CME Japanese Yen Future September 2014

Trading Metrics calculated at close of trading on 28-Mar-2014

Day Change Summary
	Previous	Current
	27-Mar-2014	28-Mar-2014	Change	Change %	Previous Week
Open	0.9839	0.9796	-0.0043	-0.4%	0.9771
High	0.9839	0.9803	-0.0036	-0.4%	0.9839
Low	0.9772	0.9720	-0.0052	-0.5%	0.9720
Close	0.9796	0.9736	-0.0060	-0.6%	0.9736
Range	0.0067	0.0083	0.0016	23.9%	0.0119
ATR	0.0049	0.0052	0.0002	4.9%	0.0000
Volume	14	93	79	564.3%	322

Daily Pivots for day following 28-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0002	0.9952	0.9782
R3	0.9919	0.9869	0.9759
R2	0.9836	0.9836	0.9751
R1	0.9786	0.9786	0.9744	0.9770
PP	0.9753	0.9753	0.9753	0.9745
S1	0.9703	0.9703	0.9728	0.9687
S2	0.9670	0.9670	0.9721
S3	0.9587	0.9620	0.9713
S4	0.9504	0.9537	0.9690

Weekly Pivots for week ending 28-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0122	1.0048	0.9801
R3	1.0003	0.9929	0.9769
R2	0.9884	0.9884	0.9758
R1	0.9810	0.9810	0.9747	0.9788
PP	0.9765	0.9765	0.9765	0.9754
S1	0.9691	0.9691	0.9725	0.9669
S2	0.9646	0.9646	0.9714
S3	0.9527	0.9572	0.9703
S4	0.9408	0.9453	0.9671

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9839	0.9720	0.0119	1.2%	0.0053	0.5%	13%	False	True	64
10	0.9871	0.9720	0.0151	1.6%	0.0052	0.5%	11%	False	True	52
20	0.9892	0.9672	0.0220	2.3%	0.0044	0.4%	29%	False	False	36
40	0.9931	0.9672	0.0259	2.7%	0.0035	0.4%	25%	False	False	19
60	0.9931	0.9555	0.0376	3.9%	0.0028	0.3%	48%	False	False	13
80	0.9931	0.9515	0.0416	4.3%	0.0024	0.2%	53%	False	False	10
100	1.0241	0.9515	0.0726	7.5%	0.0021	0.2%	30%	False	False	9

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0006
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1.0156
2.618	1.0020
1.618	0.9937
1.000	0.9886
0.618	0.9854
HIGH	0.9803
0.618	0.9771
0.500	0.9762
0.382	0.9752
LOW	0.9720
0.618	0.9669
1.000	0.9637
1.618	0.9586
2.618	0.9503
4.250	0.9367

Fisher Pivots for day following 28-Mar-2014
Pivot	1 day	3 day
R1	0.9762	0.9780
PP	0.9753	0.9765
S1	0.9745	0.9751

Download as Excel Spreadsheet

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

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