CME Japanese Yen Future September 2014

Trading Metrics calculated at close of trading on 20-May-2014

Day Change Summary
	Previous	Current
	19-May-2014	20-May-2014	Change	Change %	Previous Week
Open	0.9860	0.9863	0.0003	0.0%	0.9810
High	0.9899	0.9890	-0.0009	-0.1%	0.9880
Low	0.9853	0.9851	-0.0002	0.0%	0.9778
Close	0.9878	0.9882	0.0004	0.0%	0.9859
Range	0.0046	0.0039	-0.0007	-15.2%	0.0102
ATR	0.0047	0.0047	-0.0001	-1.2%	0.0000
Volume	821	524	-297	-36.2%	1,248

Daily Pivots for day following 20-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9991	0.9976	0.9903
R3	0.9952	0.9937	0.9893
R2	0.9913	0.9913	0.9889
R1	0.9898	0.9898	0.9886	0.9906
PP	0.9874	0.9874	0.9874	0.9878
S1	0.9859	0.9859	0.9878	0.9867
S2	0.9835	0.9835	0.9875
S3	0.9796	0.9820	0.9871
S4	0.9757	0.9781	0.9861

Weekly Pivots for week ending 16-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0145	1.0104	0.9915
R3	1.0043	1.0002	0.9887
R2	0.9941	0.9941	0.9878
R1	0.9900	0.9900	0.9868	0.9921
PP	0.9839	0.9839	0.9839	0.9849
S1	0.9798	0.9798	0.9850	0.9819
S2	0.9737	0.9737	0.9840
S3	0.9635	0.9696	0.9831
S4	0.9533	0.9594	0.9803

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9899	0.9791	0.0108	1.1%	0.0046	0.5%	84%	False	False	437
10	0.9899	0.9778	0.0121	1.2%	0.0040	0.4%	86%	False	False	436
20	0.9899	0.9700	0.0199	2.0%	0.0045	0.5%	91%	False	False	337
40	0.9899	0.9595	0.0304	3.1%	0.0047	0.5%	94%	False	False	247
60	0.9899	0.9595	0.0304	3.1%	0.0043	0.4%	94%	False	False	172
80	0.9931	0.9595	0.0336	3.4%	0.0040	0.4%	85%	False	False	130
100	0.9931	0.9515	0.0416	4.2%	0.0033	0.3%	88%	False	False	104
120	0.9931	0.9515	0.0416	4.2%	0.0030	0.3%	88%	False	False	87

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	0.0011
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0056
2.618	0.9992
1.618	0.9953
1.000	0.9929
0.618	0.9914
HIGH	0.9890
0.618	0.9875
0.500	0.9871
0.382	0.9866
LOW	0.9851
0.618	0.9827
1.000	0.9812
1.618	0.9788
2.618	0.9749
4.250	0.9685

Fisher Pivots for day following 20-May-2014
Pivot	1 day	3 day
R1	0.9878	0.9879
PP	0.9874	0.9876
S1	0.9871	0.9873

Download as Excel Spreadsheet

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

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