CME Japanese Yen Future September 2014

Trading Metrics calculated at close of trading on 30-Apr-2014

Day Change Summary
	Previous	Current
	29-Apr-2014	30-Apr-2014	Change	Change %	Previous Week
Open	0.9763	0.9752	-0.0011	-0.1%	0.9775
High	0.9766	0.9808	0.0042	0.4%	0.9814
Low	0.9738	0.9752	0.0014	0.1%	0.9748
Close	0.9757	0.9800	0.0043	0.4%	0.9800
Range	0.0028	0.0056	0.0028	100.0%	0.0066
ATR	0.0048	0.0049	0.0001	1.2%	0.0000
Volume	264	90	-174	-65.9%	422

Daily Pivots for day following 30-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9955	0.9933	0.9831
R3	0.9899	0.9877	0.9815
R2	0.9843	0.9843	0.9810
R1	0.9821	0.9821	0.9805	0.9832
PP	0.9787	0.9787	0.9787	0.9792
S1	0.9765	0.9765	0.9795	0.9776
S2	0.9731	0.9731	0.9790
S3	0.9675	0.9709	0.9785
S4	0.9619	0.9653	0.9769

Weekly Pivots for week ending 25-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9985	0.9959	0.9836
R3	0.9919	0.9893	0.9818
R2	0.9853	0.9853	0.9812
R1	0.9827	0.9827	0.9806	0.9840
PP	0.9787	0.9787	0.9787	0.9794
S1	0.9761	0.9761	0.9794	0.9774
S2	0.9721	0.9721	0.9788
S3	0.9655	0.9695	0.9782
S4	0.9589	0.9629	0.9764

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9814	0.9738	0.0076	0.8%	0.0047	0.5%	82%	False	False	172
10	0.9819	0.9738	0.0081	0.8%	0.0041	0.4%	77%	False	False	158
20	0.9875	0.9595	0.0280	2.9%	0.0047	0.5%	73%	False	False	170
40	0.9892	0.9595	0.0297	3.0%	0.0046	0.5%	69%	False	False	111
60	0.9892	0.9595	0.0297	3.0%	0.0039	0.4%	69%	False	False	75
80	0.9931	0.9555	0.0376	3.8%	0.0033	0.3%	65%	False	False	57
100	0.9931	0.9515	0.0416	4.2%	0.0029	0.3%	69%	False	False	46
120	1.0241	0.9515	0.0726	7.4%	0.0026	0.3%	39%	False	False	38

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 13 trading days

Fibonacci Retracements and Extensions
4.250	1.0046
2.618	0.9955
1.618	0.9899
1.000	0.9864
0.618	0.9843
HIGH	0.9808
0.618	0.9787
0.500	0.9780
0.382	0.9773
LOW	0.9752
0.618	0.9717
1.000	0.9696
1.618	0.9661
2.618	0.9605
4.250	0.9514

Fisher Pivots for day following 30-Apr-2014
Pivot	1 day	3 day
R1	0.9793	0.9791
PP	0.9787	0.9782
S1	0.9780	0.9773

Download as Excel Spreadsheet

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

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