CME Japanese Yen Future June 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	0.9774	0.9704	-0.0070	-0.7%	0.9853
High	0.9779	0.9729	-0.0050	-0.5%	0.9889
Low	0.9657	0.9641	-0.0016	-0.2%	0.9641
Close	0.9709	0.9685	-0.0024	-0.2%	0.9685
Range	0.0122	0.0088	-0.0034	-27.9%	0.0248
ATR	0.0074	0.0075	0.0001	1.3%	0.0000
Volume	14,646	7,646	-7,000	-47.8%	31,063

Daily Pivots for day following 07-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9949	0.9905	0.9733
R3	0.9861	0.9817	0.9709
R2	0.9773	0.9773	0.9701
R1	0.9729	0.9729	0.9693	0.9707
PP	0.9685	0.9685	0.9685	0.9674
S1	0.9641	0.9641	0.9677	0.9619
S2	0.9597	0.9597	0.9669
S3	0.9509	0.9553	0.9661
S4	0.9421	0.9465	0.9637

Weekly Pivots for week ending 07-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0482	1.0332	0.9821
R3	1.0234	1.0084	0.9753
R2	0.9986	0.9986	0.9730
R1	0.9836	0.9836	0.9708	0.9787
PP	0.9738	0.9738	0.9738	0.9714
S1	0.9588	0.9588	0.9662	0.9539
S2	0.9490	0.9490	0.9640
S3	0.9242	0.9340	0.9617
S4	0.8994	0.9092	0.9549

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9889	0.9641	0.0248	2.6%	0.0078	0.8%	18%	False	True	6,212
10	0.9889	0.9641	0.0248	2.6%	0.0070	0.7%	18%	False	True	3,824
20	0.9889	0.9641	0.0248	2.6%	0.0071	0.7%	18%	False	True	2,200
40	0.9930	0.9512	0.0418	4.3%	0.0079	0.8%	41%	False	False	1,210
60	0.9930	0.9495	0.0435	4.5%	0.0068	0.7%	44%	False	False	833
80	1.0103	0.9495	0.0608	6.3%	0.0058	0.6%	31%	False	False	626
100	1.0293	0.9495	0.0798	8.2%	0.0048	0.5%	24%	False	False	501
120	1.0343	0.9495	0.0848	8.8%	0.0040	0.4%	22%	False	False	419

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	0.0012
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0103
2.618	0.9959
1.618	0.9871
1.000	0.9817
0.618	0.9783
HIGH	0.9729
0.618	0.9695
0.500	0.9685
0.382	0.9675
LOW	0.9641
0.618	0.9587
1.000	0.9553
1.618	0.9499
2.618	0.9411
4.250	0.9267

Fisher Pivots for day following 07-Mar-2014
Pivot	1 day	3 day
R1	0.9685	0.9719
PP	0.9685	0.9708
S1	0.9685	0.9696

Download as Excel Spreadsheet

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

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