CME Japanese Yen Future September 2014

Trading Metrics calculated at close of trading on 13-Nov-2013

Day Change Summary
	Previous	Current
	12-Nov-2013	13-Nov-2013	Change	Change %	Previous Week
Open	1.0057	1.0087	0.0030	0.3%	1.0172
High	1.0057	1.0087	0.0030	0.3%	1.0241
Low	1.0057	1.0087	0.0030	0.3%	1.0110
Close	1.0057	1.0087	0.0030	0.3%	1.0110
Range
ATR	0.0038	0.0037	-0.0001	-1.4%	0.0000
Volume	4	4	0	0.0%	7

Daily Pivots for day following 13-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0087	1.0087	1.0087
R3	1.0087	1.0087	1.0087
R2	1.0087	1.0087	1.0087
R1	1.0087	1.0087	1.0087	1.0087
PP	1.0087	1.0087	1.0087	1.0087
S1	1.0087	1.0087	1.0087	1.0087
S2	1.0087	1.0087	1.0087
S3	1.0087	1.0087	1.0087
S4	1.0087	1.0087	1.0087

Weekly Pivots for week ending 08-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0547	1.0459	1.0182
R3	1.0416	1.0328	1.0146
R2	1.0285	1.0285	1.0134
R1	1.0197	1.0197	1.0122	1.0176
PP	1.0154	1.0154	1.0154	1.0143
S1	1.0066	1.0066	1.0098	1.0045
S2	1.0023	1.0023	1.0086
S3	0.9892	0.9935	1.0074
S4	0.9761	0.9804	1.0038

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0241	1.0057	0.0184	1.8%	0.0034	0.3%	16%	False	False	3
10	1.0241	1.0057	0.0184	1.8%	0.0017	0.2%	16%	False	False	2

Crabel Price Patterns
NR	False
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	0.0000

Fibonacci Retracements and Extensions
4.250	1.0087
2.618	1.0087
1.618	1.0087
1.000	1.0087
0.618	1.0087
HIGH	1.0087
0.618	1.0087
0.500	1.0087
0.382	1.0087
LOW	1.0087
0.618	1.0087
1.000	1.0087
1.618	1.0087
2.618	1.0087
4.250	1.0087

Fisher Pivots for day following 13-Nov-2013
Pivot	1 day	3 day
R1	1.0087	1.0084
PP	1.0087	1.0082
S1	1.0087	1.0079

Download as Excel Spreadsheet

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

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