CME Japanese Yen Future June 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	0.9715	0.9737	0.0022	0.2%	0.9853
High	0.9756	0.9854	0.0098	1.0%	0.9889
Low	0.9704	0.9726	0.0022	0.2%	0.9641
Close	0.9743	0.9843	0.0100	1.0%	0.9685
Range	0.0052	0.0128	0.0076	146.2%	0.0248
ATR	0.0070	0.0074	0.0004	5.9%	0.0000
Volume	90,332	121,839	31,507	34.9%	31,063

Daily Pivots for day following 13-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0192	1.0145	0.9913
R3	1.0064	1.0017	0.9878
R2	0.9936	0.9936	0.9866
R1	0.9889	0.9889	0.9855	0.9913
PP	0.9808	0.9808	0.9808	0.9819
S1	0.9761	0.9761	0.9831	0.9785
S2	0.9680	0.9680	0.9820
S3	0.9552	0.9633	0.9808
S4	0.9424	0.9505	0.9773

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	0.9854	0.9641	0.0213	2.2%	0.0073	0.7%	95%	True	False	58,109
10	0.9889	0.9641	0.0248	2.5%	0.0074	0.8%	81%	False	False	31,726
20	0.9889	0.9641	0.0248	2.5%	0.0073	0.7%	81%	False	False	16,254
40	0.9930	0.9548	0.0382	3.9%	0.0077	0.8%	77%	False	False	8,265
60	0.9930	0.9495	0.0435	4.4%	0.0069	0.7%	80%	False	False	5,546
80	1.0050	0.9495	0.0555	5.6%	0.0061	0.6%	63%	False	False	4,162
100	1.0293	0.9495	0.0798	8.1%	0.0050	0.5%	44%	False	False	3,330
120	1.0343	0.9495	0.0848	8.6%	0.0043	0.4%	41%	False	False	2,776

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	0.0014
Widest range in 27 trading days

Fibonacci Retracements and Extensions
4.250	1.0398
2.618	1.0189
1.618	1.0061
1.000	0.9982
0.618	0.9933
HIGH	0.9854
0.618	0.9805
0.500	0.9790
0.382	0.9775
LOW	0.9726
0.618	0.9647
1.000	0.9598
1.618	0.9519
2.618	0.9391
4.250	0.9182

Fisher Pivots for day following 13-Mar-2014
Pivot	1 day	3 day
R1	0.9825	0.9817
PP	0.9808	0.9790
S1	0.9790	0.9764

Download as Excel Spreadsheet

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

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