CME Japanese Yen Future December 2014

Trading Metrics calculated at close of trading on 09-Oct-2014

Day Change Summary
	Previous	Current
	08-Oct-2014	09-Oct-2014	Change	Change %	Previous Week
Open	0.9255	0.9251	-0.0004	0.0%	0.9150
High	0.9285	0.9304	0.0019	0.2%	0.9263
Low	0.9200	0.9236	0.0036	0.4%	0.9088
Close	0.9250	0.9283	0.0033	0.4%	0.9107
Range	0.0085	0.0068	-0.0017	-20.0%	0.0175
ATR	0.0077	0.0076	-0.0001	-0.8%	0.0000
Volume	247,529	232,917	-14,612	-5.9%	1,035,002

Daily Pivots for day following 09-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9478	0.9449	0.9320
R3	0.9410	0.9381	0.9302
R2	0.9342	0.9342	0.9295
R1	0.9313	0.9313	0.9289	0.9328
PP	0.9274	0.9274	0.9274	0.9282
S1	0.9245	0.9245	0.9277	0.9260
S2	0.9206	0.9206	0.9271
S3	0.9138	0.9177	0.9264
S4	0.9070	0.9109	0.9246

Weekly Pivots for week ending 03-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9678	0.9567	0.9203
R3	0.9503	0.9392	0.9155
R2	0.9328	0.9328	0.9139
R1	0.9217	0.9217	0.9123	0.9185
PP	0.9153	0.9153	0.9153	0.9137
S1	0.9042	0.9042	0.9091	0.9010
S2	0.8978	0.8978	0.9075
S3	0.8803	0.8867	0.9059
S4	0.8628	0.8692	0.9011

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9304	0.9103	0.0201	2.2%	0.0101	1.1%	90%	True	False	210,417
10	0.9304	0.9088	0.0216	2.3%	0.0091	1.0%	90%	True	False	205,748
20	0.9369	0.9088	0.0281	3.0%	0.0075	0.8%	69%	False	False	176,427
40	0.9796	0.9088	0.0708	7.6%	0.0064	0.7%	28%	False	False	98,064
60	0.9900	0.9088	0.0812	8.7%	0.0054	0.6%	24%	False	False	65,475
80	0.9902	0.9088	0.0814	8.8%	0.0047	0.5%	24%	False	False	49,136
100	0.9930	0.9088	0.0842	9.1%	0.0042	0.5%	23%	False	False	39,313
120	0.9930	0.9088	0.0842	9.1%	0.0038	0.4%	23%	False	False	32,762

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0022
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.9593
2.618	0.9482
1.618	0.9414
1.000	0.9372
0.618	0.9346
HIGH	0.9304
0.618	0.9278
0.500	0.9270
0.382	0.9262
LOW	0.9236
0.618	0.9194
1.000	0.9168
1.618	0.9126
2.618	0.9058
4.250	0.8947

Fisher Pivots for day following 09-Oct-2014
Pivot	1 day	3 day
R1	0.9279	0.9266
PP	0.9274	0.9249
S1	0.9270	0.9232

Download as Excel Spreadsheet

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

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