CME Japanese Yen Future September 2014

Trading Metrics calculated at close of trading on 24-Jul-2014

Day Change Summary
	Previous	Current
	23-Jul-2014	24-Jul-2014	Change	Change %	Previous Week
Open	0.9859	0.9852	-0.0007	-0.1%	0.9873
High	0.9873	0.9864	-0.0009	-0.1%	0.9896
Low	0.9850	0.9821	-0.0029	-0.3%	0.9827
Close	0.9851	0.9823	-0.0028	-0.3%	0.9870
Range	0.0023	0.0043	0.0020	87.0%	0.0069
ATR	0.0038	0.0038	0.0000	1.0%	0.0000
Volume	71,241	113,099	41,858	58.8%	455,900

Daily Pivots for day following 24-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9965	0.9937	0.9847
R3	0.9922	0.9894	0.9835
R2	0.9879	0.9879	0.9831
R1	0.9851	0.9851	0.9827	0.9844
PP	0.9836	0.9836	0.9836	0.9832
S1	0.9808	0.9808	0.9819	0.9801
S2	0.9793	0.9793	0.9815
S3	0.9750	0.9765	0.9811
S4	0.9707	0.9722	0.9799

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	0.9821	0.0075	0.8%	0.0030	0.3%	3%	False	True	88,711
10	0.9896	0.9821	0.0075	0.8%	0.0030	0.3%	3%	False	True	86,839
20	0.9899	0.9768	0.0131	1.3%	0.0037	0.4%	42%	False	False	92,863
40	0.9956	0.9734	0.0222	2.3%	0.0041	0.4%	40%	False	False	74,385
60	0.9956	0.9700	0.0256	2.6%	0.0042	0.4%	48%	False	False	49,738
80	0.9956	0.9595	0.0361	3.7%	0.0043	0.4%	63%	False	False	37,346
100	0.9956	0.9595	0.0361	3.7%	0.0044	0.4%	63%	False	False	29,886
120	0.9956	0.9595	0.0361	3.7%	0.0041	0.4%	63%	False	False	24,906

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0007
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.0047
2.618	0.9977
1.618	0.9934
1.000	0.9907
0.618	0.9891
HIGH	0.9864
0.618	0.9848
0.500	0.9843
0.382	0.9837
LOW	0.9821
0.618	0.9794
1.000	0.9778
1.618	0.9751
2.618	0.9708
4.250	0.9638

Fisher Pivots for day following 24-Jul-2014
Pivot	1 day	3 day
R1	0.9843	0.9847
PP	0.9836	0.9839
S1	0.9830	0.9831

Download as Excel Spreadsheet

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

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