CME Japanese Yen Future September 2014

Trading Metrics calculated at close of trading on 29-May-2014

Day Change Summary
	Previous	Current
	28-May-2014	29-May-2014	Change	Change %	Previous Week
Open	0.9810	0.9828	0.0018	0.2%	0.9860
High	0.9845	0.9865	0.0020	0.2%	0.9925
Low	0.9810	0.9825	0.0015	0.2%	0.9809
Close	0.9825	0.9836	0.0011	0.1%	0.9813
Range	0.0035	0.0040	0.0005	14.3%	0.0116
ATR	0.0046	0.0045	0.0000	-0.9%	0.0000
Volume	331	1,987	1,656	500.3%	2,502

Daily Pivots for day following 29-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9962	0.9939	0.9858
R3	0.9922	0.9899	0.9847
R2	0.9882	0.9882	0.9843
R1	0.9859	0.9859	0.9840	0.9871
PP	0.9842	0.9842	0.9842	0.9848
S1	0.9819	0.9819	0.9832	0.9831
S2	0.9802	0.9802	0.9829
S3	0.9762	0.9779	0.9825
S4	0.9722	0.9739	0.9814

Weekly Pivots for week ending 23-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0197	1.0121	0.9877
R3	1.0081	1.0005	0.9845
R2	0.9965	0.9965	0.9834
R1	0.9889	0.9889	0.9824	0.9869
PP	0.9849	0.9849	0.9849	0.9839
S1	0.9773	0.9773	0.9802	0.9753
S2	0.9733	0.9733	0.9792
S3	0.9617	0.9657	0.9781
S4	0.9501	0.9541	0.9749

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9871	0.9795	0.0076	0.8%	0.0037	0.4%	54%	False	False	928
10	0.9925	0.9795	0.0130	1.3%	0.0045	0.5%	32%	False	False	684
20	0.9925	0.9700	0.0225	2.3%	0.0044	0.4%	60%	False	False	537
40	0.9925	0.9595	0.0330	3.4%	0.0046	0.5%	73%	False	False	353
60	0.9925	0.9595	0.0330	3.4%	0.0045	0.5%	73%	False	False	253
80	0.9925	0.9595	0.0330	3.4%	0.0041	0.4%	73%	False	False	191
100	0.9931	0.9555	0.0376	3.8%	0.0035	0.4%	75%	False	False	153
120	0.9931	0.9515	0.0416	4.2%	0.0031	0.3%	77%	False	False	127

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0014
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.0035
2.618	0.9970
1.618	0.9930
1.000	0.9905
0.618	0.9890
HIGH	0.9865
0.618	0.9850
0.500	0.9845
0.382	0.9840
LOW	0.9825
0.618	0.9800
1.000	0.9785
1.618	0.9760
2.618	0.9720
4.250	0.9655

Fisher Pivots for day following 29-May-2014
Pivot	1 day	3 day
R1	0.9845	0.9834
PP	0.9842	0.9832
S1	0.9839	0.9830

Download as Excel Spreadsheet

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

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