0.9927	0.9486	0.0441	4.5%	0.0085	0.9%	71%	False	False	151,204
60	0.9927	0.9486	0.0441	4.5%	0.0083	0.8%	71%	False	False	123,222
80	1.0250	0.9486	0.0764	7.8%	0.0079	0.8%	41%	False	False	92,599
100	1.0358	0.9486	0.0872	8.9%	0.0075	0.8%	36%	False	False	74,099
120	1.0358	0.9486	0.0872	8.9%	0.0073	0.7%	36%	False	False	61,763

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	0.0012
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.0133
2.618	1.0017
1.618	0.9946
1.000	0.9902
0.618	0.9875
HIGH	0.9831
0.618	0.9804
0.500	0.9796
0.382	0.9787
LOW	0.9760
0.618	0.9716
1.000	0.9689
1.618	0.9645
2.618	0.9574
4.250	0.9458

Fisher Pivots for day following 27-Feb-2014
Pivot	1 day	3 day
R1	0.9797	0.9795
PP	0.9796	0.9791
S1	0.9796	0.9788

Download as Excel Spreadsheet

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

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