CME Japanese Yen Future September 2014

Trading Metrics calculated at close of trading on 22-May-2014

Day Change Summary
	Previous	Current
	21-May-2014	22-May-2014	Change	Change %	Previous Week
Open	0.9886	0.9867	-0.0019	-0.2%	0.9810
High	0.9925	0.9871	-0.0054	-0.5%	0.9880
Low	0.9848	0.9829	-0.0019	-0.2%	0.9778
Close	0.9869	0.9830	-0.0039	-0.4%	0.9859
Range	0.0077	0.0042	-0.0035	-45.5%	0.0102
ATR	0.0049	0.0048	0.0000	-1.0%	0.0000
Volume	234	666	432	184.6%	1,248

Daily Pivots for day following 22-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9969	0.9942	0.9853
R3	0.9927	0.9900	0.9842
R2	0.9885	0.9885	0.9838
R1	0.9858	0.9858	0.9834	0.9851
PP	0.9843	0.9843	0.9843	0.9840
S1	0.9816	0.9816	0.9826	0.9809
S2	0.9801	0.9801	0.9822
S3	0.9759	0.9774	0.9818
S4	0.9717	0.9732	0.9807

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	0.9829	0.0096	1.0%	0.0046	0.5%	1%	False	True	520
10	0.9925	0.9778	0.0147	1.5%	0.0042	0.4%	35%	False	False	399
20	0.9925	0.9700	0.0225	2.3%	0.0046	0.5%	58%	False	False	373
40	0.9925	0.9595	0.0330	3.4%	0.0048	0.5%	71%	False	False	265
60	0.9925	0.9595	0.0330	3.4%	0.0045	0.5%	71%	False	False	187
80	0.9931	0.9595	0.0336	3.4%	0.0041	0.4%	70%	False	False	141
100	0.9931	0.9515	0.0416	4.2%	0.0034	0.3%	76%	False	False	113
120	0.9931	0.9515	0.0416	4.2%	0.0031	0.3%	76%	False	False	94

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	0.0013
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0050
2.618	0.9981
1.618	0.9939
1.000	0.9913
0.618	0.9897
HIGH	0.9871
0.618	0.9855
0.500	0.9850
0.382	0.9845
LOW	0.9829
0.618	0.9803
1.000	0.9787
1.618	0.9761
2.618	0.9719
4.250	0.9651

Fisher Pivots for day following 22-May-2014
Pivot	1 day	3 day
R1	0.9850	0.9877
PP	0.9843	0.9861
S1	0.9837	0.9846

Download as Excel Spreadsheet

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

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