CME Japanese Yen Future June 2014

Trading Metrics calculated at close of trading on 11-Mar-2014

Day Change Summary
	Previous	Current
	10-Mar-2014	11-Mar-2014	Change	Change %	Previous Week
Open	0.9699	0.9688	-0.0011	-0.1%	0.9853
High	0.9719	0.9728	0.0009	0.1%	0.9889
Low	0.9676	0.9673	-0.0003	0.0%	0.9641
Close	0.9695	0.9722	0.0027	0.3%	0.9685
Range	0.0043	0.0055	0.0012	27.9%	0.0248
ATR	0.0073	0.0072	-0.0001	-1.7%	0.0000
Volume	23,546	47,185	23,639	100.4%	31,063

Daily Pivots for day following 11-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9873	0.9852	0.9752
R3	0.9818	0.9797	0.9737
R2	0.9763	0.9763	0.9732
R1	0.9742	0.9742	0.9727	0.9753
PP	0.9708	0.9708	0.9708	0.9713
S1	0.9687	0.9687	0.9717	0.9698
S2	0.9653	0.9653	0.9712
S3	0.9598	0.9632	0.9707
S4	0.9543	0.9577	0.9692

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	0.9797	0.9641	0.0156	1.6%	0.0070	0.7%	52%	False	False	19,270
10	0.9889	0.9641	0.0248	2.6%	0.0068	0.7%	33%	False	False	10,808
20	0.9889	0.9641	0.0248	2.6%	0.0068	0.7%	33%	False	False	5,695
40	0.9930	0.9548	0.0382	3.9%	0.0077	0.8%	46%	False	False	2,971
60	0.9930	0.9495	0.0435	4.5%	0.0068	0.7%	52%	False	False	2,011
80	1.0078	0.9495	0.0583	6.0%	0.0059	0.6%	39%	False	False	1,510
100	1.0293	0.9495	0.0798	8.2%	0.0049	0.5%	28%	False	False	1,209
120	1.0343	0.9495	0.0848	8.7%	0.0041	0.4%	27%	False	False	1,008

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9962
2.618	0.9872
1.618	0.9817
1.000	0.9783
0.618	0.9762
HIGH	0.9728
0.618	0.9707
0.500	0.9701
0.382	0.9694
LOW	0.9673
0.618	0.9639
1.000	0.9618
1.618	0.9584
2.618	0.9529
4.250	0.9439

Fisher Pivots for day following 11-Mar-2014
Pivot	1 day	3 day
R1	0.9715	0.9710
PP	0.9708	0.9697
S1	0.9701	0.9685

Download as Excel Spreadsheet

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

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