CME Japanese Yen Future September 2014

Trading Metrics calculated at close of trading on 01-Apr-2014

Day Change Summary
	Previous	Current
	31-Mar-2014	01-Apr-2014	Change	Change %	Previous Week
Open	0.9718	0.9695	-0.0023	-0.2%	0.9771
High	0.9723	0.9695	-0.0028	-0.3%	0.9839
Low	0.9684	0.9647	-0.0037	-0.4%	0.9720
Close	0.9697	0.9651	-0.0046	-0.5%	0.9736
Range	0.0039	0.0048	0.0009	23.1%	0.0119
ATR	0.0052	0.0051	0.0000	-0.2%	0.0000
Volume	195	148	-47	-24.1%	322

Daily Pivots for day following 01-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9808	0.9778	0.9677
R3	0.9760	0.9730	0.9664
R2	0.9712	0.9712	0.9660
R1	0.9682	0.9682	0.9655	0.9673
PP	0.9664	0.9664	0.9664	0.9660
S1	0.9634	0.9634	0.9647	0.9625
S2	0.9616	0.9616	0.9642
S3	0.9568	0.9586	0.9638
S4	0.9520	0.9538	0.9625

Weekly Pivots for week ending 28-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0122	1.0048	0.9801
R3	1.0003	0.9929	0.9769
R2	0.9884	0.9884	0.9758
R1	0.9810	0.9810	0.9747	0.9788
PP	0.9765	0.9765	0.9765	0.9754
S1	0.9691	0.9691	0.9725	0.9669
S2	0.9646	0.9646	0.9714
S3	0.9527	0.9572	0.9703
S4	0.9408	0.9453	0.9671

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9839	0.9647	0.0192	2.0%	0.0057	0.6%	2%	False	True	115
10	0.9871	0.9647	0.0224	2.3%	0.0052	0.5%	2%	False	True	85
20	0.9892	0.9647	0.0245	2.5%	0.0044	0.5%	2%	False	True	51
40	0.9892	0.9647	0.0245	2.5%	0.0036	0.4%	2%	False	True	28
60	0.9931	0.9555	0.0376	3.9%	0.0029	0.3%	26%	False	False	19
80	0.9931	0.9515	0.0416	4.3%	0.0024	0.3%	33%	False	False	15
100	1.0241	0.9515	0.0726	7.5%	0.0022	0.2%	19%	False	False	12

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	0.9899
2.618	0.9821
1.618	0.9773
1.000	0.9743
0.618	0.9725
HIGH	0.9695
0.618	0.9677
0.500	0.9671
0.382	0.9665
LOW	0.9647
0.618	0.9617
1.000	0.9599
1.618	0.9569
2.618	0.9521
4.250	0.9443

Fisher Pivots for day following 01-Apr-2014
Pivot	1 day	3 day
R1	0.9671	0.9725
PP	0.9664	0.9700
S1	0.9658	0.9676

Download as Excel Spreadsheet

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

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