CME Japanese Yen Future September 2014

Trading Metrics calculated at close of trading on 31-Jul-2014

Day Change Summary
	Previous	Current
	30-Jul-2014	31-Jul-2014	Change	Change %	Previous Week
Open	0.9794	0.9729	-0.0065	-0.7%	0.9871
High	0.9803	0.9737	-0.0066	-0.7%	0.9887
Low	0.9702	0.9710	0.0008	0.1%	0.9812
Close	0.9723	0.9724	0.0001	0.0%	0.9826
Range	0.0101	0.0027	-0.0074	-73.3%	0.0075
ATR	0.0040	0.0039	-0.0001	-2.3%	0.0000
Volume	171,816	146,578	-25,238	-14.7%	439,056

Daily Pivots for day following 31-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9805	0.9791	0.9739
R3	0.9778	0.9764	0.9731
R2	0.9751	0.9751	0.9729
R1	0.9737	0.9737	0.9726	0.9731
PP	0.9724	0.9724	0.9724	0.9720
S1	0.9710	0.9710	0.9722	0.9704
S2	0.9697	0.9697	0.9719
S3	0.9670	0.9683	0.9717
S4	0.9643	0.9656	0.9709

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	0.9835	0.9702	0.0133	1.4%	0.0040	0.4%	17%	False	False	114,138
10	0.9896	0.9702	0.0194	2.0%	0.0035	0.4%	11%	False	False	101,425
20	0.9899	0.9702	0.0197	2.0%	0.0037	0.4%	11%	False	False	98,056
40	0.9956	0.9702	0.0254	2.6%	0.0041	0.4%	9%	False	False	88,244
60	0.9956	0.9702	0.0254	2.6%	0.0041	0.4%	9%	False	False	59,222
80	0.9956	0.9700	0.0256	2.6%	0.0043	0.4%	9%	False	False	44,473
100	0.9956	0.9595	0.0361	3.7%	0.0044	0.5%	36%	False	False	35,592
120	0.9956	0.9595	0.0361	3.7%	0.0041	0.4%	36%	False	False	29,661

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

Fibonacci Retracements and Extensions
4.250	0.9852
2.618	0.9808
1.618	0.9781
1.000	0.9764
0.618	0.9754
HIGH	0.9737
0.618	0.9727
0.500	0.9724
0.382	0.9720
LOW	0.9710
0.618	0.9693
1.000	0.9683
1.618	0.9666
2.618	0.9639
4.250	0.9595

Fisher Pivots for day following 31-Jul-2014
Pivot	1 day	3 day
R1	0.9724	0.9763
PP	0.9724	0.9750
S1	0.9724	0.9737

Download as Excel Spreadsheet

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

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