CME Japanese Yen Future September 2014

Trading Metrics calculated at close of trading on 28-Jul-2014

Day Change Summary
	Previous	Current
	25-Jul-2014	28-Jul-2014	Change	Change %	Previous Week
Open	0.9824	0.9826	0.0002	0.0%	0.9871
High	0.9835	0.9832	-0.0003	0.0%	0.9887
Low	0.9812	0.9816	0.0004	0.0%	0.9812
Close	0.9826	0.9819	-0.0007	-0.1%	0.9826
Range	0.0023	0.0016	-0.0007	-30.4%	0.0075
ATR	0.0037	0.0036	-0.0002	-4.1%	0.0000
Volume	92,851	53,493	-39,358	-42.4%	439,056

Daily Pivots for day following 28-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9870	0.9861	0.9828
R3	0.9854	0.9845	0.9823
R2	0.9838	0.9838	0.9822
R1	0.9829	0.9829	0.9820	0.9826
PP	0.9822	0.9822	0.9822	0.9821
S1	0.9813	0.9813	0.9818	0.9810
S2	0.9806	0.9806	0.9816
S3	0.9790	0.9797	0.9815
S4	0.9774	0.9781	0.9810

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	0.9873	0.9812	0.0061	0.6%	0.0026	0.3%	11%	False	False	87,022
10	0.9896	0.9812	0.0084	0.9%	0.0029	0.3%	8%	False	False	88,069
20	0.9899	0.9768	0.0131	1.3%	0.0034	0.3%	39%	False	False	89,774
40	0.9956	0.9734	0.0222	2.3%	0.0040	0.4%	38%	False	False	77,939
60	0.9956	0.9700	0.0256	2.6%	0.0042	0.4%	46%	False	False	52,171
80	0.9956	0.9595	0.0361	3.7%	0.0043	0.4%	62%	False	False	39,173
100	0.9956	0.9595	0.0361	3.7%	0.0044	0.4%	62%	False	False	31,349
120	0.9956	0.9595	0.0361	3.7%	0.0041	0.4%	62%	False	False	26,125

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	0.9900
2.618	0.9874
1.618	0.9858
1.000	0.9848
0.618	0.9842
HIGH	0.9832
0.618	0.9826
0.500	0.9824
0.382	0.9822
LOW	0.9816
0.618	0.9806
1.000	0.9800
1.618	0.9790
2.618	0.9774
4.250	0.9748

Fisher Pivots for day following 28-Jul-2014
Pivot	1 day	3 day
R1	0.9824	0.9838
PP	0.9822	0.9832
S1	0.9821	0.9825

Download as Excel Spreadsheet

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

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