CME Japanese Yen Future September 2014

Trading Metrics calculated at close of trading on 07-May-2014

Day Change Summary
	Previous	Current
	06-May-2014	07-May-2014	Change	Change %	Previous Week
Open	0.9795	0.9850	0.0055	0.6%	0.9796
High	0.9860	0.9865	0.0005	0.1%	0.9808
Low	0.9795	0.9812	0.0017	0.2%	0.9700
Close	0.9853	0.9833	-0.0020	-0.2%	0.9790
Range	0.0065	0.0053	-0.0012	-18.5%	0.0108
ATR	0.0051	0.0051	0.0000	0.3%	0.0000
Volume	321	656	335	104.4%	975

Daily Pivots for day following 07-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9996	0.9967	0.9862
R3	0.9943	0.9914	0.9848
R2	0.9890	0.9890	0.9843
R1	0.9861	0.9861	0.9838	0.9849
PP	0.9837	0.9837	0.9837	0.9831
S1	0.9808	0.9808	0.9828	0.9796
S2	0.9784	0.9784	0.9823
S3	0.9731	0.9755	0.9818
S4	0.9678	0.9702	0.9804

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	0.9865	0.9700	0.0165	1.7%	0.0054	0.5%	81%	True	False	433
10	0.9865	0.9700	0.0165	1.7%	0.0051	0.5%	81%	True	False	303
20	0.9875	0.9700	0.0175	1.8%	0.0045	0.5%	76%	False	False	246
40	0.9892	0.9595	0.0297	3.0%	0.0049	0.5%	80%	False	False	163
60	0.9892	0.9595	0.0297	3.0%	0.0042	0.4%	80%	False	False	111
80	0.9931	0.9575	0.0356	3.6%	0.0036	0.4%	72%	False	False	84
100	0.9931	0.9515	0.0416	4.2%	0.0030	0.3%	76%	False	False	67
120	1.0087	0.9515	0.0572	5.8%	0.0027	0.3%	56%	False	False	56

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
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	0.0008
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0090
2.618	1.0004
1.618	0.9951
1.000	0.9918
0.618	0.9898
HIGH	0.9865
0.618	0.9845
0.500	0.9839
0.382	0.9832
LOW	0.9812
0.618	0.9779
1.000	0.9759
1.618	0.9726
2.618	0.9673
4.250	0.9587

Fisher Pivots for day following 07-May-2014
Pivot	1 day	3 day
R1	0.9839	0.9832
PP	0.9837	0.9831
S1	0.9835	0.9830

Download as Excel Spreadsheet

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

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