CME Japanese Yen Future September 2014

Trading Metrics calculated at close of trading on 20-Mar-2014

Day Change Summary
	Previous	Current
	19-Mar-2014	20-Mar-2014	Change	Change %	Previous Week
Open	0.9871	0.9777	-0.0094	-1.0%	0.9672
High	0.9871	0.9790	-0.0081	-0.8%	0.9892
Low	0.9763	0.9764	0.0001	0.0%	0.9672
Close	0.9766	0.9770	0.0004	0.0%	0.9885
Range	0.0108	0.0026	-0.0082	-75.9%	0.0220
ATR	0.0053	0.0051	-0.0002	-3.6%	0.0000
Volume	14	71	57	407.1%	130

Daily Pivots for day following 20-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9853	0.9837	0.9784
R3	0.9827	0.9811	0.9777
R2	0.9801	0.9801	0.9775
R1	0.9785	0.9785	0.9772	0.9780
PP	0.9775	0.9775	0.9775	0.9772
S1	0.9759	0.9759	0.9768	0.9754
S2	0.9749	0.9749	0.9765
S3	0.9723	0.9733	0.9763
S4	0.9697	0.9707	0.9756

Weekly Pivots for week ending 14-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0476	1.0401	1.0006
R3	1.0256	1.0181	0.9946
R2	1.0036	1.0036	0.9925
R1	0.9961	0.9961	0.9905	0.9999
PP	0.9816	0.9816	0.9816	0.9835
S1	0.9741	0.9741	0.9865	0.9779
S2	0.9596	0.9596	0.9845
S3	0.9376	0.9521	0.9825
S4	0.9156	0.9301	0.9764

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9892	0.9763	0.0129	1.3%	0.0056	0.6%	5%	False	False	25
10	0.9892	0.9672	0.0220	2.3%	0.0046	0.5%	45%	False	False	25
20	0.9892	0.9672	0.0220	2.3%	0.0035	0.4%	45%	False	False	15
40	0.9931	0.9672	0.0259	2.7%	0.0031	0.3%	38%	False	False	9
60	0.9931	0.9515	0.0416	4.3%	0.0023	0.2%	61%	False	False	6
80	0.9931	0.9515	0.0416	4.3%	0.0020	0.2%	61%	False	False	5
100	1.0298	0.9515	0.0783	8.0%	0.0018	0.2%	33%	False	False	4

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0002
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.9901
2.618	0.9858
1.618	0.9832
1.000	0.9816
0.618	0.9806
HIGH	0.9790
0.618	0.9780
0.500	0.9777
0.382	0.9774
LOW	0.9764
0.618	0.9748
1.000	0.9738
1.618	0.9722
2.618	0.9696
4.250	0.9654

Fisher Pivots for day following 20-Mar-2014
Pivot	1 day	3 day
R1	0.9777	0.9817
PP	0.9775	0.9801
S1	0.9772	0.9786

Download as Excel Spreadsheet

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

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