CME Japanese Yen Future March 2014

Trading Metrics calculated at close of trading on 04-Mar-2014

Day Change Summary
	Previous	Current
	03-Mar-2014	04-Mar-2014	Change	Change %	Previous Week
Open	0.9840	0.9859	0.0019	0.2%	0.9752
High	0.9882	0.9862	-0.0020	-0.2%	0.9848
Low	0.9840	0.9776	-0.0064	-0.7%	0.9740
Close	0.9859	0.9780	-0.0079	-0.8%	0.9825
Range	0.0042	0.0086	0.0044	104.8%	0.0108
ATR	0.0076	0.0077	0.0001	1.0%	0.0000
Volume	149,582	137,063	-12,519	-8.4%	649,920

Daily Pivots for day following 04-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0064	1.0008	0.9827
R3	0.9978	0.9922	0.9804
R2	0.9892	0.9892	0.9796
R1	0.9836	0.9836	0.9788	0.9821
PP	0.9806	0.9806	0.9806	0.9799
S1	0.9750	0.9750	0.9772	0.9735
S2	0.9720	0.9720	0.9764
S3	0.9634	0.9664	0.9756
S4	0.9548	0.9578	0.9733

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	0.9882	0.9746	0.0136	1.4%	0.0064	0.7%	25%	False	False	148,082
10	0.9882	0.9725	0.0157	1.6%	0.0062	0.6%	35%	False	False	133,004
20	0.9927	0.9725	0.0202	2.1%	0.0073	0.7%	27%	False	False	144,275
40	0.9927	0.9490	0.0437	4.5%	0.0085	0.9%	66%	False	False	157,245
60	0.9927	0.9486	0.0441	4.5%	0.0081	0.8%	67%	False	False	130,577
80	1.0250	0.9486	0.0764	7.8%	0.0080	0.8%	38%	False	False	98,296
100	1.0318	0.9486	0.0832	8.5%	0.0075	0.8%	35%	False	False	78,657
120	1.0358	0.9486	0.0872	8.9%	0.0074	0.8%	34%	False	False	65,563

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	1.0228
2.618	1.0087
1.618	1.0001
1.000	0.9948
0.618	0.9915
HIGH	0.9862
0.618	0.9829
0.500	0.9819
0.382	0.9809
LOW	0.9776
0.618	0.9723
1.000	0.9690
1.618	0.9637
2.618	0.9551
4.250	0.9411

Fisher Pivots for day following 04-Mar-2014
Pivot	1 day	3 day
R1	0.9819	0.9829
PP	0.9806	0.9813
S1	0.9793	0.9796

Download as Excel Spreadsheet

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

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