CME Japanese Yen Future March 2014

Trading Metrics calculated at close of trading on 13-Mar-2014

Day Change Summary
	Previous	Current
	12-Mar-2014	13-Mar-2014	Change	Change %	Previous Week
Open	0.9710	0.9732	0.0022	0.2%	0.9840
High	0.9752	0.9849	0.0097	1.0%	0.9882
Low	0.9700	0.9722	0.0022	0.2%	0.9637
Close	0.9739	0.9839	0.0100	1.0%	0.9681
Range	0.0052	0.0127	0.0075	144.2%	0.0245
ATR	0.0070	0.0075	0.0004	5.7%	0.0000
Volume	178,816	244,842	66,026	36.9%	726,538

Daily Pivots for day following 13-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0184	1.0139	0.9909
R3	1.0057	1.0012	0.9874
R2	0.9930	0.9930	0.9862
R1	0.9885	0.9885	0.9851	0.9908
PP	0.9803	0.9803	0.9803	0.9815
S1	0.9758	0.9758	0.9827	0.9781
S2	0.9676	0.9676	0.9816
S3	0.9549	0.9631	0.9804
S4	0.9422	0.9504	0.9769

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	0.9849	0.9637	0.0212	2.2%	0.0073	0.7%	95%	True	False	169,639
10	0.9882	0.9637	0.0245	2.5%	0.0069	0.7%	82%	False	False	158,786
20	0.9882	0.9637	0.0245	2.5%	0.0070	0.7%	82%	False	False	147,142
40	0.9927	0.9533	0.0394	4.0%	0.0081	0.8%	78%	False	False	160,383
60	0.9927	0.9486	0.0441	4.5%	0.0079	0.8%	80%	False	False	141,069
80	1.0050	0.9486	0.0564	5.7%	0.0078	0.8%	63%	False	False	112,412
100	1.0318	0.9486	0.0832	8.5%	0.0075	0.8%	42%	False	False	89,964
120	1.0358	0.9486	0.0872	8.9%	0.0074	0.7%	40%	False	False	74,993

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	0.0011
Widest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	1.0389
2.618	1.0181
1.618	1.0054
1.000	0.9976
0.618	0.9927
HIGH	0.9849
0.618	0.9800
0.500	0.9786
0.382	0.9771
LOW	0.9722
0.618	0.9644
1.000	0.9595
1.618	0.9517
2.618	0.9390
4.250	0.9182

Fisher Pivots for day following 13-Mar-2014
Pivot	1 day	3 day
R1	0.9821	0.9812
PP	0.9803	0.9785
S1	0.9786	0.9759

Download as Excel Spreadsheet

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

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