CME Japanese Yen Future September 2014

Trading Metrics calculated at close of trading on 24-Apr-2014

Day Change Summary
	Previous	Current
	23-Apr-2014	24-Apr-2014	Change	Change %	Previous Week
Open	0.9748	0.9763	0.0015	0.2%	0.9851
High	0.9793	0.9802	0.0009	0.1%	0.9865
Low	0.9748	0.9751	0.0003	0.0%	0.9764
Close	0.9772	0.9780	0.0008	0.1%	0.9774
Range	0.0045	0.0051	0.0006	13.3%	0.0101
ATR	0.0049	0.0049	0.0000	0.3%	0.0000
Volume	17	176	159	935.3%	1,154

Daily Pivots for day following 24-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9931	0.9906	0.9808
R3	0.9880	0.9855	0.9794
R2	0.9829	0.9829	0.9789
R1	0.9804	0.9804	0.9785	0.9817
PP	0.9778	0.9778	0.9778	0.9784
S1	0.9753	0.9753	0.9775	0.9766
S2	0.9727	0.9727	0.9771
S3	0.9676	0.9702	0.9766
S4	0.9625	0.9651	0.9752

Weekly Pivots for week ending 18-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0104	1.0040	0.9830
R3	1.0003	0.9939	0.9802
R2	0.9902	0.9902	0.9793
R1	0.9838	0.9838	0.9783	0.9820
PP	0.9801	0.9801	0.9801	0.9792
S1	0.9737	0.9737	0.9765	0.9719
S2	0.9700	0.9700	0.9755
S3	0.9599	0.9636	0.9746
S4	0.9498	0.9535	0.9718

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9819	0.9748	0.0071	0.7%	0.0039	0.4%	45%	False	False	157
10	0.9875	0.9748	0.0127	1.3%	0.0042	0.4%	25%	False	False	172
20	0.9875	0.9595	0.0280	2.9%	0.0050	0.5%	66%	False	False	158
40	0.9892	0.9595	0.0297	3.0%	0.0044	0.5%	62%	False	False	94
60	0.9931	0.9595	0.0336	3.4%	0.0039	0.4%	55%	False	False	64
80	0.9931	0.9515	0.0416	4.3%	0.0031	0.3%	64%	False	False	48
100	0.9931	0.9515	0.0416	4.3%	0.0028	0.3%	64%	False	False	39
120	1.0241	0.9515	0.0726	7.4%	0.0024	0.2%	37%	False	False	33

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	1.0019
2.618	0.9936
1.618	0.9885
1.000	0.9853
0.618	0.9834
HIGH	0.9802
0.618	0.9783
0.500	0.9777
0.382	0.9770
LOW	0.9751
0.618	0.9719
1.000	0.9700
1.618	0.9668
2.618	0.9617
4.250	0.9534

Fisher Pivots for day following 24-Apr-2014
Pivot	1 day	3 day
R1	0.9779	0.9778
PP	0.9778	0.9777
S1	0.9777	0.9775

Download as Excel Spreadsheet

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

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