CME Japanese Yen Future September 2014

Trading Metrics calculated at close of trading on 09-Jul-2014

Day Change Summary
	Previous	Current
	08-Jul-2014	09-Jul-2014	Change	Change %	Previous Week
Open	0.9821	0.9851	0.0030	0.3%	0.9864
High	0.9858	0.9862	0.0004	0.0%	0.9883
Low	0.9819	0.9819	0.0000	0.0%	0.9768
Close	0.9854	0.9851	-0.0003	0.0%	0.9788
Range	0.0039	0.0043	0.0004	10.3%	0.0115
ATR	0.0046	0.0045	0.0000	-0.4%	0.0000
Volume	89,193	84,738	-4,455	-5.0%	376,542

Daily Pivots for day following 09-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9973	0.9955	0.9875
R3	0.9930	0.9912	0.9863
R2	0.9887	0.9887	0.9859
R1	0.9869	0.9869	0.9855	0.9873
PP	0.9844	0.9844	0.9844	0.9846
S1	0.9826	0.9826	0.9847	0.9830
S2	0.9801	0.9801	0.9843
S3	0.9758	0.9783	0.9839
S4	0.9715	0.9740	0.9827

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	0.9866	0.9768	0.0098	1.0%	0.0046	0.5%	85%	False	False	96,676
10	0.9956	0.9768	0.0188	1.9%	0.0052	0.5%	44%	False	False	98,573
20	0.9956	0.9762	0.0194	2.0%	0.0047	0.5%	46%	False	False	93,316
40	0.9956	0.9734	0.0222	2.3%	0.0044	0.4%	53%	False	False	49,510
60	0.9956	0.9700	0.0256	2.6%	0.0044	0.4%	59%	False	False	33,102
80	0.9956	0.9595	0.0361	3.7%	0.0046	0.5%	71%	False	False	24,853
100	0.9956	0.9595	0.0361	3.7%	0.0043	0.4%	71%	False	False	19,885
120	0.9956	0.9592	0.0364	3.7%	0.0039	0.4%	71%	False	False	16,571

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0007
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0045
2.618	0.9975
1.618	0.9932
1.000	0.9905
0.618	0.9889
HIGH	0.9862
0.618	0.9846
0.500	0.9841
0.382	0.9835
LOW	0.9819
0.618	0.9792
1.000	0.9776
1.618	0.9749
2.618	0.9706
4.250	0.9636

Fisher Pivots for day following 09-Jul-2014
Pivot	1 day	3 day
R1	0.9848	0.9842
PP	0.9844	0.9834
S1	0.9841	0.9825

Download as Excel Spreadsheet

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

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