CME Japanese Yen Future September 2014

Trading Metrics calculated at close of trading on 15-Apr-2014

Day Change Summary
	Previous	Current
	14-Apr-2014	15-Apr-2014	Change	Change %	Previous Week
Open	0.9851	0.9828	-0.0023	-0.2%	0.9687
High	0.9865	0.9853	-0.0012	-0.1%	0.9875
Low	0.9814	0.9818	0.0004	0.0%	0.9685
Close	0.9840	0.9829	-0.0011	-0.1%	0.9853
Range	0.0051	0.0035	-0.0016	-31.4%	0.0190
ATR	0.0055	0.0054	-0.0001	-2.6%	0.0000
Volume	85	480	395	464.7%	944

Daily Pivots for day following 15-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9938	0.9919	0.9848
R3	0.9903	0.9884	0.9839
R2	0.9868	0.9868	0.9835
R1	0.9849	0.9849	0.9832	0.9859
PP	0.9833	0.9833	0.9833	0.9838
S1	0.9814	0.9814	0.9826	0.9824
S2	0.9798	0.9798	0.9823
S3	0.9763	0.9779	0.9819
S4	0.9728	0.9744	0.9810

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	0.9801	0.0074	0.8%	0.0046	0.5%	38%	False	False	234
10	0.9875	0.9595	0.0280	2.8%	0.0054	0.5%	84%	False	False	182
20	0.9875	0.9595	0.0280	2.8%	0.0053	0.5%	84%	False	False	134
40	0.9892	0.9595	0.0297	3.0%	0.0042	0.4%	79%	False	False	73
60	0.9931	0.9592	0.0339	3.4%	0.0036	0.4%	70%	False	False	49
80	0.9931	0.9515	0.0416	4.2%	0.0029	0.3%	75%	False	False	37
100	1.0012	0.9515	0.0497	5.1%	0.0025	0.3%	63%	False	False	30

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0005
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.0002
2.618	0.9945
1.618	0.9910
1.000	0.9888
0.618	0.9875
HIGH	0.9853
0.618	0.9840
0.500	0.9836
0.382	0.9831
LOW	0.9818
0.618	0.9796
1.000	0.9783
1.618	0.9761
2.618	0.9726
4.250	0.9669

Fisher Pivots for day following 15-Apr-2014
Pivot	1 day	3 day
R1	0.9836	0.9842
PP	0.9833	0.9838
S1	0.9831	0.9833

Download as Excel Spreadsheet

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

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