CME Japanese Yen Future June 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	0.9822	0.9867	0.0045	0.5%	0.9699
High	0.9886	0.9878	-0.0008	-0.1%	0.9886
Low	0.9820	0.9821	0.0001	0.0%	0.9673
Close	0.9879	0.9835	-0.0044	-0.4%	0.9879
Range	0.0066	0.0057	-0.0009	-13.6%	0.0213
ATR	0.0074	0.0073	-0.0001	-1.5%	0.0000
Volume	200,078	106,634	-93,444	-46.7%	482,980

Daily Pivots for day following 17-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0016	0.9982	0.9866
R3	0.9959	0.9925	0.9851
R2	0.9902	0.9902	0.9845
R1	0.9868	0.9868	0.9840	0.9857
PP	0.9845	0.9845	0.9845	0.9839
S1	0.9811	0.9811	0.9830	0.9800
S2	0.9788	0.9788	0.9825
S3	0.9731	0.9754	0.9819
S4	0.9674	0.9697	0.9804

Weekly Pivots for week ending 14-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0452	1.0378	0.9996
R3	1.0239	1.0165	0.9938
R2	1.0026	1.0026	0.9918
R1	0.9952	0.9952	0.9899	0.9989
PP	0.9813	0.9813	0.9813	0.9831
S1	0.9739	0.9739	0.9859	0.9776
S2	0.9600	0.9600	0.9840
S3	0.9387	0.9526	0.9820
S4	0.9174	0.9313	0.9762

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9886	0.9673	0.0213	2.2%	0.0072	0.7%	76%	False	False	113,213
10	0.9886	0.9641	0.0245	2.5%	0.0073	0.7%	79%	False	False	61,872
20	0.9889	0.9641	0.0248	2.5%	0.0071	0.7%	78%	False	False	31,551
40	0.9930	0.9548	0.0382	3.9%	0.0078	0.8%	75%	False	False	15,927
60	0.9930	0.9495	0.0435	4.4%	0.0070	0.7%	78%	False	False	10,651
80	1.0050	0.9495	0.0555	5.6%	0.0063	0.6%	61%	False	False	7,996
100	1.0293	0.9495	0.0798	8.1%	0.0052	0.5%	43%	False	False	6,397
120	1.0343	0.9495	0.0848	8.6%	0.0044	0.4%	40%	False	False	5,332

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	1.0120
2.618	1.0027
1.618	0.9970
1.000	0.9935
0.618	0.9913
HIGH	0.9878
0.618	0.9856
0.500	0.9850
0.382	0.9843
LOW	0.9821
0.618	0.9786
1.000	0.9764
1.618	0.9729
2.618	0.9672
4.250	0.9579

Fisher Pivots for day following 17-Mar-2014
Pivot	1 day	3 day
R1	0.9850	0.9825
PP	0.9845	0.9816
S1	0.9840	0.9806

Download as Excel Spreadsheet

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

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