CME Japanese Yen Future September 2014

Trading Metrics calculated at close of trading on 18-Feb-2014

Day Change Summary
	Previous	Current
	14-Feb-2014	18-Feb-2014	Change	Change %	Previous Week
Open	0.9835	0.9866	0.0031	0.3%	0.9797
High	0.9835	0.9866	0.0031	0.3%	0.9840
Low	0.9828	0.9765	-0.0063	-0.6%	0.9756
Close	0.9828	0.9786	-0.0042	-0.4%	0.9828
Range	0.0007	0.0101	0.0094	1,342.9%	0.0084
ATR	0.0049	0.0053	0.0004	7.5%	0.0000
Volume	7	4	-3	-42.9%	17

Daily Pivots for day following 18-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0109	1.0048	0.9842
R3	1.0008	0.9947	0.9814
R2	0.9907	0.9907	0.9805
R1	0.9846	0.9846	0.9795	0.9826
PP	0.9806	0.9806	0.9806	0.9796
S1	0.9745	0.9745	0.9777	0.9725
S2	0.9705	0.9705	0.9767
S3	0.9604	0.9644	0.9758
S4	0.9503	0.9543	0.9730

Weekly Pivots for week ending 14-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0060	1.0028	0.9874
R3	0.9976	0.9944	0.9851
R2	0.9892	0.9892	0.9843
R1	0.9860	0.9860	0.9836	0.9876
PP	0.9808	0.9808	0.9808	0.9816
S1	0.9776	0.9776	0.9820	0.9792
S2	0.9724	0.9724	0.9813
S3	0.9640	0.9692	0.9805
S4	0.9556	0.9608	0.9782

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9866	0.9756	0.0110	1.1%	0.0035	0.4%	27%	True	False	3
10	0.9885	0.9756	0.0129	1.3%	0.0027	0.3%	23%	False	False	2
20	0.9931	0.9592	0.0339	3.5%	0.0024	0.2%	57%	False	False	2
40	0.9931	0.9515	0.0416	4.3%	0.0016	0.2%	65%	False	False	1
60	1.0012	0.9515	0.0497	5.1%	0.0014	0.1%	55%	False	False	1

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0000
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	1.0295
2.618	1.0130
1.618	1.0029
1.000	0.9967
0.618	0.9928
HIGH	0.9866
0.618	0.9827
0.500	0.9816
0.382	0.9804
LOW	0.9765
0.618	0.9703
1.000	0.9664
1.618	0.9602
2.618	0.9501
4.250	0.9336

Fisher Pivots for day following 18-Feb-2014
Pivot	1 day	3 day
R1	0.9816	0.9816
PP	0.9806	0.9806
S1	0.9796	0.9796

Download as Excel Spreadsheet

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

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