CME Japanese Yen Future September 2014

Trading Metrics calculated at close of trading on 01-Jul-2014

Day Change Summary
	Previous	Current
	30-Jun-2014	01-Jul-2014	Change	Change %	Previous Week
Open	0.9864	0.9875	0.0011	0.1%	0.9802
High	0.9883	0.9880	-0.0003	0.0%	0.9956
Low	0.9860	0.9848	-0.0012	-0.1%	0.9792
Close	0.9880	0.9856	-0.0024	-0.2%	0.9869
Range	0.0023	0.0032	0.0009	39.1%	0.0164
ATR	0.0046	0.0045	-0.0001	-2.2%	0.0000
Volume	80,518	85,065	4,547	5.6%	507,038

Daily Pivots for day following 01-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9957	0.9939	0.9874
R3	0.9925	0.9907	0.9865
R2	0.9893	0.9893	0.9862
R1	0.9875	0.9875	0.9859	0.9868
PP	0.9861	0.9861	0.9861	0.9858
S1	0.9843	0.9843	0.9853	0.9836
S2	0.9829	0.9829	0.9850
S3	0.9797	0.9811	0.9847
S4	0.9765	0.9779	0.9838

Weekly Pivots for week ending 27-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0364	1.0281	0.9959
R3	1.0200	1.0117	0.9914
R2	1.0036	1.0036	0.9899
R1	0.9953	0.9953	0.9884	0.9995
PP	0.9872	0.9872	0.9872	0.9893
S1	0.9789	0.9789	0.9854	0.9831
S2	0.9708	0.9708	0.9839
S3	0.9544	0.9625	0.9824
S4	0.9380	0.9461	0.9779

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9956	0.9811	0.0145	1.5%	0.0058	0.6%	31%	False	False	100,470
10	0.9956	0.9762	0.0194	2.0%	0.0048	0.5%	48%	False	False	94,063
20	0.9956	0.9734	0.0222	2.3%	0.0044	0.5%	55%	False	False	73,961
40	0.9956	0.9734	0.0222	2.3%	0.0044	0.4%	55%	False	False	37,486
60	0.9956	0.9685	0.0271	2.7%	0.0045	0.5%	63%	False	False	25,062
80	0.9956	0.9595	0.0361	3.7%	0.0046	0.5%	72%	False	False	18,812
100	0.9956	0.9595	0.0361	3.7%	0.0042	0.4%	72%	False	False	15,051
120	0.9956	0.9560	0.0396	4.0%	0.0038	0.4%	75%	False	False	12,543

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0016
2.618	0.9964
1.618	0.9932
1.000	0.9912
0.618	0.9900
HIGH	0.9880
0.618	0.9868
0.500	0.9864
0.382	0.9860
LOW	0.9848
0.618	0.9828
1.000	0.9816
1.618	0.9796
2.618	0.9764
4.250	0.9712

Fisher Pivots for day following 01-Jul-2014
Pivot	1 day	3 day
R1	0.9864	0.9855
PP	0.9861	0.9854
S1	0.9859	0.9854

Download as Excel Spreadsheet

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

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