CME Japanese Yen Future September 2014

Trading Metrics calculated at close of trading on 04-Apr-2014

Day Change Summary
	Previous	Current
	03-Apr-2014	04-Apr-2014	Change	Change %	Previous Week
Open	0.9640	0.9631	-0.0009	-0.1%	0.9718
High	0.9640	0.9694	0.0054	0.6%	0.9723
Low	0.9595	0.9631	0.0036	0.4%	0.9595
Close	0.9631	0.9694	0.0063	0.7%	0.9694
Range	0.0045	0.0063	0.0018	40.0%	0.0128
ATR	0.0049	0.0050	0.0001	2.0%	0.0000
Volume	127	105	-22	-17.3%	656

Daily Pivots for day following 04-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9862	0.9841	0.9729
R3	0.9799	0.9778	0.9711
R2	0.9736	0.9736	0.9706
R1	0.9715	0.9715	0.9700	0.9726
PP	0.9673	0.9673	0.9673	0.9678
S1	0.9652	0.9652	0.9688	0.9663
S2	0.9610	0.9610	0.9682
S3	0.9547	0.9589	0.9677
S4	0.9484	0.9526	0.9659

Weekly Pivots for week ending 04-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0055	1.0002	0.9764
R3	0.9927	0.9874	0.9729
R2	0.9799	0.9799	0.9717
R1	0.9746	0.9746	0.9706	0.9709
PP	0.9671	0.9671	0.9671	0.9652
S1	0.9618	0.9618	0.9682	0.9581
S2	0.9543	0.9543	0.9671
S3	0.9415	0.9490	0.9659
S4	0.9287	0.9362	0.9624

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9723	0.9595	0.0128	1.3%	0.0043	0.4%	77%	False	False	131
10	0.9839	0.9595	0.0244	2.5%	0.0048	0.5%	41%	False	False	97
20	0.9892	0.9595	0.0297	3.1%	0.0047	0.5%	33%	False	False	65
40	0.9892	0.9595	0.0297	3.1%	0.0037	0.4%	33%	False	False	35
60	0.9931	0.9560	0.0371	3.8%	0.0030	0.3%	36%	False	False	24
80	0.9931	0.9515	0.0416	4.3%	0.0025	0.3%	43%	False	False	18
100	1.0101	0.9515	0.0586	6.0%	0.0021	0.2%	31%	False	False	15

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0004
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9962
2.618	0.9859
1.618	0.9796
1.000	0.9757
0.618	0.9733
HIGH	0.9694
0.618	0.9670
0.500	0.9663
0.382	0.9655
LOW	0.9631
0.618	0.9592
1.000	0.9568
1.618	0.9529
2.618	0.9466
4.250	0.9363

Fisher Pivots for day following 04-Apr-2014
Pivot	1 day	3 day
R1	0.9684	0.9678
PP	0.9673	0.9661
S1	0.9663	0.9645

Download as Excel Spreadsheet

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

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