CME Japanese Yen Future September 2014

Trading Metrics calculated at close of trading on 25-Mar-2014

Day Change Summary
	Previous	Current
	24-Mar-2014	25-Mar-2014	Change	Change %	Previous Week
Open	0.9771	0.9791	0.0020	0.2%	0.9865
High	0.9797	0.9798	0.0001	0.0%	0.9871
Low	0.9763	0.9767	0.0004	0.0%	0.9763
Close	0.9791	0.9788	-0.0003	0.0%	0.9792
Range	0.0034	0.0031	-0.0003	-8.8%	0.0108
ATR	0.0049	0.0048	-0.0001	-2.6%	0.0000
Volume	50	39	-11	-22.0%	204

Daily Pivots for day following 25-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9877	0.9864	0.9805
R3	0.9846	0.9833	0.9797
R2	0.9815	0.9815	0.9794
R1	0.9802	0.9802	0.9791	0.9793
PP	0.9784	0.9784	0.9784	0.9780
S1	0.9771	0.9771	0.9785	0.9762
S2	0.9753	0.9753	0.9782
S3	0.9722	0.9740	0.9779
S4	0.9691	0.9709	0.9771

Weekly Pivots for week ending 21-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0133	1.0070	0.9851
R3	1.0025	0.9962	0.9822
R2	0.9917	0.9917	0.9812
R1	0.9854	0.9854	0.9802	0.9832
PP	0.9809	0.9809	0.9809	0.9797
S1	0.9746	0.9746	0.9782	0.9724
S2	0.9701	0.9701	0.9772
S3	0.9593	0.9638	0.9762
S4	0.9485	0.9530	0.9733

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9871	0.9763	0.0108	1.1%	0.0047	0.5%	23%	False	False	56
10	0.9892	0.9728	0.0164	1.7%	0.0048	0.5%	37%	False	False	40
20	0.9892	0.9672	0.0220	2.2%	0.0037	0.4%	53%	False	False	24
40	0.9931	0.9672	0.0259	2.6%	0.0033	0.3%	45%	False	False	14
60	0.9931	0.9515	0.0416	4.3%	0.0025	0.3%	66%	False	False	9
80	0.9931	0.9515	0.0416	4.3%	0.0021	0.2%	66%	False	False	7
100	1.0241	0.9515	0.0726	7.4%	0.0019	0.2%	38%	False	False	6

Crabel Price Patterns
NR	True
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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0004
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9930
2.618	0.9879
1.618	0.9848
1.000	0.9829
0.618	0.9817
HIGH	0.9798
0.618	0.9786
0.500	0.9783
0.382	0.9779
LOW	0.9767
0.618	0.9748
1.000	0.9736
1.618	0.9717
2.618	0.9686
4.250	0.9635

Fisher Pivots for day following 25-Mar-2014
Pivot	1 day	3 day
R1	0.9786	0.9788
PP	0.9784	0.9788
S1	0.9783	0.9788

Download as Excel Spreadsheet

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

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