CME Japanese Yen Future September 2014

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

Day Change Summary
	Previous	Current
	08-Apr-2014	09-Apr-2014	Change	Change %	Previous Week
Open	0.9709	0.9818	0.0109	1.1%	0.9718
High	0.9855	0.9835	-0.0020	-0.2%	0.9723
Low	0.9709	0.9801	0.0092	0.9%	0.9595
Close	0.9847	0.9835	-0.0012	-0.1%	0.9694
Range	0.0146	0.0034	-0.0112	-76.7%	0.0128
ATR	0.0056	0.0055	-0.0001	-1.3%	0.0000
Volume	252	342	90	35.7%	656

Daily Pivots for day following 09-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9926	0.9914	0.9854
R3	0.9892	0.9880	0.9844
R2	0.9858	0.9858	0.9841
R1	0.9846	0.9846	0.9838	0.9852
PP	0.9824	0.9824	0.9824	0.9827
S1	0.9812	0.9812	0.9832	0.9818
S2	0.9790	0.9790	0.9829
S3	0.9756	0.9778	0.9826
S4	0.9722	0.9744	0.9816

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	0.9855	0.9595	0.0260	2.6%	0.0064	0.7%	92%	False	False	181
10	0.9855	0.9595	0.0260	2.6%	0.0058	0.6%	92%	False	False	144
20	0.9892	0.9595	0.0297	3.0%	0.0054	0.6%	81%	False	False	95
40	0.9892	0.9595	0.0297	3.0%	0.0041	0.4%	81%	False	False	52
60	0.9931	0.9575	0.0356	3.6%	0.0033	0.3%	73%	False	False	35
80	0.9931	0.9515	0.0416	4.2%	0.0027	0.3%	77%	False	False	27
100	1.0018	0.9515	0.0503	5.1%	0.0023	0.2%	64%	False	False	22

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0003
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9980
2.618	0.9924
1.618	0.9890
1.000	0.9869
0.618	0.9856
HIGH	0.9835
0.618	0.9822
0.500	0.9818
0.382	0.9814
LOW	0.9801
0.618	0.9780
1.000	0.9767
1.618	0.9746
2.618	0.9712
4.250	0.9657

Fisher Pivots for day following 09-Apr-2014
Pivot	1 day	3 day
R1	0.9829	0.9813
PP	0.9824	0.9792
S1	0.9818	0.9770

Download as Excel Spreadsheet

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

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