CME Japanese Yen Future September 2014

Trading Metrics calculated at close of trading on 23-Jul-2014

Day Change Summary
	Previous	Current
	22-Jul-2014	23-Jul-2014	Change	Change %	Previous Week
Open	0.9865	0.9859	-0.0006	-0.1%	0.9873
High	0.9873	0.9873	0.0000	0.0%	0.9896
Low	0.9846	0.9850	0.0004	0.0%	0.9827
Close	0.9861	0.9851	-0.0010	-0.1%	0.9870
Range	0.0027	0.0023	-0.0004	-14.8%	0.0069
ATR	0.0039	0.0038	-0.0001	-2.9%	0.0000
Volume	104,428	71,241	-33,187	-31.8%	455,900

Daily Pivots for day following 23-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9927	0.9912	0.9864
R3	0.9904	0.9889	0.9857
R2	0.9881	0.9881	0.9855
R1	0.9866	0.9866	0.9853	0.9862
PP	0.9858	0.9858	0.9858	0.9856
S1	0.9843	0.9843	0.9849	0.9839
S2	0.9835	0.9835	0.9847
S3	0.9812	0.9820	0.9845
S4	0.9789	0.9797	0.9838

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	0.9836	0.0060	0.6%	0.0032	0.3%	25%	False	False	91,233
10	0.9899	0.9827	0.0072	0.7%	0.0032	0.3%	33%	False	False	88,707
20	0.9956	0.9768	0.0188	1.9%	0.0042	0.4%	44%	False	False	93,640
40	0.9956	0.9734	0.0222	2.3%	0.0041	0.4%	53%	False	False	71,566
60	0.9956	0.9700	0.0256	2.6%	0.0042	0.4%	59%	False	False	47,857
80	0.9956	0.9595	0.0361	3.7%	0.0043	0.4%	71%	False	False	35,935
100	0.9956	0.9595	0.0361	3.7%	0.0043	0.4%	71%	False	False	28,755
120	0.9956	0.9595	0.0361	3.7%	0.0040	0.4%	71%	False	False	23,963

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	True
3BNR	True
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	0.9971
2.618	0.9933
1.618	0.9910
1.000	0.9896
0.618	0.9887
HIGH	0.9873
0.618	0.9864
0.500	0.9862
0.382	0.9859
LOW	0.9850
0.618	0.9836
1.000	0.9827
1.618	0.9813
2.618	0.9790
4.250	0.9752

Fisher Pivots for day following 23-Jul-2014
Pivot	1 day	3 day
R1	0.9862	0.9867
PP	0.9858	0.9861
S1	0.9855	0.9856

Download as Excel Spreadsheet

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

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