CME Japanese Yen Future September 2014

Trading Metrics calculated at close of trading on 13-May-2014

Day Change Summary
	Previous	Current
	12-May-2014	13-May-2014	Change	Change %	Previous Week
Open	0.9810	0.9795	-0.0015	-0.2%	0.9794
High	0.9818	0.9803	-0.0015	-0.2%	0.9865
Low	0.9796	0.9778	-0.0018	-0.2%	0.9794
Close	0.9796	0.9783	-0.0013	-0.1%	0.9832
Range	0.0022	0.0025	0.0003	13.6%	0.0071
ATR	0.0048	0.0047	-0.0002	-3.4%	0.0000
Volume	314	93	-221	-70.4%	2,879

Daily Pivots for day following 13-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9863	0.9848	0.9797
R3	0.9838	0.9823	0.9790
R2	0.9813	0.9813	0.9788
R1	0.9798	0.9798	0.9785	0.9793
PP	0.9788	0.9788	0.9788	0.9786
S1	0.9773	0.9773	0.9781	0.9768
S2	0.9763	0.9763	0.9778
S3	0.9738	0.9748	0.9776
S4	0.9713	0.9723	0.9769

Weekly Pivots for week ending 09-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0043	1.0009	0.9871
R3	0.9972	0.9938	0.9852
R2	0.9901	0.9901	0.9845
R1	0.9867	0.9867	0.9839	0.9884
PP	0.9830	0.9830	0.9830	0.9839
S1	0.9796	0.9796	0.9825	0.9813
S2	0.9759	0.9759	0.9819
S3	0.9688	0.9725	0.9812
S4	0.9617	0.9654	0.9793

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9865	0.9778	0.0087	0.9%	0.0033	0.3%	6%	False	True	435
10	0.9865	0.9700	0.0165	1.7%	0.0044	0.4%	50%	False	False	377
20	0.9865	0.9700	0.0165	1.7%	0.0041	0.4%	50%	False	False	287
40	0.9875	0.9595	0.0280	2.9%	0.0047	0.5%	67%	False	False	198
60	0.9892	0.9595	0.0297	3.0%	0.0043	0.4%	63%	False	False	136
80	0.9931	0.9592	0.0339	3.5%	0.0037	0.4%	56%	False	False	102
100	0.9931	0.9515	0.0416	4.3%	0.0031	0.3%	64%	False	False	82
120	1.0012	0.9515	0.0497	5.1%	0.0028	0.3%	54%	False	False	69

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	0.0007
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9909
2.618	0.9868
1.618	0.9843
1.000	0.9828
0.618	0.9818
HIGH	0.9803
0.618	0.9793
0.500	0.9791
0.382	0.9788
LOW	0.9778
0.618	0.9763
1.000	0.9753
1.618	0.9738
2.618	0.9713
4.250	0.9672

Fisher Pivots for day following 13-May-2014
Pivot	1 day	3 day
R1	0.9791	0.9814
PP	0.9788	0.9804
S1	0.9786	0.9793

Download as Excel Spreadsheet

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

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