CME Japanese Yen Future September 2014

Trading Metrics calculated at close of trading on 15-Jul-2014

Day Change Summary
	Previous	Current
	14-Jul-2014	15-Jul-2014	Change	Change %	Previous Week
Open	0.9873	0.9852	-0.0021	-0.2%	0.9805
High	0.9873	0.9862	-0.0011	-0.1%	0.9899
Low	0.9843	0.9828	-0.0015	-0.2%	0.9788
Close	0.9848	0.9836	-0.0012	-0.1%	0.9873
Range	0.0030	0.0034	0.0004	13.3%	0.0111
ATR	0.0043	0.0042	-0.0001	-1.5%	0.0000
Volume	67,756	107,982	40,226	59.4%	470,494

Daily Pivots for day following 15-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9944	0.9924	0.9855
R3	0.9910	0.9890	0.9845
R2	0.9876	0.9876	0.9842
R1	0.9856	0.9856	0.9839	0.9849
PP	0.9842	0.9842	0.9842	0.9839
S1	0.9822	0.9822	0.9833	0.9815
S2	0.9808	0.9808	0.9830
S3	0.9774	0.9788	0.9827
S4	0.9740	0.9754	0.9817

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%	0.0036	0.4%	21%	False	False	91,709
10	0.9899	0.9768	0.0131	1.3%	0.0040	0.4%	52%	False	False	94,225
20	0.9956	0.9762	0.0194	2.0%	0.0045	0.5%	38%	False	False	94,438
40	0.9956	0.9734	0.0222	2.3%	0.0043	0.4%	46%	False	False	58,832
60	0.9956	0.9700	0.0256	2.6%	0.0043	0.4%	53%	False	False	39,313
80	0.9956	0.9595	0.0361	3.7%	0.0045	0.5%	67%	False	False	29,525
100	0.9956	0.9595	0.0361	3.7%	0.0043	0.4%	67%	False	False	23,623
120	0.9956	0.9595	0.0361	3.7%	0.0040	0.4%	67%	False	False	19,686

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	1.0007
2.618	0.9951
1.618	0.9917
1.000	0.9896
0.618	0.9883
HIGH	0.9862
0.618	0.9849
0.500	0.9845
0.382	0.9841
LOW	0.9828
0.618	0.9807
1.000	0.9794
1.618	0.9773
2.618	0.9739
4.250	0.9684

Fisher Pivots for day following 15-Jul-2014
Pivot	1 day	3 day
R1	0.9845	0.9856
PP	0.9842	0.9849
S1	0.9839	0.9843

Download as Excel Spreadsheet

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

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