CME Japanese Yen Future September 2014

Trading Metrics calculated at close of trading on 08-May-2014

Day Change Summary
	Previous	Current
	07-May-2014	08-May-2014	Change	Change %	Previous Week
Open	0.9850	0.9827	-0.0023	-0.2%	0.9796
High	0.9865	0.9862	-0.0003	0.0%	0.9808
Low	0.9812	0.9819	0.0007	0.1%	0.9700
Close	0.9833	0.9862	0.0029	0.3%	0.9790
Range	0.0053	0.0043	-0.0010	-18.9%	0.0108
ATR	0.0051	0.0050	-0.0001	-1.1%	0.0000
Volume	656	611	-45	-6.9%	975

Daily Pivots for day following 08-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9977	0.9962	0.9886
R3	0.9934	0.9919	0.9874
R2	0.9891	0.9891	0.9870
R1	0.9876	0.9876	0.9866	0.9884
PP	0.9848	0.9848	0.9848	0.9851
S1	0.9833	0.9833	0.9858	0.9841
S2	0.9805	0.9805	0.9854
S3	0.9762	0.9790	0.9850
S4	0.9719	0.9747	0.9838

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%	0.0058	0.6%	98%	False	False	511
10	0.9865	0.9700	0.0165	1.7%	0.0050	0.5%	98%	False	False	346
20	0.9875	0.9700	0.0175	1.8%	0.0046	0.5%	93%	False	False	259
40	0.9892	0.9595	0.0297	3.0%	0.0050	0.5%	90%	False	False	177
60	0.9892	0.9595	0.0297	3.0%	0.0043	0.4%	90%	False	False	121
80	0.9931	0.9575	0.0356	3.6%	0.0036	0.4%	81%	False	False	91
100	0.9931	0.9515	0.0416	4.2%	0.0031	0.3%	83%	False	False	73
120	1.0018	0.9515	0.0503	5.1%	0.0027	0.3%	69%	False	False	61

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0007
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0045
2.618	0.9975
1.618	0.9932
1.000	0.9905
0.618	0.9889
HIGH	0.9862
0.618	0.9846
0.500	0.9841
0.382	0.9835
LOW	0.9819
0.618	0.9792
1.000	0.9776
1.618	0.9749
2.618	0.9706
4.250	0.9636

Fisher Pivots for day following 08-May-2014
Pivot	1 day	3 day
R1	0.9855	0.9851
PP	0.9848	0.9841
S1	0.9841	0.9830

Download as Excel Spreadsheet

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

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