CME Japanese Yen Future December 2014

Trading Metrics calculated at close of trading on 12-Aug-2014

Day Change Summary
	Previous	Current
	11-Aug-2014	12-Aug-2014	Change	Change %	Previous Week
Open	0.9802	0.9787	-0.0015	-0.2%	0.9754
High	0.9806	0.9800	-0.0006	-0.1%	0.9860
Low	0.9791	0.9779	-0.0012	-0.1%	0.9724
Close	0.9795	0.9793	-0.0002	0.0%	0.9809
Range	0.0015	0.0021	0.0006	40.0%	0.0136
ATR	0.0036	0.0035	-0.0001	-3.0%	0.0000
Volume	505	113	-392	-77.6%	1,890

Daily Pivots for day following 12-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9854	0.9844	0.9805
R3	0.9833	0.9823	0.9799
R2	0.9812	0.9812	0.9797
R1	0.9802	0.9802	0.9795	0.9807
PP	0.9791	0.9791	0.9791	0.9793
S1	0.9781	0.9781	0.9791	0.9786
S2	0.9770	0.9770	0.9789
S3	0.9749	0.9760	0.9787
S4	0.9728	0.9739	0.9781

Weekly Pivots for week ending 08-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0206	1.0143	0.9884
R3	1.0070	1.0007	0.9846
R2	0.9934	0.9934	0.9834
R1	0.9871	0.9871	0.9821	0.9903
PP	0.9798	0.9798	0.9798	0.9813
S1	0.9735	0.9735	0.9797	0.9767
S2	0.9662	0.9662	0.9784
S3	0.9526	0.9599	0.9772
S4	0.9390	0.9463	0.9734

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9860	0.9756	0.0104	1.1%	0.0045	0.5%	36%	False	False	422
10	0.9860	0.9717	0.0143	1.5%	0.0044	0.5%	53%	False	False	375
20	0.9900	0.9717	0.0183	1.9%	0.0033	0.3%	42%	False	False	279
40	0.9902	0.9717	0.0185	1.9%	0.0029	0.3%	41%	False	False	197
60	0.9930	0.9717	0.0213	2.2%	0.0028	0.3%	36%	False	False	138
80	0.9930	0.9717	0.0213	2.2%	0.0025	0.3%	36%	False	False	105
100	0.9930	0.9618	0.0312	3.2%	0.0023	0.2%	56%	False	False	85
120	0.9930	0.9618	0.0312	3.2%	0.0023	0.2%	56%	False	False	71

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 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9889
2.618	0.9855
1.618	0.9834
1.000	0.9821
0.618	0.9813
HIGH	0.9800
0.618	0.9792
0.500	0.9790
0.382	0.9787
LOW	0.9779
0.618	0.9766
1.000	0.9758
1.618	0.9745
2.618	0.9724
4.250	0.9690

Fisher Pivots for day following 12-Aug-2014
Pivot	1 day	3 day
R1	0.9792	0.9820
PP	0.9791	0.9811
S1	0.9790	0.9802

Download as Excel Spreadsheet

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

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