CME Japanese Yen Future December 2014

Trading Metrics calculated at close of trading on 03-Apr-2014

Day Change Summary
	Previous	Current
	02-Apr-2014	03-Apr-2014	Change	Change %	Previous Week
Open	0.9652	0.9640	-0.0012	-0.1%	0.9774
High	0.9652	0.9640	-0.0012	-0.1%	0.9814
Low	0.9652	0.9618	-0.0034	-0.4%	0.9744
Close	0.9652	0.9639	-0.0013	-0.1%	0.9744
Range	0.0000	0.0022	0.0022		0.0070
ATR	0.0035	0.0035	0.0000	-0.3%	0.0000
Volume	3	3	0	0.0%	30

Daily Pivots for day following 03-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9698	0.9691	0.9651
R3	0.9676	0.9669	0.9645
R2	0.9654	0.9654	0.9643
R1	0.9647	0.9647	0.9641	0.9640
PP	0.9632	0.9632	0.9632	0.9629
S1	0.9625	0.9625	0.9637	0.9618
S2	0.9610	0.9610	0.9635
S3	0.9588	0.9603	0.9633
S4	0.9566	0.9581	0.9627

Weekly Pivots for week ending 28-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9977	0.9931	0.9783
R3	0.9907	0.9861	0.9763
R2	0.9837	0.9837	0.9757
R1	0.9791	0.9791	0.9750	0.9779
PP	0.9767	0.9767	0.9767	0.9762
S1	0.9721	0.9721	0.9738	0.9709
S2	0.9697	0.9697	0.9731
S3	0.9627	0.9651	0.9725
S4	0.9557	0.9581	0.9706

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9744	0.9618	0.0126	1.3%	0.0013	0.1%	17%	False	True	3
10	0.9814	0.9618	0.0196	2.0%	0.0009	0.1%	11%	False	True	4
20	0.9892	0.9618	0.0274	2.8%	0.0019	0.2%	8%	False	True	4
40	0.9892	0.9618	0.0274	2.8%	0.0013	0.1%	8%	False	True	4

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9734
2.618	0.9698
1.618	0.9676
1.000	0.9662
0.618	0.9654
HIGH	0.9640
0.618	0.9632
0.500	0.9629
0.382	0.9626
LOW	0.9618
0.618	0.9604
1.000	0.9596
1.618	0.9582
2.618	0.9560
4.250	0.9525

Fisher Pivots for day following 03-Apr-2014
Pivot	1 day	3 day
R1	0.9636	0.9660
PP	0.9632	0.9653
S1	0.9629	0.9646

Download as Excel Spreadsheet

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

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