CME Japanese Yen Future September 2014

Trading Metrics calculated at close of trading on 11-Apr-2014

Day Change Summary
	Previous	Current
	10-Apr-2014	11-Apr-2014	Change	Change %	Previous Week
Open	0.9802	0.9863	0.0061	0.6%	0.9687
High	0.9875	0.9870	-0.0005	-0.1%	0.9875
Low	0.9802	0.9832	0.0030	0.3%	0.9685
Close	0.9865	0.9853	-0.0012	-0.1%	0.9853
Range	0.0073	0.0038	-0.0035	-47.9%	0.0190
ATR	0.0057	0.0055	-0.0001	-2.4%	0.0000
Volume	69	198	129	187.0%	944

Daily Pivots for day following 11-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9966	0.9947	0.9874
R3	0.9928	0.9909	0.9863
R2	0.9890	0.9890	0.9860
R1	0.9871	0.9871	0.9856	0.9862
PP	0.9852	0.9852	0.9852	0.9847
S1	0.9833	0.9833	0.9850	0.9824
S2	0.9814	0.9814	0.9846
S3	0.9776	0.9795	0.9843
S4	0.9738	0.9757	0.9832

Weekly Pivots for week ending 11-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0374	1.0304	0.9958
R3	1.0184	1.0114	0.9905
R2	0.9994	0.9994	0.9888
R1	0.9924	0.9924	0.9870	0.9959
PP	0.9804	0.9804	0.9804	0.9822
S1	0.9734	0.9734	0.9836	0.9769
S2	0.9614	0.9614	0.9818
S3	0.9424	0.9544	0.9801
S4	0.9234	0.9354	0.9749

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9875	0.9685	0.0190	1.9%	0.0065	0.7%	88%	False	False	188
10	0.9875	0.9595	0.0280	2.8%	0.0054	0.5%	92%	False	False	160
20	0.9875	0.9595	0.0280	2.8%	0.0053	0.5%	92%	False	False	106
40	0.9892	0.9595	0.0297	3.0%	0.0043	0.4%	87%	False	False	59
60	0.9931	0.9592	0.0339	3.4%	0.0035	0.4%	77%	False	False	40
80	0.9931	0.9515	0.0416	4.2%	0.0028	0.3%	81%	False	False	30
100	1.0016	0.9515	0.0501	5.1%	0.0024	0.2%	67%	False	False	24

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	1.0032
2.618	0.9969
1.618	0.9931
1.000	0.9908
0.618	0.9893
HIGH	0.9870
0.618	0.9855
0.500	0.9851
0.382	0.9847
LOW	0.9832
0.618	0.9809
1.000	0.9794
1.618	0.9771
2.618	0.9733
4.250	0.9671

Fisher Pivots for day following 11-Apr-2014
Pivot	1 day	3 day
R1	0.9852	0.9848
PP	0.9852	0.9843
S1	0.9851	0.9838

Download as Excel Spreadsheet

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

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