CME Japanese Yen Future September 2014

Trading Metrics calculated at close of trading on 22-Jul-2014

Day Change Summary
	Previous	Current
	21-Jul-2014	22-Jul-2014	Change	Change %	Previous Week
Open	0.9871	0.9865	-0.0006	-0.1%	0.9873
High	0.9887	0.9873	-0.0014	-0.1%	0.9896
Low	0.9865	0.9846	-0.0019	-0.2%	0.9827
Close	0.9868	0.9861	-0.0007	-0.1%	0.9870
Range	0.0022	0.0027	0.0005	22.7%	0.0069
ATR	0.0040	0.0039	-0.0001	-2.3%	0.0000
Volume	57,437	104,428	46,991	81.8%	455,900

Daily Pivots for day following 22-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9941	0.9928	0.9876
R3	0.9914	0.9901	0.9868
R2	0.9887	0.9887	0.9866
R1	0.9874	0.9874	0.9863	0.9867
PP	0.9860	0.9860	0.9860	0.9857
S1	0.9847	0.9847	0.9859	0.9840
S2	0.9833	0.9833	0.9856
S3	0.9806	0.9820	0.9854
S4	0.9779	0.9793	0.9846

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%	0.0031	0.3%	49%	False	False	88,405
10	0.9899	0.9819	0.0080	0.8%	0.0034	0.3%	53%	False	False	90,057
20	0.9956	0.9768	0.0188	1.9%	0.0042	0.4%	49%	False	False	94,809
40	0.9956	0.9734	0.0222	2.3%	0.0041	0.4%	57%	False	False	69,820
60	0.9956	0.9700	0.0256	2.6%	0.0043	0.4%	63%	False	False	46,673
80	0.9956	0.9595	0.0361	3.7%	0.0044	0.4%	74%	False	False	35,046
100	0.9956	0.9595	0.0361	3.7%	0.0044	0.4%	74%	False	False	28,043
120	0.9956	0.9595	0.0361	3.7%	0.0040	0.4%	74%	False	False	23,369

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.0006
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9988
2.618	0.9944
1.618	0.9917
1.000	0.9900
0.618	0.9890
HIGH	0.9873
0.618	0.9863
0.500	0.9860
0.382	0.9856
LOW	0.9846
0.618	0.9829
1.000	0.9819
1.618	0.9802
2.618	0.9775
4.250	0.9731

Fisher Pivots for day following 22-Jul-2014
Pivot	1 day	3 day
R1	0.9861	0.9871
PP	0.9860	0.9868
S1	0.9860	0.9864

Download as Excel Spreadsheet

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

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