CME Japanese Yen Future September 2014

Trading Metrics calculated at close of trading on 02-May-2014

Day Change Summary
	Previous	Current
	01-May-2014	02-May-2014	Change	Change %	Previous Week
Open	0.9794	0.9779	-0.0015	-0.2%	0.9796
High	0.9798	0.9797	-0.0001	0.0%	0.9808
Low	0.9776	0.9700	-0.0076	-0.8%	0.9700
Close	0.9782	0.9790	0.0008	0.1%	0.9790
Range	0.0022	0.0097	0.0075	340.9%	0.0108
ATR	0.0047	0.0050	0.0004	7.7%	0.0000
Volume	221	180	-41	-18.6%	975

Daily Pivots for day following 02-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0053	1.0019	0.9843
R3	0.9956	0.9922	0.9817
R2	0.9859	0.9859	0.9808
R1	0.9825	0.9825	0.9799	0.9842
PP	0.9762	0.9762	0.9762	0.9771
S1	0.9728	0.9728	0.9781	0.9745
S2	0.9665	0.9665	0.9772
S3	0.9568	0.9631	0.9763
S4	0.9471	0.9534	0.9737

Weekly Pivots for week ending 02-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0090	1.0048	0.9849
R3	0.9982	0.9940	0.9820
R2	0.9874	0.9874	0.9810
R1	0.9832	0.9832	0.9800	0.9799
PP	0.9766	0.9766	0.9766	0.9750
S1	0.9724	0.9724	0.9780	0.9691
S2	0.9658	0.9658	0.9770
S3	0.9550	0.9616	0.9760
S4	0.9442	0.9508	0.9731

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9808	0.9700	0.0108	1.1%	0.0051	0.5%	83%	False	True	195
10	0.9814	0.9700	0.0114	1.2%	0.0045	0.5%	79%	False	True	139
20	0.9875	0.9631	0.0244	2.5%	0.0050	0.5%	65%	False	False	180
40	0.9892	0.9595	0.0297	3.0%	0.0048	0.5%	66%	False	False	120
60	0.9892	0.9595	0.0297	3.0%	0.0041	0.4%	66%	False	False	82
80	0.9931	0.9555	0.0376	3.8%	0.0035	0.4%	63%	False	False	62
100	0.9931	0.9515	0.0416	4.2%	0.0029	0.3%	66%	False	False	50
120	1.0175	0.9515	0.0660	6.7%	0.0026	0.3%	42%	False	False	42

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	0.0006
Widest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	1.0209
2.618	1.0051
1.618	0.9954
1.000	0.9894
0.618	0.9857
HIGH	0.9797
0.618	0.9760
0.500	0.9749
0.382	0.9737
LOW	0.9700
0.618	0.9640
1.000	0.9603
1.618	0.9543
2.618	0.9446
4.250	0.9288

Fisher Pivots for day following 02-May-2014
Pivot	1 day	3 day
R1	0.9776	0.9778
PP	0.9762	0.9766
S1	0.9749	0.9754

Download as Excel Spreadsheet

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

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