CME Japanese Yen Future September 2014

Trading Metrics calculated at close of trading on 25-Jul-2014

Day Change Summary
	Previous	Current
	24-Jul-2014	25-Jul-2014	Change	Change %	Previous Week
Open	0.9852	0.9824	-0.0028	-0.3%	0.9871
High	0.9864	0.9835	-0.0029	-0.3%	0.9887
Low	0.9821	0.9812	-0.0009	-0.1%	0.9812
Close	0.9823	0.9826	0.0003	0.0%	0.9826
Range	0.0043	0.0023	-0.0020	-46.5%	0.0075
ATR	0.0038	0.0037	-0.0001	-2.8%	0.0000
Volume	113,099	92,851	-20,248	-17.9%	439,056

Daily Pivots for day following 25-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9893	0.9883	0.9839
R3	0.9870	0.9860	0.9832
R2	0.9847	0.9847	0.9830
R1	0.9837	0.9837	0.9828	0.9842
PP	0.9824	0.9824	0.9824	0.9827
S1	0.9814	0.9814	0.9824	0.9819
S2	0.9801	0.9801	0.9822
S3	0.9778	0.9791	0.9820
S4	0.9755	0.9768	0.9813

Weekly Pivots for week ending 25-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0067	1.0021	0.9867
R3	0.9992	0.9946	0.9847
R2	0.9917	0.9917	0.9840
R1	0.9871	0.9871	0.9833	0.9857
PP	0.9842	0.9842	0.9842	0.9834
S1	0.9796	0.9796	0.9819	0.9782
S2	0.9767	0.9767	0.9812
S3	0.9692	0.9721	0.9805
S4	0.9617	0.9646	0.9785

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9887	0.9812	0.0075	0.8%	0.0028	0.3%	19%	False	True	87,811
10	0.9896	0.9812	0.0084	0.9%	0.0031	0.3%	17%	False	True	89,495
20	0.9899	0.9768	0.0131	1.3%	0.0036	0.4%	44%	False	False	92,185
40	0.9956	0.9734	0.0222	2.3%	0.0041	0.4%	41%	False	False	76,657
60	0.9956	0.9700	0.0256	2.6%	0.0042	0.4%	49%	False	False	51,284
80	0.9956	0.9595	0.0361	3.7%	0.0043	0.4%	64%	False	False	38,505
100	0.9956	0.9595	0.0361	3.7%	0.0043	0.4%	64%	False	False	30,814
120	0.9956	0.9595	0.0361	3.7%	0.0041	0.4%	64%	False	False	25,679

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.0007
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9933
2.618	0.9895
1.618	0.9872
1.000	0.9858
0.618	0.9849
HIGH	0.9835
0.618	0.9826
0.500	0.9824
0.382	0.9821
LOW	0.9812
0.618	0.9798
1.000	0.9789
1.618	0.9775
2.618	0.9752
4.250	0.9714

Fisher Pivots for day following 25-Jul-2014
Pivot	1 day	3 day
R1	0.9825	0.9843
PP	0.9824	0.9837
S1	0.9824	0.9832

Download as Excel Spreadsheet

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

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