CME Japanese Yen Future September 2014

Trading Metrics calculated at close of trading on 14-May-2014

Day Change Summary
	Previous	Current
	13-May-2014	14-May-2014	Change	Change %	Previous Week
Open	0.9795	0.9797	0.0002	0.0%	0.9794
High	0.9803	0.9836	0.0033	0.3%	0.9865
Low	0.9778	0.9791	0.0013	0.1%	0.9794
Close	0.9783	0.9833	0.0050	0.5%	0.9832
Range	0.0025	0.0045	0.0020	80.0%	0.0071
ATR	0.0047	0.0047	0.0000	1.0%	0.0000
Volume	93	215	122	131.2%	2,879

Daily Pivots for day following 14-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9955	0.9939	0.9858
R3	0.9910	0.9894	0.9845
R2	0.9865	0.9865	0.9841
R1	0.9849	0.9849	0.9837	0.9857
PP	0.9820	0.9820	0.9820	0.9824
S1	0.9804	0.9804	0.9829	0.9812
S2	0.9775	0.9775	0.9825
S3	0.9730	0.9759	0.9821
S4	0.9685	0.9714	0.9808

Weekly Pivots for week ending 09-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0043	1.0009	0.9871
R3	0.9972	0.9938	0.9852
R2	0.9901	0.9901	0.9845
R1	0.9867	0.9867	0.9839	0.9884
PP	0.9830	0.9830	0.9830	0.9839
S1	0.9796	0.9796	0.9825	0.9813
S2	0.9759	0.9759	0.9819
S3	0.9688	0.9725	0.9812
S4	0.9617	0.9654	0.9793

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9862	0.9778	0.0084	0.9%	0.0032	0.3%	65%	False	False	347
10	0.9865	0.9700	0.0165	1.7%	0.0043	0.4%	81%	False	False	390
20	0.9865	0.9700	0.0165	1.7%	0.0042	0.4%	81%	False	False	274
40	0.9875	0.9595	0.0280	2.8%	0.0047	0.5%	85%	False	False	204
60	0.9892	0.9595	0.0297	3.0%	0.0042	0.4%	80%	False	False	140
80	0.9931	0.9592	0.0339	3.4%	0.0038	0.4%	71%	False	False	105
100	0.9931	0.9515	0.0416	4.2%	0.0032	0.3%	76%	False	False	84
120	1.0012	0.9515	0.0497	5.1%	0.0028	0.3%	64%	False	False	71

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

Fibonacci Retracements and Extensions
4.250	1.0027
2.618	0.9954
1.618	0.9909
1.000	0.9881
0.618	0.9864
HIGH	0.9836
0.618	0.9819
0.500	0.9814
0.382	0.9808
LOW	0.9791
0.618	0.9763
1.000	0.9746
1.618	0.9718
2.618	0.9673
4.250	0.9600

Fisher Pivots for day following 14-May-2014
Pivot	1 day	3 day
R1	0.9827	0.9824
PP	0.9820	0.9816
S1	0.9814	0.9807

Download as Excel Spreadsheet

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

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