CME Japanese Yen Future September 2014

Trading Metrics calculated at close of trading on 14-Jul-2014

Day Change Summary
	Previous	Current
	11-Jul-2014	14-Jul-2014	Change	Change %	Previous Week
Open	0.9874	0.9873	-0.0001	0.0%	0.9805
High	0.9884	0.9873	-0.0011	-0.1%	0.9899
Low	0.9867	0.9843	-0.0024	-0.2%	0.9788
Close	0.9873	0.9848	-0.0025	-0.3%	0.9873
Range	0.0017	0.0030	0.0013	76.5%	0.0111
ATR	0.0044	0.0043	-0.0001	-2.3%	0.0000
Volume	66,290	67,756	1,466	2.2%	470,494

Daily Pivots for day following 14-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9945	0.9926	0.9865
R3	0.9915	0.9896	0.9856
R2	0.9885	0.9885	0.9854
R1	0.9866	0.9866	0.9851	0.9861
PP	0.9855	0.9855	0.9855	0.9852
S1	0.9836	0.9836	0.9845	0.9831
S2	0.9825	0.9825	0.9843
S3	0.9795	0.9806	0.9840
S4	0.9765	0.9776	0.9832

Weekly Pivots for week ending 11-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0186	1.0141	0.9934
R3	1.0075	1.0030	0.9904
R2	0.9964	0.9964	0.9893
R1	0.9919	0.9919	0.9883	0.9942
PP	0.9853	0.9853	0.9853	0.9865
S1	0.9808	0.9808	0.9863	0.9831
S2	0.9742	0.9742	0.9853
S3	0.9631	0.9697	0.9842
S4	0.9520	0.9586	0.9812

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9899	0.9819	0.0080	0.8%	0.0037	0.4%	36%	False	False	87,951
10	0.9899	0.9768	0.0131	1.3%	0.0039	0.4%	61%	False	False	91,479
20	0.9956	0.9762	0.0194	2.0%	0.0045	0.5%	44%	False	False	92,722
40	0.9956	0.9734	0.0222	2.3%	0.0043	0.4%	51%	False	False	56,141
60	0.9956	0.9700	0.0256	2.6%	0.0044	0.4%	58%	False	False	37,521
80	0.9956	0.9595	0.0361	3.7%	0.0045	0.5%	70%	False	False	28,176
100	0.9956	0.9595	0.0361	3.7%	0.0043	0.4%	70%	False	False	22,543
120	0.9956	0.9592	0.0364	3.7%	0.0040	0.4%	70%	False	False	18,786

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	0.0006
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0001
2.618	0.9952
1.618	0.9922
1.000	0.9903
0.618	0.9892
HIGH	0.9873
0.618	0.9862
0.500	0.9858
0.382	0.9854
LOW	0.9843
0.618	0.9824
1.000	0.9813
1.618	0.9794
2.618	0.9764
4.250	0.9716

Fisher Pivots for day following 14-Jul-2014
Pivot	1 day	3 day
R1	0.9858	0.9871
PP	0.9855	0.9863
S1	0.9851	0.9856

Download as Excel Spreadsheet

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

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