CME Japanese Yen Future March 2014

Trading Metrics calculated at close of trading on 17-Mar-2014

Day Change Summary
	Previous	Current
	14-Mar-2014	17-Mar-2014	Change	Change %	Previous Week
Open	0.9817	0.9863	0.0046	0.5%	0.9694
High	0.9881	0.9875	-0.0006	-0.1%	0.9881
Low	0.9815	0.9819	0.0004	0.0%	0.9668
Close	0.9875	0.9828	-0.0047	-0.5%	0.9875
Range	0.0066	0.0056	-0.0010	-15.2%	0.0213
ATR	0.0074	0.0073	-0.0001	-1.7%	0.0000
Volume	71,355	2,074	-69,281	-97.1%	763,301

Daily Pivots for day following 17-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0009	0.9974	0.9859
R3	0.9953	0.9918	0.9843
R2	0.9897	0.9897	0.9838
R1	0.9862	0.9862	0.9833	0.9852
PP	0.9841	0.9841	0.9841	0.9835
S1	0.9806	0.9806	0.9823	0.9796
S2	0.9785	0.9785	0.9818
S3	0.9729	0.9750	0.9813
S4	0.9673	0.9694	0.9797

Weekly Pivots for week ending 14-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0447	1.0374	0.9992
R3	1.0234	1.0161	0.9934
R2	1.0021	1.0021	0.9914
R1	0.9948	0.9948	0.9895	0.9985
PP	0.9808	0.9808	0.9808	0.9826
S1	0.9735	0.9735	0.9855	0.9772
S2	0.9595	0.9595	0.9836
S3	0.9382	0.9522	0.9816
S4	0.9169	0.9309	0.9758

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9881	0.9668	0.0213	2.2%	0.0071	0.7%	75%	False	False	129,632
10	0.9881	0.9637	0.0244	2.5%	0.0070	0.7%	78%	False	False	134,233
20	0.9882	0.9637	0.0245	2.5%	0.0068	0.7%	78%	False	False	136,940
40	0.9927	0.9541	0.0386	3.9%	0.0080	0.8%	74%	False	False	156,555
60	0.9927	0.9486	0.0441	4.5%	0.0079	0.8%	78%	False	False	139,006
80	1.0050	0.9486	0.0564	5.7%	0.0079	0.8%	61%	False	False	113,318
100	1.0318	0.9486	0.0832	8.5%	0.0075	0.8%	41%	False	False	90,696
120	1.0358	0.9486	0.0872	8.9%	0.0074	0.8%	39%	False	False	75,599

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

Fibonacci Retracements and Extensions
4.250	1.0113
2.618	1.0022
1.618	0.9966
1.000	0.9931
0.618	0.9910
HIGH	0.9875
0.618	0.9854
0.500	0.9847
0.382	0.9840
LOW	0.9819
0.618	0.9784
1.000	0.9763
1.618	0.9728
2.618	0.9672
4.250	0.9581

Fisher Pivots for day following 17-Mar-2014
Pivot	1 day	3 day
R1	0.9847	0.9819
PP	0.9841	0.9810
S1	0.9834	0.9802

Download as Excel Spreadsheet

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

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