CME Japanese Yen Future December 2014

Trading Metrics calculated at close of trading on 24-Feb-2014

Day Change Summary
	Previous	Current
	21-Feb-2014	24-Feb-2014	Change	Change %	Previous Week
Open	0.9773	0.9775	0.0002	0.0%	0.9769
High	0.9773	0.9775	0.0002	0.0%	0.9794
Low	0.9773	0.9775	0.0002	0.0%	0.9769
Close	0.9773	0.9775	0.0002	0.0%	0.9773
Range
ATR	0.0048	0.0045	-0.0003	-6.8%	0.0000
Volume	1	1	0	0.0%	4

Daily Pivots for day following 24-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9775	0.9775	0.9775
R3	0.9775	0.9775	0.9775
R2	0.9775	0.9775	0.9775
R1	0.9775	0.9775	0.9775	0.9775
PP	0.9775	0.9775	0.9775	0.9775
S1	0.9775	0.9775	0.9775	0.9775
S2	0.9775	0.9775	0.9775
S3	0.9775	0.9775	0.9775
S4	0.9775	0.9775	0.9775

Weekly Pivots for week ending 21-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9854	0.9838	0.9787
R3	0.9829	0.9813	0.9780
R2	0.9804	0.9804	0.9778
R1	0.9788	0.9788	0.9775	0.9796
PP	0.9779	0.9779	0.9779	0.9783
S1	0.9763	0.9763	0.9771	0.9771
S2	0.9754	0.9754	0.9768
S3	0.9729	0.9738	0.9766
S4	0.9704	0.9713	0.9759

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9794	0.9769	0.0025	0.3%	0.0005	0.0%	24%	False	False	1
10	0.9836	0.9764	0.0072	0.7%	0.0002	0.0%	15%	False	False	1

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	0.9775
2.618	0.9775
1.618	0.9775
1.000	0.9775
0.618	0.9775
HIGH	0.9775
0.618	0.9775
0.500	0.9775
0.382	0.9775
LOW	0.9775
0.618	0.9775
1.000	0.9775
1.618	0.9775
2.618	0.9775
4.250	0.9775

Fisher Pivots for day following 24-Feb-2014
Pivot	1 day	3 day
R1	0.9775	0.9784
PP	0.9775	0.9781
S1	0.9775	0.9778

Download as Excel Spreadsheet

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

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