CME Japanese Yen Future September 2014

Trading Metrics calculated at close of trading on 20-Nov-2013

Day Change Summary
	Previous	Current
	19-Nov-2013	20-Nov-2013	Change	Change %	Previous Week
Open	1.0003	1.0012	0.0009	0.1%	1.0101
High	1.0003	1.0012	0.0009	0.1%	1.0101
Low	1.0003	1.0012	0.0009	0.1%	0.9990
Close	1.0003	1.0012	0.0009	0.1%	1.0000
Range
ATR	0.0035	0.0033	-0.0002	-5.3%	0.0000
Volume	1	1	0	0.0%	20

Daily Pivots for day following 20-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0012	1.0012	1.0012
R3	1.0012	1.0012	1.0012
R2	1.0012	1.0012	1.0012
R1	1.0012	1.0012	1.0012	1.0012
PP	1.0012	1.0012	1.0012	1.0012
S1	1.0012	1.0012	1.0012	1.0012
S2	1.0012	1.0012	1.0012
S3	1.0012	1.0012	1.0012
S4	1.0012	1.0012	1.0012

Weekly Pivots for week ending 15-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0363	1.0293	1.0061
R3	1.0252	1.0182	1.0031
R2	1.0141	1.0141	1.0020
R1	1.0071	1.0071	1.0010	1.0051
PP	1.0030	1.0030	1.0030	1.0020
S1	0.9960	0.9960	0.9990	0.9940
S2	0.9919	0.9919	0.9980
S3	0.9808	0.9849	0.9969
S4	0.9697	0.9738	0.9939

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0018	0.9990	0.0028	0.3%	0.0002	0.0%	79%	False	False	2
10	1.0241	0.9990	0.0251	2.5%	0.0018	0.2%	9%	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	1.0012
2.618	1.0012
1.618	1.0012
1.000	1.0012
0.618	1.0012
HIGH	1.0012
0.618	1.0012
0.500	1.0012
0.382	1.0012
LOW	1.0012
0.618	1.0012
1.000	1.0012
1.618	1.0012
2.618	1.0012
4.250	1.0012

Fisher Pivots for day following 20-Nov-2013
Pivot	1 day	3 day
R1	1.0012	1.0011
PP	1.0012	1.0010
S1	1.0012	1.0010

Download as Excel Spreadsheet

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

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