CME Japanese Yen Future March 2014

Trading Metrics calculated at close of trading on 28-Feb-2014

Day Change Summary
	Previous	Current
	27-Feb-2014	28-Feb-2014	Change	Change %	Previous Week
Open	0.9769	0.9787	0.0018	0.2%	0.9752
High	0.9831	0.9848	0.0017	0.2%	0.9848
Low	0.9760	0.9776	0.0016	0.2%	0.9740
Close	0.9798	0.9825	0.0027	0.3%	0.9825
Range	0.0071	0.0072	0.0001	1.4%	0.0108
ATR	0.0078	0.0077	0.0000	-0.5%	0.0000
Volume	160,640	169,384	8,744	5.4%	649,920

Daily Pivots for day following 28-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0032	1.0001	0.9865
R3	0.9960	0.9929	0.9845
R2	0.9888	0.9888	0.9838
R1	0.9857	0.9857	0.9832	0.9873
PP	0.9816	0.9816	0.9816	0.9824
S1	0.9785	0.9785	0.9818	0.9801
S2	0.9744	0.9744	0.9812
S3	0.9672	0.9713	0.9805
S4	0.9600	0.9641	0.9785

Weekly Pivots for week ending 28-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0128	1.0085	0.9884
R3	1.0020	0.9977	0.9855
R2	0.9912	0.9912	0.9845
R1	0.9869	0.9869	0.9835	0.9891
PP	0.9804	0.9804	0.9804	0.9815
S1	0.9761	0.9761	0.9815	0.9783
S2	0.9696	0.9696	0.9805
S3	0.9588	0.9653	0.9795
S4	0.9480	0.9545	0.9766

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9848	0.9740	0.0108	1.1%	0.0061	0.6%	79%	True	False	129,984
10	0.9865	0.9725	0.0140	1.4%	0.0071	0.7%	71%	False	False	136,929
20	0.9927	0.9717	0.0210	2.1%	0.0079	0.8%	51%	False	False	153,281
40	0.9927	0.9486	0.0441	4.5%	0.0085	0.9%	77%	False	False	154,543
60	0.9927	0.9486	0.0441	4.5%	0.0082	0.8%	77%	False	False	125,964
80	1.0250	0.9486	0.0764	7.8%	0.0079	0.8%	44%	False	False	94,715
100	1.0358	0.9486	0.0872	8.9%	0.0075	0.8%	39%	False	False	75,792
120	1.0358	0.9486	0.0872	8.9%	0.0073	0.7%	39%	False	False	63,174

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.0154
2.618	1.0036
1.618	0.9964
1.000	0.9920
0.618	0.9892
HIGH	0.9848
0.618	0.9820
0.500	0.9812
0.382	0.9804
LOW	0.9776
0.618	0.9732
1.000	0.9704
1.618	0.9660
2.618	0.9588
4.250	0.9470

Fisher Pivots for day following 28-Feb-2014
Pivot	1 day	3 day
R1	0.9821	0.9816
PP	0.9816	0.9806
S1	0.9812	0.9797

Download as Excel Spreadsheet

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

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