CME Japanese Yen Future September 2014

Trading Metrics calculated at close of trading on 08-Jul-2014

Day Change Summary
	Previous	Current
	07-Jul-2014	08-Jul-2014	Change	Change %	Previous Week
Open	0.9805	0.9821	0.0016	0.2%	0.9864
High	0.9829	0.9858	0.0029	0.3%	0.9883
Low	0.9788	0.9819	0.0031	0.3%	0.9768
Close	0.9822	0.9854	0.0032	0.3%	0.9788
Range	0.0041	0.0039	-0.0002	-4.9%	0.0115
ATR	0.0046	0.0046	-0.0001	-1.1%	0.0000
Volume	98,491	89,193	-9,298	-9.4%	376,542

Daily Pivots for day following 08-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9961	0.9946	0.9875
R3	0.9922	0.9907	0.9865
R2	0.9883	0.9883	0.9861
R1	0.9868	0.9868	0.9858	0.9876
PP	0.9844	0.9844	0.9844	0.9847
S1	0.9829	0.9829	0.9850	0.9837
S2	0.9805	0.9805	0.9847
S3	0.9766	0.9790	0.9843
S4	0.9727	0.9751	0.9833

Weekly Pivots for week ending 04-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0158	1.0088	0.9851
R3	1.0043	0.9973	0.9820
R2	0.9928	0.9928	0.9809
R1	0.9858	0.9858	0.9799	0.9836
PP	0.9813	0.9813	0.9813	0.9802
S1	0.9743	0.9743	0.9777	0.9721
S2	0.9698	0.9698	0.9767
S3	0.9583	0.9628	0.9756
S4	0.9468	0.9513	0.9725

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9880	0.9768	0.0112	1.1%	0.0044	0.4%	77%	False	False	96,741
10	0.9956	0.9768	0.0188	1.9%	0.0051	0.5%	46%	False	False	99,560
20	0.9956	0.9754	0.0202	2.0%	0.0047	0.5%	50%	False	False	91,286
40	0.9956	0.9734	0.0222	2.3%	0.0044	0.4%	54%	False	False	47,399
60	0.9956	0.9700	0.0256	2.6%	0.0044	0.4%	60%	False	False	31,693
80	0.9956	0.9595	0.0361	3.7%	0.0046	0.5%	72%	False	False	23,794
100	0.9956	0.9595	0.0361	3.7%	0.0043	0.4%	72%	False	False	19,037
120	0.9956	0.9575	0.0381	3.9%	0.0039	0.4%	73%	False	False	15,865

Crabel Price Patterns
NR	True
NR4	True
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	0.0007
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.0024
2.618	0.9960
1.618	0.9921
1.000	0.9897
0.618	0.9882
HIGH	0.9858
0.618	0.9843
0.500	0.9839
0.382	0.9834
LOW	0.9819
0.618	0.9795
1.000	0.9780
1.618	0.9756
2.618	0.9717
4.250	0.9653

Fisher Pivots for day following 08-Jul-2014
Pivot	1 day	3 day
R1	0.9849	0.9840
PP	0.9844	0.9827
S1	0.9839	0.9813

Download as Excel Spreadsheet

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

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