CME Japanese Yen Future June 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	0.9853	0.9864	0.0011	0.1%	0.9758
High	0.9889	0.9865	-0.0024	-0.2%	0.9851
Low	0.9830	0.9782	-0.0048	-0.5%	0.9746
Close	0.9864	0.9785	-0.0079	-0.8%	0.9830
Range	0.0059	0.0083	0.0024	40.7%	0.0105
ATR	0.0072	0.0073	0.0001	1.1%	0.0000
Volume	1,948	3,496	1,548	79.5%	7,178

Daily Pivots for day following 04-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0060	1.0005	0.9831
R3	0.9977	0.9922	0.9808
R2	0.9894	0.9894	0.9800
R1	0.9839	0.9839	0.9793	0.9825
PP	0.9811	0.9811	0.9811	0.9804
S1	0.9756	0.9756	0.9777	0.9742
S2	0.9728	0.9728	0.9770
S3	0.9645	0.9673	0.9762
S4	0.9562	0.9590	0.9739

Weekly Pivots for week ending 28-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0124	1.0082	0.9888
R3	1.0019	0.9977	0.9859
R2	0.9914	0.9914	0.9849
R1	0.9872	0.9872	0.9840	0.9893
PP	0.9809	0.9809	0.9809	0.9820
S1	0.9767	0.9767	0.9820	0.9788
S2	0.9704	0.9704	0.9811
S3	0.9599	0.9662	0.9801
S4	0.9494	0.9557	0.9772

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9889	0.9751	0.0138	1.4%	0.0066	0.7%	25%	False	False	2,346
10	0.9889	0.9731	0.0158	1.6%	0.0064	0.7%	34%	False	False	1,535
20	0.9930	0.9731	0.0199	2.0%	0.0072	0.7%	27%	False	False	967
40	0.9930	0.9512	0.0418	4.3%	0.0076	0.8%	65%	False	False	577
60	0.9930	0.9495	0.0435	4.4%	0.0067	0.7%	67%	False	False	407
80	1.0232	0.9495	0.0737	7.5%	0.0056	0.6%	39%	False	False	306
100	1.0305	0.9495	0.0810	8.3%	0.0046	0.5%	36%	False	False	245
120	1.0343	0.9495	0.0848	8.7%	0.0038	0.4%	34%	False	False	206

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 10 trading days

Fibonacci Retracements and Extensions
4.250	1.0218
2.618	1.0082
1.618	0.9999
1.000	0.9948
0.618	0.9916
HIGH	0.9865
0.618	0.9833
0.500	0.9824
0.382	0.9814
LOW	0.9782
0.618	0.9731
1.000	0.9699
1.618	0.9648
2.618	0.9565
4.250	0.9429

Fisher Pivots for day following 04-Mar-2014
Pivot	1 day	3 day
R1	0.9824	0.9835
PP	0.9811	0.9818
S1	0.9798	0.9802

Download as Excel Spreadsheet

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

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