CME Japanese Yen Future September 2014

Trading Metrics calculated at close of trading on 16-Jul-2014

Day Change Summary
	Previous	Current
	15-Jul-2014	16-Jul-2014	Change	Change %	Previous Week
Open	0.9852	0.9838	-0.0014	-0.1%	0.9805
High	0.9862	0.9843	-0.0019	-0.2%	0.9899
Low	0.9828	0.9827	-0.0001	0.0%	0.9788
Close	0.9836	0.9836	0.0000	0.0%	0.9873
Range	0.0034	0.0016	-0.0018	-52.9%	0.0111
ATR	0.0042	0.0041	-0.0002	-4.5%	0.0000
Volume	107,982	57,101	-50,881	-47.1%	470,494

Daily Pivots for day following 16-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9883	0.9876	0.9845
R3	0.9867	0.9860	0.9840
R2	0.9851	0.9851	0.9839
R1	0.9844	0.9844	0.9837	0.9840
PP	0.9835	0.9835	0.9835	0.9833
S1	0.9828	0.9828	0.9835	0.9824
S2	0.9819	0.9819	0.9833
S3	0.9803	0.9812	0.9832
S4	0.9787	0.9796	0.9827

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	0.9827	0.0072	0.7%	0.0031	0.3%	13%	False	True	86,182
10	0.9899	0.9768	0.0131	1.3%	0.0038	0.4%	52%	False	False	91,429
20	0.9956	0.9762	0.0194	2.0%	0.0043	0.4%	38%	False	False	92,746
40	0.9956	0.9734	0.0222	2.3%	0.0043	0.4%	46%	False	False	60,239
60	0.9956	0.9700	0.0256	2.6%	0.0043	0.4%	53%	False	False	40,263
80	0.9956	0.9595	0.0361	3.7%	0.0045	0.5%	67%	False	False	30,237
100	0.9956	0.9595	0.0361	3.7%	0.0043	0.4%	67%	False	False	24,194
120	0.9956	0.9595	0.0361	3.7%	0.0041	0.4%	67%	False	False	20,162

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
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	0.0007
Narrowest range in 88 trading days

Fibonacci Retracements and Extensions
4.250	0.9911
2.618	0.9885
1.618	0.9869
1.000	0.9859
0.618	0.9853
HIGH	0.9843
0.618	0.9837
0.500	0.9835
0.382	0.9833
LOW	0.9827
0.618	0.9817
1.000	0.9811
1.618	0.9801
2.618	0.9785
4.250	0.9759

Fisher Pivots for day following 16-Jul-2014
Pivot	1 day	3 day
R1	0.9836	0.9850
PP	0.9835	0.9845
S1	0.9835	0.9841

Download as Excel Spreadsheet

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

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