CME Japanese Yen Future March 2014

Trading Metrics calculated at close of trading on 07-Mar-2014

Day Change Summary
	Previous	Current
	06-Mar-2014	07-Mar-2014	Change	Change %	Previous Week
Open	0.9771	0.9702	-0.0069	-0.7%	0.9840
High	0.9774	0.9724	-0.0050	-0.5%	0.9882
Low	0.9692	0.9637	-0.0055	-0.6%	0.9637
Close	0.9705	0.9681	-0.0024	-0.2%	0.9681
Range	0.0082	0.0087	0.0005	6.1%	0.0245
ATR	0.0075	0.0075	0.0001	1.2%	0.0000
Volume	172,044	156,252	-15,792	-9.2%	726,538

Daily Pivots for day following 07-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9942	0.9898	0.9729
R3	0.9855	0.9811	0.9705
R2	0.9768	0.9768	0.9697
R1	0.9724	0.9724	0.9689	0.9703
PP	0.9681	0.9681	0.9681	0.9670
S1	0.9637	0.9637	0.9673	0.9616
S2	0.9594	0.9594	0.9665
S3	0.9507	0.9550	0.9657
S4	0.9420	0.9463	0.9633

Weekly Pivots for week ending 07-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0468	1.0320	0.9816
R3	1.0223	1.0075	0.9748
R2	0.9978	0.9978	0.9726
R1	0.9830	0.9830	0.9703	0.9782
PP	0.9733	0.9733	0.9733	0.9709
S1	0.9585	0.9585	0.9659	0.9537
S2	0.9488	0.9488	0.9636
S3	0.9243	0.9340	0.9614
S4	0.8998	0.9095	0.9546

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9882	0.9637	0.0245	2.5%	0.0068	0.7%	18%	False	True	145,307
10	0.9882	0.9637	0.0245	2.5%	0.0064	0.7%	18%	False	True	137,645
20	0.9882	0.9637	0.0245	2.5%	0.0070	0.7%	18%	False	True	137,925
40	0.9927	0.9490	0.0437	4.5%	0.0085	0.9%	44%	False	False	158,444
60	0.9927	0.9486	0.0441	4.6%	0.0080	0.8%	44%	False	False	136,943
80	1.0115	0.9486	0.0629	6.5%	0.0078	0.8%	31%	False	False	103,780
100	1.0318	0.9486	0.0832	8.6%	0.0075	0.8%	23%	False	False	83,049
120	1.0358	0.9486	0.0872	9.0%	0.0074	0.8%	22%	False	False	69,228

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	0.0010
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	1.0094
2.618	0.9952
1.618	0.9865
1.000	0.9811
0.618	0.9778
HIGH	0.9724
0.618	0.9691
0.500	0.9681
0.382	0.9670
LOW	0.9637
0.618	0.9583
1.000	0.9550
1.618	0.9496
2.618	0.9409
4.250	0.9267

Fisher Pivots for day following 07-Mar-2014
Pivot	1 day	3 day
R1	0.9681	0.9715
PP	0.9681	0.9704
S1	0.9681	0.9692

Download as Excel Spreadsheet

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

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