CME Japanese Yen Future September 2014

Trading Metrics calculated at close of trading on 01-Aug-2014

Day Change Summary
	Previous	Current
	31-Jul-2014	01-Aug-2014	Change	Change %	Previous Week
Open	0.9729	0.9729	0.0000	0.0%	0.9826
High	0.9737	0.9774	0.0037	0.4%	0.9832
Low	0.9710	0.9707	-0.0003	0.0%	0.9702
Close	0.9724	0.9753	0.0029	0.3%	0.9753
Range	0.0027	0.0067	0.0040	148.1%	0.0130
ATR	0.0039	0.0041	0.0002	5.1%	0.0000
Volume	146,578	184,335	37,757	25.8%	662,178

Daily Pivots for day following 01-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9946	0.9916	0.9790
R3	0.9879	0.9849	0.9771
R2	0.9812	0.9812	0.9765
R1	0.9782	0.9782	0.9759	0.9797
PP	0.9745	0.9745	0.9745	0.9752
S1	0.9715	0.9715	0.9747	0.9730
S2	0.9678	0.9678	0.9741
S3	0.9611	0.9648	0.9735
S4	0.9544	0.9581	0.9716

Weekly Pivots for week ending 01-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0152	1.0083	0.9825
R3	1.0022	0.9953	0.9789
R2	0.9892	0.9892	0.9777
R1	0.9823	0.9823	0.9765	0.9793
PP	0.9762	0.9762	0.9762	0.9747
S1	0.9693	0.9693	0.9741	0.9663
S2	0.9632	0.9632	0.9729
S3	0.9502	0.9563	0.9717
S4	0.9372	0.9433	0.9682

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9832	0.9702	0.0130	1.3%	0.0049	0.5%	39%	False	False	132,435
10	0.9887	0.9702	0.0185	1.9%	0.0038	0.4%	28%	False	False	110,123
20	0.9899	0.9702	0.0197	2.0%	0.0037	0.4%	26%	False	False	101,381
40	0.9956	0.9702	0.0254	2.6%	0.0042	0.4%	20%	False	False	92,701
60	0.9956	0.9702	0.0254	2.6%	0.0041	0.4%	20%	False	False	62,284
80	0.9956	0.9700	0.0256	2.6%	0.0042	0.4%	21%	False	False	46,774
100	0.9956	0.9595	0.0361	3.7%	0.0045	0.5%	44%	False	False	37,436
120	0.9956	0.9595	0.0361	3.7%	0.0042	0.4%	44%	False	False	31,197

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0059
2.618	0.9949
1.618	0.9882
1.000	0.9841
0.618	0.9815
HIGH	0.9774
0.618	0.9748
0.500	0.9741
0.382	0.9733
LOW	0.9707
0.618	0.9666
1.000	0.9640
1.618	0.9599
2.618	0.9532
4.250	0.9422

Fisher Pivots for day following 01-Aug-2014
Pivot	1 day	3 day
R1	0.9749	0.9753
PP	0.9745	0.9753
S1	0.9741	0.9753

Download as Excel Spreadsheet

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

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