CME Japanese Yen Future September 2014

Trading Metrics calculated at close of trading on 21-Jul-2014

Day Change Summary
	Previous	Current
	18-Jul-2014	21-Jul-2014	Change	Change %	Previous Week
Open	0.9889	0.9871	-0.0018	-0.2%	0.9873
High	0.9896	0.9887	-0.0009	-0.1%	0.9896
Low	0.9861	0.9865	0.0004	0.0%	0.9827
Close	0.9870	0.9868	-0.0002	0.0%	0.9870
Range	0.0035	0.0022	-0.0013	-37.1%	0.0069
ATR	0.0041	0.0040	-0.0001	-3.3%	0.0000
Volume	97,354	57,437	-39,917	-41.0%	455,900

Daily Pivots for day following 21-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9939	0.9926	0.9880
R3	0.9917	0.9904	0.9874
R2	0.9895	0.9895	0.9872
R1	0.9882	0.9882	0.9870	0.9878
PP	0.9873	0.9873	0.9873	0.9871
S1	0.9860	0.9860	0.9866	0.9856
S2	0.9851	0.9851	0.9864
S3	0.9829	0.9838	0.9862
S4	0.9807	0.9816	0.9856

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%	0.0032	0.3%	59%	False	False	89,116
10	0.9899	0.9819	0.0080	0.8%	0.0035	0.4%	61%	False	False	88,534
20	0.9956	0.9768	0.0188	1.9%	0.0042	0.4%	53%	False	False	93,370
40	0.9956	0.9734	0.0222	2.2%	0.0042	0.4%	60%	False	False	67,216
60	0.9956	0.9700	0.0256	2.6%	0.0043	0.4%	66%	False	False	44,935
80	0.9956	0.9595	0.0361	3.7%	0.0045	0.5%	76%	False	False	33,741
100	0.9956	0.9595	0.0361	3.7%	0.0043	0.4%	76%	False	False	26,999
120	0.9956	0.9595	0.0361	3.7%	0.0041	0.4%	76%	False	False	22,499

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0005
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9981
2.618	0.9945
1.618	0.9923
1.000	0.9909
0.618	0.9901
HIGH	0.9887
0.618	0.9879
0.500	0.9876
0.382	0.9873
LOW	0.9865
0.618	0.9851
1.000	0.9843
1.618	0.9829
2.618	0.9807
4.250	0.9772

Fisher Pivots for day following 21-Jul-2014
Pivot	1 day	3 day
R1	0.9876	0.9867
PP	0.9873	0.9867
S1	0.9871	0.9866

Download as Excel Spreadsheet

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

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