CME Japanese Yen Future September 2014

Trading Metrics calculated at close of trading on 30-Jul-2014

Day Change Summary
	Previous	Current
	29-Jul-2014	30-Jul-2014	Change	Change %	Previous Week
Open	0.9821	0.9794	-0.0027	-0.3%	0.9871
High	0.9824	0.9803	-0.0021	-0.2%	0.9887
Low	0.9791	0.9702	-0.0089	-0.9%	0.9812
Close	0.9794	0.9723	-0.0071	-0.7%	0.9826
Range	0.0033	0.0101	0.0068	206.1%	0.0075
ATR	0.0035	0.0040	0.0005	13.3%	0.0000
Volume	105,956	171,816	65,860	62.2%	439,056

Daily Pivots for day following 30-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0046	0.9985	0.9779
R3	0.9945	0.9884	0.9751
R2	0.9844	0.9844	0.9742
R1	0.9783	0.9783	0.9732	0.9763
PP	0.9743	0.9743	0.9743	0.9733
S1	0.9682	0.9682	0.9714	0.9662
S2	0.9642	0.9642	0.9704
S3	0.9541	0.9581	0.9695
S4	0.9440	0.9480	0.9667

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	0.9864	0.9702	0.0162	1.7%	0.0043	0.4%	13%	False	True	107,443
10	0.9896	0.9702	0.0194	2.0%	0.0038	0.4%	11%	False	True	99,338
20	0.9899	0.9702	0.0197	2.0%	0.0038	0.4%	11%	False	True	95,383
40	0.9956	0.9702	0.0254	2.6%	0.0041	0.4%	8%	False	True	84,672
60	0.9956	0.9702	0.0254	2.6%	0.0042	0.4%	8%	False	True	56,785
80	0.9956	0.9685	0.0271	2.8%	0.0043	0.4%	14%	False	False	42,642
100	0.9956	0.9595	0.0361	3.7%	0.0044	0.5%	35%	False	False	34,127
120	0.9956	0.9595	0.0361	3.7%	0.0041	0.4%	35%	False	False	28,440

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 24 trading days

Fibonacci Retracements and Extensions
4.250	1.0232
2.618	1.0067
1.618	0.9966
1.000	0.9904
0.618	0.9865
HIGH	0.9803
0.618	0.9764
0.500	0.9753
0.382	0.9741
LOW	0.9702
0.618	0.9640
1.000	0.9601
1.618	0.9539
2.618	0.9438
4.250	0.9273

Fisher Pivots for day following 30-Jul-2014
Pivot	1 day	3 day
R1	0.9753	0.9767
PP	0.9743	0.9752
S1	0.9733	0.9738

Download as Excel Spreadsheet

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

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