CME Japanese Yen Future March 2014

Trading Metrics calculated at close of trading on 12-Mar-2014

Day Change Summary
	Previous	Current
	11-Mar-2014	12-Mar-2014	Change	Change %	Previous Week
Open	0.9684	0.9710	0.0026	0.3%	0.9840
High	0.9724	0.9752	0.0028	0.3%	0.9882
Low	0.9668	0.9700	0.0032	0.3%	0.9637
Close	0.9718	0.9739	0.0021	0.2%	0.9681
Range	0.0056	0.0052	-0.0004	-7.1%	0.0245
ATR	0.0072	0.0070	-0.0001	-2.0%	0.0000
Volume	151,075	178,816	27,741	18.4%	726,538

Daily Pivots for day following 12-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9886	0.9865	0.9768
R3	0.9834	0.9813	0.9753
R2	0.9782	0.9782	0.9749
R1	0.9761	0.9761	0.9744	0.9772
PP	0.9730	0.9730	0.9730	0.9736
S1	0.9709	0.9709	0.9734	0.9720
S2	0.9678	0.9678	0.9729
S3	0.9626	0.9657	0.9725
S4	0.9574	0.9605	0.9710

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	0.9774	0.9637	0.0137	1.4%	0.0064	0.7%	74%	False	False	155,080
10	0.9882	0.9637	0.0245	2.5%	0.0063	0.6%	42%	False	False	150,366
20	0.9882	0.9637	0.0245	2.5%	0.0066	0.7%	42%	False	False	140,084
40	0.9927	0.9533	0.0394	4.0%	0.0081	0.8%	52%	False	False	157,852
60	0.9927	0.9486	0.0441	4.5%	0.0079	0.8%	57%	False	False	139,693
80	1.0093	0.9486	0.0607	6.2%	0.0078	0.8%	42%	False	False	109,355
100	1.0318	0.9486	0.0832	8.5%	0.0075	0.8%	30%	False	False	87,517
120	1.0358	0.9486	0.0872	9.0%	0.0074	0.8%	29%	False	False	72,953

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

Fibonacci Retracements and Extensions
4.250	0.9973
2.618	0.9888
1.618	0.9836
1.000	0.9804
0.618	0.9784
HIGH	0.9752
0.618	0.9732
0.500	0.9726
0.382	0.9720
LOW	0.9700
0.618	0.9668
1.000	0.9648
1.618	0.9616
2.618	0.9564
4.250	0.9479

Fisher Pivots for day following 12-Mar-2014
Pivot	1 day	3 day
R1	0.9735	0.9729
PP	0.9730	0.9720
S1	0.9726	0.9710

Download as Excel Spreadsheet

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

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