CME Japanese Yen Future September 2014

Trading Metrics calculated at close of trading on 18-Jul-2014

Day Change Summary
	Previous	Current
	17-Jul-2014	18-Jul-2014	Change	Change %	Previous Week
Open	0.9839	0.9889	0.0050	0.5%	0.9873
High	0.9891	0.9896	0.0005	0.1%	0.9896
Low	0.9836	0.9861	0.0025	0.3%	0.9827
Close	0.9876	0.9870	-0.0006	-0.1%	0.9870
Range	0.0055	0.0035	-0.0020	-36.4%	0.0069
ATR	0.0042	0.0041	0.0000	-1.1%	0.0000
Volume	125,707	97,354	-28,353	-22.6%	455,900

Daily Pivots for day following 18-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9981	0.9960	0.9889
R3	0.9946	0.9925	0.9880
R2	0.9911	0.9911	0.9876
R1	0.9890	0.9890	0.9873	0.9883
PP	0.9876	0.9876	0.9876	0.9872
S1	0.9855	0.9855	0.9867	0.9848
S2	0.9841	0.9841	0.9864
S3	0.9806	0.9820	0.9860
S4	0.9771	0.9785	0.9851

Weekly Pivots for week ending 18-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0071	1.0040	0.9908
R3	1.0002	0.9971	0.9889
R2	0.9933	0.9933	0.9883
R1	0.9902	0.9902	0.9876	0.9883
PP	0.9864	0.9864	0.9864	0.9855
S1	0.9833	0.9833	0.9864	0.9814
S2	0.9795	0.9795	0.9857
S3	0.9726	0.9764	0.9851
S4	0.9657	0.9695	0.9832

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9896	0.9827	0.0069	0.7%	0.0034	0.3%	62%	True	False	91,180
10	0.9899	0.9788	0.0111	1.1%	0.0037	0.4%	74%	False	False	92,639
20	0.9956	0.9768	0.0188	1.9%	0.0043	0.4%	54%	False	False	94,265
40	0.9956	0.9734	0.0222	2.2%	0.0042	0.4%	61%	False	False	65,796
60	0.9956	0.9700	0.0256	2.6%	0.0043	0.4%	66%	False	False	43,980
80	0.9956	0.9595	0.0361	3.7%	0.0045	0.5%	76%	False	False	33,024
100	0.9956	0.9595	0.0361	3.7%	0.0043	0.4%	76%	False	False	26,424
120	0.9956	0.9595	0.0361	3.7%	0.0041	0.4%	76%	False	False	22,021

Crabel Price Patterns
NR	True
NR4	False
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	True
Bear Hook	False
Bull Hook	False
Stretch	0.0006
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0045
2.618	0.9988
1.618	0.9953
1.000	0.9931
0.618	0.9918
HIGH	0.9896
0.618	0.9883
0.500	0.9879
0.382	0.9874
LOW	0.9861
0.618	0.9839
1.000	0.9826
1.618	0.9804
2.618	0.9769
4.250	0.9712

Fisher Pivots for day following 18-Jul-2014
Pivot	1 day	3 day
R1	0.9879	0.9867
PP	0.9876	0.9864
S1	0.9873	0.9862

Download as Excel Spreadsheet

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

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