CME Japanese Yen Future September 2014

Trading Metrics calculated at close of trading on 31-Mar-2014

Day Change Summary
	Previous	Current
	28-Mar-2014	31-Mar-2014	Change	Change %	Previous Week
Open	0.9796	0.9718	-0.0078	-0.8%	0.9771
High	0.9803	0.9723	-0.0080	-0.8%	0.9839
Low	0.9720	0.9684	-0.0036	-0.4%	0.9720
Close	0.9736	0.9697	-0.0039	-0.4%	0.9736
Range	0.0083	0.0039	-0.0044	-53.0%	0.0119
ATR	0.0052	0.0052	0.0000	0.1%	0.0000
Volume	93	195	102	109.7%	322

Daily Pivots for day following 31-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9818	0.9797	0.9718
R3	0.9779	0.9758	0.9708
R2	0.9740	0.9740	0.9704
R1	0.9719	0.9719	0.9701	0.9710
PP	0.9701	0.9701	0.9701	0.9697
S1	0.9680	0.9680	0.9693	0.9671
S2	0.9662	0.9662	0.9690
S3	0.9623	0.9641	0.9686
S4	0.9584	0.9602	0.9676

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	0.9684	0.0155	1.6%	0.0054	0.6%	8%	False	True	93
10	0.9871	0.9684	0.0187	1.9%	0.0052	0.5%	7%	False	True	71
20	0.9892	0.9672	0.0220	2.3%	0.0045	0.5%	11%	False	False	45
40	0.9931	0.9672	0.0259	2.7%	0.0035	0.4%	10%	False	False	24
60	0.9931	0.9555	0.0376	3.9%	0.0028	0.3%	38%	False	False	16
80	0.9931	0.9515	0.0416	4.3%	0.0024	0.2%	44%	False	False	13
100	1.0241	0.9515	0.0726	7.5%	0.0021	0.2%	25%	False	False	10

Crabel Price Patterns
NR	True
NR4	True
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	0.0007
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9889
2.618	0.9825
1.618	0.9786
1.000	0.9762
0.618	0.9747
HIGH	0.9723
0.618	0.9708
0.500	0.9704
0.382	0.9699
LOW	0.9684
0.618	0.9660
1.000	0.9645
1.618	0.9621
2.618	0.9582
4.250	0.9518

Fisher Pivots for day following 31-Mar-2014
Pivot	1 day	3 day
R1	0.9704	0.9762
PP	0.9701	0.9740
S1	0.9699	0.9719

Download as Excel Spreadsheet

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

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