CME Japanese Yen Future September 2014

Trading Metrics calculated at close of trading on 21-May-2014

Day Change Summary
	Previous	Current
	20-May-2014	21-May-2014	Change	Change %	Previous Week
Open	0.9863	0.9886	0.0023	0.2%	0.9810
High	0.9890	0.9925	0.0035	0.4%	0.9880
Low	0.9851	0.9848	-0.0003	0.0%	0.9778
Close	0.9882	0.9869	-0.0013	-0.1%	0.9859
Range	0.0039	0.0077	0.0038	97.4%	0.0102
ATR	0.0047	0.0049	0.0002	4.7%	0.0000
Volume	524	234	-290	-55.3%	1,248

Daily Pivots for day following 21-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0112	1.0067	0.9911
R3	1.0035	0.9990	0.9890
R2	0.9958	0.9958	0.9883
R1	0.9913	0.9913	0.9876	0.9897
PP	0.9881	0.9881	0.9881	0.9873
S1	0.9836	0.9836	0.9862	0.9820
S2	0.9804	0.9804	0.9855
S3	0.9727	0.9759	0.9848
S4	0.9650	0.9682	0.9827

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	0.9925	0.9804	0.0121	1.2%	0.0052	0.5%	54%	True	False	441
10	0.9925	0.9778	0.0147	1.5%	0.0042	0.4%	62%	True	False	394
20	0.9925	0.9700	0.0225	2.3%	0.0046	0.5%	75%	True	False	348
40	0.9925	0.9595	0.0330	3.3%	0.0048	0.5%	83%	True	False	252
60	0.9925	0.9595	0.0330	3.3%	0.0044	0.4%	83%	True	False	176
80	0.9931	0.9595	0.0336	3.4%	0.0040	0.4%	82%	False	False	133
100	0.9931	0.9515	0.0416	4.2%	0.0034	0.3%	85%	False	False	106
120	0.9931	0.9515	0.0416	4.2%	0.0030	0.3%	85%	False	False	89

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	1.0252
2.618	1.0127
1.618	1.0050
1.000	1.0002
0.618	0.9973
HIGH	0.9925
0.618	0.9896
0.500	0.9887
0.382	0.9877
LOW	0.9848
0.618	0.9800
1.000	0.9771
1.618	0.9723
2.618	0.9646
4.250	0.9521

Fisher Pivots for day following 21-May-2014
Pivot	1 day	3 day
R1	0.9887	0.9887
PP	0.9881	0.9881
S1	0.9875	0.9875

Download as Excel Spreadsheet

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

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